CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6615 |
0.6636 |
0.0021 |
0.3% |
0.6636 |
| High |
0.6652 |
0.6676 |
0.0025 |
0.4% |
0.6684 |
| Low |
0.6594 |
0.6630 |
0.0036 |
0.5% |
0.6594 |
| Close |
0.6642 |
0.6647 |
0.0005 |
0.1% |
0.6647 |
| Range |
0.0058 |
0.0047 |
-0.0011 |
-19.1% |
0.0090 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
82,863 |
101,278 |
18,415 |
22.2% |
410,737 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6790 |
0.6765 |
0.6672 |
|
| R3 |
0.6744 |
0.6718 |
0.6659 |
|
| R2 |
0.6697 |
0.6697 |
0.6655 |
|
| R1 |
0.6672 |
0.6672 |
0.6651 |
0.6685 |
| PP |
0.6651 |
0.6651 |
0.6651 |
0.6657 |
| S1 |
0.6625 |
0.6625 |
0.6642 |
0.6638 |
| S2 |
0.6604 |
0.6604 |
0.6638 |
|
| S3 |
0.6558 |
0.6579 |
0.6634 |
|
| S4 |
0.6511 |
0.6532 |
0.6621 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6912 |
0.6869 |
0.6696 |
|
| R3 |
0.6822 |
0.6779 |
0.6671 |
|
| R2 |
0.6732 |
0.6732 |
0.6663 |
|
| R1 |
0.6689 |
0.6689 |
0.6655 |
0.6710 |
| PP |
0.6642 |
0.6642 |
0.6642 |
0.6652 |
| S1 |
0.6599 |
0.6599 |
0.6638 |
0.6620 |
| S2 |
0.6552 |
0.6552 |
0.6630 |
|
| S3 |
0.6462 |
0.6509 |
0.6622 |
|
| S4 |
0.6372 |
0.6419 |
0.6597 |
|
|
| 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% |
0.0053 |
0.8% |
58% |
False |
False |
97,104 |
| 10 |
0.6715 |
0.6594 |
0.0121 |
1.8% |
0.0053 |
0.8% |
43% |
False |
False |
94,281 |
| 20 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0053 |
0.8% |
52% |
False |
False |
100,920 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
79% |
False |
False |
108,638 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0054 |
0.8% |
79% |
False |
False |
98,894 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
79% |
False |
False |
74,498 |
| 100 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0051 |
0.8% |
70% |
False |
False |
59,632 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
52% |
False |
False |
49,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6874 |
|
2.618 |
0.6798 |
|
1.618 |
0.6751 |
|
1.000 |
0.6723 |
|
0.618 |
0.6705 |
|
HIGH |
0.6676 |
|
0.618 |
0.6658 |
|
0.500 |
0.6653 |
|
0.382 |
0.6647 |
|
LOW |
0.6630 |
|
0.618 |
0.6601 |
|
1.000 |
0.6583 |
|
1.618 |
0.6554 |
|
2.618 |
0.6508 |
|
4.250 |
0.6432 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6653 |
0.6643 |
| PP |
0.6651 |
0.6639 |
| S1 |
0.6649 |
0.6635 |
|