CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6650 |
0.6672 |
0.0022 |
0.3% |
0.6656 |
| High |
0.6686 |
0.6684 |
-0.0002 |
0.0% |
0.6702 |
| Low |
0.6636 |
0.6581 |
-0.0055 |
-0.8% |
0.6581 |
| Close |
0.6674 |
0.6589 |
-0.0086 |
-1.3% |
0.6589 |
| Range |
0.0050 |
0.0103 |
0.0053 |
106.0% |
0.0121 |
| ATR |
0.0054 |
0.0058 |
0.0003 |
6.4% |
0.0000 |
| Volume |
97,661 |
142,675 |
45,014 |
46.1% |
555,780 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6927 |
0.6861 |
0.6645 |
|
| R3 |
0.6824 |
0.6758 |
0.6617 |
|
| R2 |
0.6721 |
0.6721 |
0.6607 |
|
| R1 |
0.6655 |
0.6655 |
0.6598 |
0.6636 |
| PP |
0.6618 |
0.6618 |
0.6618 |
0.6608 |
| S1 |
0.6552 |
0.6552 |
0.6579 |
0.6533 |
| S2 |
0.6515 |
0.6515 |
0.6570 |
|
| S3 |
0.6412 |
0.6449 |
0.6560 |
|
| S4 |
0.6309 |
0.6346 |
0.6532 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6987 |
0.6909 |
0.6655 |
|
| R3 |
0.6866 |
0.6788 |
0.6622 |
|
| R2 |
0.6745 |
0.6745 |
0.6611 |
|
| R1 |
0.6667 |
0.6667 |
0.6600 |
0.6645 |
| PP |
0.6624 |
0.6624 |
0.6624 |
0.6613 |
| S1 |
0.6546 |
0.6546 |
0.6577 |
0.6524 |
| S2 |
0.6503 |
0.6503 |
0.6566 |
|
| S3 |
0.6382 |
0.6425 |
0.6555 |
|
| S4 |
0.6261 |
0.6304 |
0.6522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6702 |
0.6581 |
0.0121 |
1.8% |
0.0064 |
1.0% |
7% |
False |
True |
111,156 |
| 10 |
0.6702 |
0.6581 |
0.0121 |
1.8% |
0.0059 |
0.9% |
7% |
False |
True |
104,130 |
| 20 |
0.6721 |
0.6581 |
0.0140 |
2.1% |
0.0055 |
0.8% |
6% |
False |
True |
100,947 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0056 |
0.9% |
62% |
False |
False |
107,957 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0056 |
0.8% |
62% |
False |
False |
103,655 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0053 |
0.8% |
62% |
False |
False |
81,434 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0052 |
0.8% |
62% |
False |
False |
65,184 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
41% |
False |
False |
54,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7121 |
|
2.618 |
0.6953 |
|
1.618 |
0.6850 |
|
1.000 |
0.6787 |
|
0.618 |
0.6747 |
|
HIGH |
0.6684 |
|
0.618 |
0.6644 |
|
0.500 |
0.6632 |
|
0.382 |
0.6620 |
|
LOW |
0.6581 |
|
0.618 |
0.6517 |
|
1.000 |
0.6478 |
|
1.618 |
0.6414 |
|
2.618 |
0.6311 |
|
4.250 |
0.6143 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6632 |
0.6633 |
| PP |
0.6618 |
0.6618 |
| S1 |
0.6603 |
0.6603 |
|