CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6611 |
0.6608 |
-0.0003 |
0.0% |
0.6656 |
| High |
0.6615 |
0.6706 |
0.0091 |
1.4% |
0.6702 |
| Low |
0.6590 |
0.6599 |
0.0009 |
0.1% |
0.6581 |
| Close |
0.6613 |
0.6677 |
0.0064 |
1.0% |
0.6589 |
| Range |
0.0025 |
0.0108 |
0.0083 |
330.0% |
0.0121 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.1% |
0.0000 |
| Volume |
121,650 |
303,198 |
181,548 |
149.2% |
555,780 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6983 |
0.6937 |
0.6736 |
|
| R3 |
0.6875 |
0.6830 |
0.6706 |
|
| R2 |
0.6768 |
0.6768 |
0.6696 |
|
| R1 |
0.6722 |
0.6722 |
0.6686 |
0.6745 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6672 |
| S1 |
0.6615 |
0.6615 |
0.6667 |
0.6638 |
| S2 |
0.6553 |
0.6553 |
0.6657 |
|
| S3 |
0.6445 |
0.6507 |
0.6647 |
|
| S4 |
0.6338 |
0.6400 |
0.6617 |
|
|
| 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 |
0.6706 |
0.6578 |
0.0129 |
1.9% |
0.0064 |
1.0% |
77% |
True |
False |
152,716 |
| 10 |
0.6706 |
0.6578 |
0.0129 |
1.9% |
0.0059 |
0.9% |
77% |
True |
False |
126,316 |
| 20 |
0.6721 |
0.6578 |
0.0143 |
2.1% |
0.0058 |
0.9% |
69% |
False |
False |
113,966 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
87% |
False |
False |
111,866 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0057 |
0.8% |
87% |
False |
False |
108,948 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
87% |
False |
False |
87,969 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
87% |
False |
False |
70,410 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
58% |
False |
False |
58,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7163 |
|
2.618 |
0.6987 |
|
1.618 |
0.6880 |
|
1.000 |
0.6814 |
|
0.618 |
0.6772 |
|
HIGH |
0.6706 |
|
0.618 |
0.6665 |
|
0.500 |
0.6652 |
|
0.382 |
0.6640 |
|
LOW |
0.6599 |
|
0.618 |
0.6532 |
|
1.000 |
0.6491 |
|
1.618 |
0.6425 |
|
2.618 |
0.6317 |
|
4.250 |
0.6142 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6665 |
| PP |
0.6660 |
0.6653 |
| S1 |
0.6652 |
0.6642 |
|