CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6636 |
0.6656 |
0.0020 |
0.3% |
0.6636 |
| High |
0.6676 |
0.6698 |
0.0022 |
0.3% |
0.6684 |
| Low |
0.6630 |
0.6636 |
0.0006 |
0.1% |
0.6594 |
| Close |
0.6647 |
0.6678 |
0.0032 |
0.5% |
0.6647 |
| Range |
0.0047 |
0.0063 |
0.0016 |
34.4% |
0.0090 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.1% |
0.0000 |
| Volume |
101,278 |
101,055 |
-223 |
-0.2% |
410,737 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6858 |
0.6831 |
0.6712 |
|
| R3 |
0.6796 |
0.6768 |
0.6695 |
|
| R2 |
0.6733 |
0.6733 |
0.6689 |
|
| R1 |
0.6706 |
0.6706 |
0.6684 |
0.6719 |
| PP |
0.6671 |
0.6671 |
0.6671 |
0.6677 |
| S1 |
0.6643 |
0.6643 |
0.6672 |
0.6657 |
| S2 |
0.6608 |
0.6608 |
0.6667 |
|
| S3 |
0.6546 |
0.6581 |
0.6661 |
|
| S4 |
0.6483 |
0.6518 |
0.6644 |
|
|
| 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 |
0.6698 |
0.6594 |
0.0104 |
1.6% |
0.0056 |
0.8% |
81% |
True |
False |
102,358 |
| 10 |
0.6715 |
0.6594 |
0.0121 |
1.8% |
0.0054 |
0.8% |
69% |
False |
False |
95,774 |
| 20 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0052 |
0.8% |
72% |
False |
False |
98,061 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
88% |
False |
False |
108,486 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0054 |
0.8% |
88% |
False |
False |
100,402 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
88% |
False |
False |
75,760 |
| 100 |
0.6762 |
0.6373 |
0.0389 |
5.8% |
0.0052 |
0.8% |
78% |
False |
False |
60,642 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
58% |
False |
False |
50,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6964 |
|
2.618 |
0.6862 |
|
1.618 |
0.6799 |
|
1.000 |
0.6761 |
|
0.618 |
0.6737 |
|
HIGH |
0.6698 |
|
0.618 |
0.6674 |
|
0.500 |
0.6667 |
|
0.382 |
0.6659 |
|
LOW |
0.6636 |
|
0.618 |
0.6597 |
|
1.000 |
0.6573 |
|
1.618 |
0.6534 |
|
2.618 |
0.6472 |
|
4.250 |
0.6370 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6674 |
0.6667 |
| PP |
0.6671 |
0.6657 |
| S1 |
0.6667 |
0.6646 |
|