CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6673 |
0.0000 |
0.0% |
0.6611 |
| High |
0.6685 |
0.6691 |
0.0007 |
0.1% |
0.6721 |
| Low |
0.6653 |
0.6614 |
-0.0039 |
-0.6% |
0.6586 |
| Close |
0.6671 |
0.6619 |
-0.0052 |
-0.8% |
0.6704 |
| Range |
0.0032 |
0.0078 |
0.0046 |
142.2% |
0.0135 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
90,947 |
97,029 |
6,082 |
6.7% |
516,854 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6874 |
0.6824 |
0.6662 |
|
| R3 |
0.6796 |
0.6746 |
0.6640 |
|
| R2 |
0.6719 |
0.6719 |
0.6633 |
|
| R1 |
0.6669 |
0.6669 |
0.6626 |
0.6655 |
| PP |
0.6641 |
0.6641 |
0.6641 |
0.6634 |
| S1 |
0.6591 |
0.6591 |
0.6612 |
0.6578 |
| S2 |
0.6564 |
0.6564 |
0.6605 |
|
| S3 |
0.6486 |
0.6514 |
0.6598 |
|
| S4 |
0.6409 |
0.6436 |
0.6576 |
|
|
| 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 |
0.6614 |
0.0107 |
1.6% |
0.0054 |
0.8% |
5% |
False |
True |
94,801 |
| 10 |
0.6721 |
0.6574 |
0.0147 |
2.2% |
0.0052 |
0.8% |
31% |
False |
False |
96,610 |
| 20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0056 |
0.8% |
59% |
False |
False |
110,373 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0056 |
0.8% |
71% |
False |
False |
107,831 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0054 |
0.8% |
71% |
False |
False |
89,564 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0052 |
0.8% |
71% |
False |
False |
67,244 |
| 100 |
0.6875 |
0.6373 |
0.0502 |
7.6% |
0.0052 |
0.8% |
49% |
False |
False |
53,816 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
47% |
False |
False |
44,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7020 |
|
2.618 |
0.6894 |
|
1.618 |
0.6816 |
|
1.000 |
0.6769 |
|
0.618 |
0.6739 |
|
HIGH |
0.6691 |
|
0.618 |
0.6661 |
|
0.500 |
0.6652 |
|
0.382 |
0.6643 |
|
LOW |
0.6614 |
|
0.618 |
0.6566 |
|
1.000 |
0.6536 |
|
1.618 |
0.6488 |
|
2.618 |
0.6411 |
|
4.250 |
0.6284 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6664 |
| PP |
0.6641 |
0.6649 |
| S1 |
0.6630 |
0.6634 |
|