CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6672 |
0.6581 |
-0.0091 |
-1.4% |
0.6656 |
| High |
0.6684 |
0.6613 |
-0.0071 |
-1.1% |
0.6702 |
| Low |
0.6581 |
0.6578 |
-0.0003 |
0.0% |
0.6581 |
| Close |
0.6589 |
0.6608 |
0.0020 |
0.3% |
0.6589 |
| Range |
0.0103 |
0.0036 |
-0.0068 |
-65.5% |
0.0121 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
142,675 |
98,397 |
-44,278 |
-31.0% |
555,780 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6706 |
0.6693 |
0.6628 |
|
| R3 |
0.6671 |
0.6657 |
0.6618 |
|
| R2 |
0.6635 |
0.6635 |
0.6615 |
|
| R1 |
0.6622 |
0.6622 |
0.6611 |
0.6628 |
| PP |
0.6600 |
0.6600 |
0.6600 |
0.6603 |
| S1 |
0.6586 |
0.6586 |
0.6605 |
0.6593 |
| S2 |
0.6564 |
0.6564 |
0.6601 |
|
| S3 |
0.6529 |
0.6551 |
0.6598 |
|
| S4 |
0.6493 |
0.6515 |
0.6588 |
|
|
| 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 |
0.6578 |
0.0124 |
1.9% |
0.0059 |
0.9% |
25% |
False |
True |
110,624 |
| 10 |
0.6702 |
0.6578 |
0.0124 |
1.9% |
0.0058 |
0.9% |
25% |
False |
True |
106,491 |
| 20 |
0.6721 |
0.6578 |
0.0143 |
2.2% |
0.0056 |
0.8% |
21% |
False |
True |
101,385 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0055 |
0.8% |
68% |
False |
False |
107,212 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0055 |
0.8% |
68% |
False |
False |
103,916 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0053 |
0.8% |
68% |
False |
False |
82,663 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0052 |
0.8% |
68% |
False |
False |
66,164 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
45% |
False |
False |
55,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6764 |
|
2.618 |
0.6706 |
|
1.618 |
0.6670 |
|
1.000 |
0.6649 |
|
0.618 |
0.6635 |
|
HIGH |
0.6613 |
|
0.618 |
0.6599 |
|
0.500 |
0.6595 |
|
0.382 |
0.6591 |
|
LOW |
0.6578 |
|
0.618 |
0.6556 |
|
1.000 |
0.6542 |
|
1.618 |
0.6520 |
|
2.618 |
0.6485 |
|
4.250 |
0.6427 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6604 |
0.6632 |
| PP |
0.6600 |
0.6624 |
| S1 |
0.6595 |
0.6616 |
|