CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 28-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6611 |
0.6636 |
0.0025 |
0.4% |
0.6699 |
High |
0.6642 |
0.6684 |
0.0043 |
0.6% |
0.6715 |
Low |
0.6597 |
0.6627 |
0.0030 |
0.4% |
0.6597 |
Close |
0.6634 |
0.6653 |
0.0019 |
0.3% |
0.6634 |
Range |
0.0045 |
0.0058 |
0.0013 |
29.2% |
0.0118 |
ATR |
0.0054 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
Volume |
74,786 |
122,108 |
47,322 |
63.3% |
445,950 |
|
Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6827 |
0.6797 |
0.6684 |
|
R3 |
0.6769 |
0.6740 |
0.6668 |
|
R2 |
0.6712 |
0.6712 |
0.6663 |
|
R1 |
0.6682 |
0.6682 |
0.6658 |
0.6697 |
PP |
0.6654 |
0.6654 |
0.6654 |
0.6662 |
S1 |
0.6625 |
0.6625 |
0.6647 |
0.6640 |
S2 |
0.6597 |
0.6597 |
0.6642 |
|
S3 |
0.6539 |
0.6567 |
0.6637 |
|
S4 |
0.6482 |
0.6510 |
0.6621 |
|
|
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 |
0.6691 |
0.6597 |
0.0094 |
1.4% |
0.0054 |
0.8% |
59% |
False |
False |
96,280 |
10 |
0.6721 |
0.6586 |
0.0135 |
2.0% |
0.0055 |
0.8% |
49% |
False |
False |
100,976 |
20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0057 |
0.9% |
72% |
False |
False |
107,134 |
40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
80% |
False |
False |
108,923 |
60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0054 |
0.8% |
80% |
False |
False |
94,408 |
80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
80% |
False |
False |
70,901 |
100 |
0.6785 |
0.6373 |
0.0412 |
6.2% |
0.0052 |
0.8% |
68% |
False |
False |
56,748 |
120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
53% |
False |
False |
47,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6928 |
2.618 |
0.6835 |
1.618 |
0.6777 |
1.000 |
0.6742 |
0.618 |
0.6720 |
HIGH |
0.6684 |
0.618 |
0.6662 |
0.500 |
0.6655 |
0.382 |
0.6648 |
LOW |
0.6627 |
0.618 |
0.6591 |
1.000 |
0.6569 |
1.618 |
0.6533 |
2.618 |
0.6476 |
4.250 |
0.6382 |
|
|
Fisher Pivots for day following 28-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6655 |
0.6649 |
PP |
0.6654 |
0.6645 |
S1 |
0.6653 |
0.6641 |
|