CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6581 |
0.6611 |
0.0030 |
0.5% |
0.6656 |
| High |
0.6613 |
0.6615 |
0.0002 |
0.0% |
0.6702 |
| Low |
0.6578 |
0.6590 |
0.0013 |
0.2% |
0.6581 |
| Close |
0.6608 |
0.6613 |
0.0005 |
0.1% |
0.6589 |
| Range |
0.0036 |
0.0025 |
-0.0011 |
-29.6% |
0.0121 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
98,397 |
121,650 |
23,253 |
23.6% |
555,780 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6681 |
0.6672 |
0.6626 |
|
| R3 |
0.6656 |
0.6647 |
0.6619 |
|
| R2 |
0.6631 |
0.6631 |
0.6617 |
|
| R1 |
0.6622 |
0.6622 |
0.6615 |
0.6626 |
| PP |
0.6606 |
0.6606 |
0.6606 |
0.6608 |
| S1 |
0.6597 |
0.6597 |
0.6610 |
0.6601 |
| S2 |
0.6581 |
0.6581 |
0.6608 |
|
| S3 |
0.6556 |
0.6572 |
0.6606 |
|
| S4 |
0.6531 |
0.6547 |
0.6599 |
|
|
| 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 |
0.6686 |
0.6578 |
0.0108 |
1.6% |
0.0050 |
0.8% |
32% |
False |
False |
110,226 |
| 10 |
0.6702 |
0.6578 |
0.0124 |
1.9% |
0.0054 |
0.8% |
28% |
False |
False |
106,445 |
| 20 |
0.6721 |
0.6578 |
0.0143 |
2.2% |
0.0055 |
0.8% |
24% |
False |
False |
103,711 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0054 |
0.8% |
69% |
False |
False |
107,309 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0055 |
0.8% |
69% |
False |
False |
104,669 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0053 |
0.8% |
69% |
False |
False |
84,181 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0051 |
0.8% |
69% |
False |
False |
67,380 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
45% |
False |
False |
56,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6721 |
|
2.618 |
0.6680 |
|
1.618 |
0.6655 |
|
1.000 |
0.6640 |
|
0.618 |
0.6630 |
|
HIGH |
0.6615 |
|
0.618 |
0.6605 |
|
0.500 |
0.6603 |
|
0.382 |
0.6600 |
|
LOW |
0.6590 |
|
0.618 |
0.6575 |
|
1.000 |
0.6565 |
|
1.618 |
0.6550 |
|
2.618 |
0.6525 |
|
4.250 |
0.6484 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6609 |
0.6631 |
| PP |
0.6606 |
0.6625 |
| S1 |
0.6603 |
0.6619 |
|