CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6651 |
0.6650 |
-0.0001 |
0.0% |
0.6636 |
| High |
0.6667 |
0.6686 |
0.0019 |
0.3% |
0.6684 |
| Low |
0.6629 |
0.6636 |
0.0007 |
0.1% |
0.6594 |
| Close |
0.6655 |
0.6674 |
0.0020 |
0.3% |
0.6647 |
| Range |
0.0039 |
0.0050 |
0.0012 |
29.9% |
0.0090 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
90,750 |
97,661 |
6,911 |
7.6% |
410,737 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6815 |
0.6795 |
0.6702 |
|
| R3 |
0.6765 |
0.6745 |
0.6688 |
|
| R2 |
0.6715 |
0.6715 |
0.6683 |
|
| R1 |
0.6695 |
0.6695 |
0.6679 |
0.6705 |
| PP |
0.6665 |
0.6665 |
0.6665 |
0.6670 |
| S1 |
0.6645 |
0.6645 |
0.6669 |
0.6655 |
| S2 |
0.6615 |
0.6615 |
0.6665 |
|
| S3 |
0.6565 |
0.6595 |
0.6660 |
|
| S4 |
0.6515 |
0.6545 |
0.6647 |
|
|
| 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 |
0.6629 |
0.0073 |
1.1% |
0.0053 |
0.8% |
62% |
False |
False |
102,876 |
| 10 |
0.6702 |
0.6594 |
0.0108 |
1.6% |
0.0054 |
0.8% |
74% |
False |
False |
99,516 |
| 20 |
0.6721 |
0.6574 |
0.0147 |
2.2% |
0.0053 |
0.8% |
68% |
False |
False |
98,063 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
87% |
False |
False |
107,462 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0055 |
0.8% |
87% |
False |
False |
103,875 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
87% |
False |
False |
79,655 |
| 100 |
0.6728 |
0.6373 |
0.0355 |
5.3% |
0.0052 |
0.8% |
85% |
False |
False |
63,760 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
57% |
False |
False |
53,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6898 |
|
2.618 |
0.6816 |
|
1.618 |
0.6766 |
|
1.000 |
0.6736 |
|
0.618 |
0.6716 |
|
HIGH |
0.6686 |
|
0.618 |
0.6666 |
|
0.500 |
0.6661 |
|
0.382 |
0.6655 |
|
LOW |
0.6636 |
|
0.618 |
0.6605 |
|
1.000 |
0.6586 |
|
1.618 |
0.6555 |
|
2.618 |
0.6505 |
|
4.250 |
0.6423 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6671 |
| PP |
0.6665 |
0.6668 |
| S1 |
0.6661 |
0.6665 |
|