CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6626 |
0.6611 |
-0.0015 |
-0.2% |
0.6699 |
| High |
0.6658 |
0.6642 |
-0.0017 |
-0.2% |
0.6715 |
| Low |
0.6602 |
0.6597 |
-0.0005 |
-0.1% |
0.6597 |
| Close |
0.6605 |
0.6634 |
0.0029 |
0.4% |
0.6634 |
| Range |
0.0056 |
0.0045 |
-0.0012 |
-20.5% |
0.0118 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
96,533 |
74,786 |
-21,747 |
-22.5% |
445,950 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6740 |
0.6658 |
|
| R3 |
0.6713 |
0.6696 |
0.6646 |
|
| R2 |
0.6669 |
0.6669 |
0.6642 |
|
| R1 |
0.6651 |
0.6651 |
0.6638 |
0.6660 |
| PP |
0.6624 |
0.6624 |
0.6624 |
0.6629 |
| S1 |
0.6607 |
0.6607 |
0.6630 |
0.6616 |
| S2 |
0.6580 |
0.6580 |
0.6626 |
|
| S3 |
0.6535 |
0.6562 |
0.6622 |
|
| S4 |
0.6491 |
0.6518 |
0.6610 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7003 |
0.6936 |
0.6699 |
|
| R3 |
0.6885 |
0.6818 |
0.6666 |
|
| R2 |
0.6767 |
0.6767 |
0.6656 |
|
| R1 |
0.6700 |
0.6700 |
0.6645 |
0.6675 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6636 |
| S1 |
0.6582 |
0.6582 |
0.6623 |
0.6557 |
| S2 |
0.6531 |
0.6531 |
0.6612 |
|
| S3 |
0.6413 |
0.6464 |
0.6602 |
|
| S4 |
0.6295 |
0.6346 |
0.6569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6715 |
0.6597 |
0.0118 |
1.8% |
0.0052 |
0.8% |
31% |
False |
True |
89,190 |
| 10 |
0.6721 |
0.6586 |
0.0135 |
2.0% |
0.0054 |
0.8% |
36% |
False |
False |
96,280 |
| 20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0057 |
0.9% |
65% |
False |
False |
107,765 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
75% |
False |
False |
107,751 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0054 |
0.8% |
75% |
False |
False |
92,389 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
75% |
False |
False |
69,381 |
| 100 |
0.6799 |
0.6373 |
0.0426 |
6.4% |
0.0052 |
0.8% |
61% |
False |
False |
55,527 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
50% |
False |
False |
46,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6831 |
|
2.618 |
0.6758 |
|
1.618 |
0.6714 |
|
1.000 |
0.6686 |
|
0.618 |
0.6669 |
|
HIGH |
0.6642 |
|
0.618 |
0.6625 |
|
0.500 |
0.6619 |
|
0.382 |
0.6614 |
|
LOW |
0.6597 |
|
0.618 |
0.6569 |
|
1.000 |
0.6553 |
|
1.618 |
0.6525 |
|
2.618 |
0.6480 |
|
4.250 |
0.6408 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6629 |
0.6644 |
| PP |
0.6624 |
0.6641 |
| S1 |
0.6619 |
0.6637 |
|