CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6651 |
-0.0041 |
-0.6% |
0.6636 |
| High |
0.6702 |
0.6667 |
-0.0035 |
-0.5% |
0.6684 |
| Low |
0.6634 |
0.6629 |
-0.0006 |
-0.1% |
0.6594 |
| Close |
0.6654 |
0.6655 |
0.0001 |
0.0% |
0.6647 |
| Range |
0.0068 |
0.0039 |
-0.0029 |
-43.0% |
0.0090 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
123,639 |
90,750 |
-32,889 |
-26.6% |
410,737 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6749 |
0.6676 |
|
| R3 |
0.6727 |
0.6710 |
0.6665 |
|
| R2 |
0.6689 |
0.6689 |
0.6662 |
|
| R1 |
0.6672 |
0.6672 |
0.6658 |
0.6680 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6654 |
| S1 |
0.6633 |
0.6633 |
0.6651 |
0.6642 |
| S2 |
0.6612 |
0.6612 |
0.6647 |
|
| S3 |
0.6573 |
0.6595 |
0.6644 |
|
| S4 |
0.6535 |
0.6556 |
0.6633 |
|
|
| 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 |
0.6702 |
0.6594 |
0.0108 |
1.6% |
0.0055 |
0.8% |
56% |
False |
False |
99,917 |
| 10 |
0.6702 |
0.6594 |
0.0108 |
1.6% |
0.0057 |
0.8% |
56% |
False |
False |
99,452 |
| 20 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0052 |
0.8% |
57% |
False |
False |
97,827 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.9% |
81% |
False |
False |
109,787 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
81% |
False |
False |
103,234 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
81% |
False |
False |
78,436 |
| 100 |
0.6755 |
0.6373 |
0.0382 |
5.7% |
0.0052 |
0.8% |
74% |
False |
False |
62,784 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0053 |
0.8% |
53% |
False |
False |
52,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6831 |
|
2.618 |
0.6768 |
|
1.618 |
0.6729 |
|
1.000 |
0.6706 |
|
0.618 |
0.6691 |
|
HIGH |
0.6667 |
|
0.618 |
0.6652 |
|
0.500 |
0.6648 |
|
0.382 |
0.6643 |
|
LOW |
0.6629 |
|
0.618 |
0.6605 |
|
1.000 |
0.6590 |
|
1.618 |
0.6566 |
|
2.618 |
0.6528 |
|
4.250 |
0.6465 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6665 |
| PP |
0.6650 |
0.6662 |
| S1 |
0.6648 |
0.6658 |
|