CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6699 |
0.6673 |
-0.0027 |
-0.4% |
0.6611 |
| High |
0.6715 |
0.6685 |
-0.0031 |
-0.5% |
0.6721 |
| Low |
0.6668 |
0.6653 |
-0.0015 |
-0.2% |
0.6586 |
| Close |
0.6679 |
0.6671 |
-0.0008 |
-0.1% |
0.6704 |
| Range |
0.0048 |
0.0032 |
-0.0016 |
-32.6% |
0.0135 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
86,655 |
90,947 |
4,292 |
5.0% |
516,854 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6765 |
0.6750 |
0.6689 |
|
| R3 |
0.6733 |
0.6718 |
0.6680 |
|
| R2 |
0.6701 |
0.6701 |
0.6677 |
|
| R1 |
0.6686 |
0.6686 |
0.6674 |
0.6678 |
| PP |
0.6669 |
0.6669 |
0.6669 |
0.6665 |
| S1 |
0.6654 |
0.6654 |
0.6668 |
0.6646 |
| S2 |
0.6637 |
0.6637 |
0.6665 |
|
| S3 |
0.6605 |
0.6622 |
0.6662 |
|
| S4 |
0.6573 |
0.6590 |
0.6653 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7074 |
0.7023 |
0.6778 |
|
| R3 |
0.6939 |
0.6889 |
0.6741 |
|
| R2 |
0.6805 |
0.6805 |
0.6729 |
|
| R1 |
0.6754 |
0.6754 |
0.6716 |
0.6780 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6683 |
| S1 |
0.6620 |
0.6620 |
0.6692 |
0.6645 |
| S2 |
0.6536 |
0.6536 |
0.6679 |
|
| S3 |
0.6401 |
0.6485 |
0.6667 |
|
| S4 |
0.6267 |
0.6351 |
0.6630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6721 |
0.6628 |
0.0093 |
1.4% |
0.0054 |
0.8% |
46% |
False |
False |
104,244 |
| 10 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0048 |
0.7% |
68% |
False |
False |
96,201 |
| 20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0055 |
0.8% |
80% |
False |
False |
110,664 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
86% |
False |
False |
106,874 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
86% |
False |
False |
87,949 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
86% |
False |
False |
66,031 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
57% |
False |
False |
52,848 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
57% |
False |
False |
44,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6821 |
|
2.618 |
0.6768 |
|
1.618 |
0.6736 |
|
1.000 |
0.6717 |
|
0.618 |
0.6704 |
|
HIGH |
0.6685 |
|
0.618 |
0.6672 |
|
0.500 |
0.6669 |
|
0.382 |
0.6665 |
|
LOW |
0.6653 |
|
0.618 |
0.6633 |
|
1.000 |
0.6621 |
|
1.618 |
0.6601 |
|
2.618 |
0.6569 |
|
4.250 |
0.6517 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6684 |
| PP |
0.6669 |
0.6680 |
| S1 |
0.6669 |
0.6675 |
|