CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6654 |
0.6615 |
-0.0039 |
-0.6% |
0.6699 |
| High |
0.6671 |
0.6652 |
-0.0020 |
-0.3% |
0.6715 |
| Low |
0.6614 |
0.6594 |
-0.0020 |
-0.3% |
0.6597 |
| Close |
0.6620 |
0.6642 |
0.0022 |
0.3% |
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 |
104,488 |
82,863 |
-21,625 |
-20.7% |
445,950 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6802 |
0.6779 |
0.6674 |
|
| R3 |
0.6744 |
0.6722 |
0.6658 |
|
| R2 |
0.6687 |
0.6687 |
0.6653 |
|
| R1 |
0.6664 |
0.6664 |
0.6647 |
0.6676 |
| PP |
0.6629 |
0.6629 |
0.6629 |
0.6635 |
| S1 |
0.6607 |
0.6607 |
0.6637 |
0.6618 |
| S2 |
0.6572 |
0.6572 |
0.6631 |
|
| S3 |
0.6514 |
0.6549 |
0.6626 |
|
| S4 |
0.6457 |
0.6492 |
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 |
0.6684 |
0.6594 |
0.0090 |
1.4% |
0.0055 |
0.8% |
53% |
False |
True |
96,155 |
| 10 |
0.6721 |
0.6594 |
0.0127 |
1.9% |
0.0054 |
0.8% |
38% |
False |
True |
95,478 |
| 20 |
0.6721 |
0.6525 |
0.0196 |
3.0% |
0.0054 |
0.8% |
60% |
False |
False |
102,191 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
77% |
False |
False |
109,035 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
77% |
False |
False |
97,261 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
77% |
False |
False |
73,234 |
| 100 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0052 |
0.8% |
69% |
False |
False |
58,619 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
51% |
False |
False |
48,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6896 |
|
2.618 |
0.6802 |
|
1.618 |
0.6745 |
|
1.000 |
0.6709 |
|
0.618 |
0.6687 |
|
HIGH |
0.6652 |
|
0.618 |
0.6630 |
|
0.500 |
0.6623 |
|
0.382 |
0.6616 |
|
LOW |
0.6594 |
|
0.618 |
0.6558 |
|
1.000 |
0.6537 |
|
1.618 |
0.6501 |
|
2.618 |
0.6443 |
|
4.250 |
0.6350 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6636 |
0.6641 |
| PP |
0.6629 |
0.6640 |
| S1 |
0.6623 |
0.6639 |
|