CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6626 |
-0.0047 |
-0.7% |
0.6611 |
| High |
0.6691 |
0.6658 |
-0.0033 |
-0.5% |
0.6721 |
| Low |
0.6614 |
0.6602 |
-0.0012 |
-0.2% |
0.6586 |
| Close |
0.6619 |
0.6605 |
-0.0014 |
-0.2% |
0.6704 |
| Range |
0.0078 |
0.0056 |
-0.0022 |
-27.7% |
0.0135 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,029 |
96,533 |
-496 |
-0.5% |
516,854 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6790 |
0.6753 |
0.6636 |
|
| R3 |
0.6734 |
0.6697 |
0.6620 |
|
| R2 |
0.6678 |
0.6678 |
0.6615 |
|
| R1 |
0.6641 |
0.6641 |
0.6610 |
0.6632 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6617 |
| S1 |
0.6585 |
0.6585 |
0.6600 |
0.6576 |
| S2 |
0.6566 |
0.6566 |
0.6595 |
|
| S3 |
0.6510 |
0.6529 |
0.6590 |
|
| S4 |
0.6454 |
0.6473 |
0.6574 |
|
|
| 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 |
0.6715 |
0.6602 |
0.0113 |
1.7% |
0.0053 |
0.8% |
3% |
False |
True |
91,457 |
| 10 |
0.6721 |
0.6586 |
0.0135 |
2.0% |
0.0052 |
0.8% |
14% |
False |
False |
97,764 |
| 20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0056 |
0.9% |
53% |
False |
False |
110,052 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0057 |
0.9% |
67% |
False |
False |
108,508 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0054 |
0.8% |
67% |
False |
False |
91,150 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0053 |
0.8% |
67% |
False |
False |
68,450 |
| 100 |
0.6865 |
0.6373 |
0.0492 |
7.4% |
0.0052 |
0.8% |
47% |
False |
False |
54,780 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
44% |
False |
False |
45,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6896 |
|
2.618 |
0.6805 |
|
1.618 |
0.6749 |
|
1.000 |
0.6714 |
|
0.618 |
0.6693 |
|
HIGH |
0.6658 |
|
0.618 |
0.6637 |
|
0.500 |
0.6630 |
|
0.382 |
0.6623 |
|
LOW |
0.6602 |
|
0.618 |
0.6567 |
|
1.000 |
0.6546 |
|
1.618 |
0.6511 |
|
2.618 |
0.6455 |
|
4.250 |
0.6364 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6630 |
0.6647 |
| PP |
0.6622 |
0.6633 |
| S1 |
0.6613 |
0.6619 |
|