CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6636 |
0.6654 |
0.0018 |
0.3% |
0.6699 |
| High |
0.6684 |
0.6671 |
-0.0013 |
-0.2% |
0.6715 |
| Low |
0.6627 |
0.6614 |
-0.0013 |
-0.2% |
0.6597 |
| Close |
0.6653 |
0.6620 |
-0.0033 |
-0.5% |
0.6634 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0118 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
122,108 |
104,488 |
-17,620 |
-14.4% |
445,950 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6807 |
0.6771 |
0.6652 |
|
| R3 |
0.6750 |
0.6714 |
0.6636 |
|
| R2 |
0.6692 |
0.6692 |
0.6631 |
|
| R1 |
0.6656 |
0.6656 |
0.6625 |
0.6646 |
| PP |
0.6635 |
0.6635 |
0.6635 |
0.6630 |
| S1 |
0.6599 |
0.6599 |
0.6615 |
0.6588 |
| S2 |
0.6577 |
0.6577 |
0.6609 |
|
| S3 |
0.6520 |
0.6541 |
0.6604 |
|
| S4 |
0.6462 |
0.6484 |
0.6588 |
|
|
| 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% |
0.0059 |
0.9% |
24% |
False |
False |
98,988 |
| 10 |
0.6721 |
0.6597 |
0.0124 |
1.9% |
0.0056 |
0.8% |
19% |
False |
False |
101,616 |
| 20 |
0.6721 |
0.6475 |
0.0246 |
3.7% |
0.0055 |
0.8% |
59% |
False |
False |
105,345 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
71% |
False |
False |
109,401 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
71% |
False |
False |
96,111 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
71% |
False |
False |
72,205 |
| 100 |
0.6776 |
0.6373 |
0.0403 |
6.1% |
0.0052 |
0.8% |
61% |
False |
False |
57,792 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
47% |
False |
False |
48,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6915 |
|
2.618 |
0.6822 |
|
1.618 |
0.6764 |
|
1.000 |
0.6729 |
|
0.618 |
0.6707 |
|
HIGH |
0.6671 |
|
0.618 |
0.6649 |
|
0.500 |
0.6642 |
|
0.382 |
0.6635 |
|
LOW |
0.6614 |
|
0.618 |
0.6578 |
|
1.000 |
0.6556 |
|
1.618 |
0.6520 |
|
2.618 |
0.6463 |
|
4.250 |
0.6369 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6642 |
0.6641 |
| PP |
0.6635 |
0.6634 |
| S1 |
0.6627 |
0.6627 |
|