CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6608 |
0.6665 |
0.0057 |
0.9% |
0.6656 |
| High |
0.6706 |
0.6677 |
-0.0030 |
-0.4% |
0.6702 |
| Low |
0.6599 |
0.6627 |
0.0029 |
0.4% |
0.6581 |
| Close |
0.6677 |
0.6639 |
-0.0038 |
-0.6% |
0.6589 |
| Range |
0.0108 |
0.0050 |
-0.0058 |
-54.0% |
0.0121 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
303,198 |
121,350 |
-181,848 |
-60.0% |
555,780 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6796 |
0.6767 |
0.6666 |
|
| R3 |
0.6746 |
0.6717 |
0.6652 |
|
| R2 |
0.6697 |
0.6697 |
0.6648 |
|
| R1 |
0.6668 |
0.6668 |
0.6643 |
0.6658 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6642 |
| S1 |
0.6618 |
0.6618 |
0.6634 |
0.6608 |
| S2 |
0.6598 |
0.6598 |
0.6629 |
|
| S3 |
0.6548 |
0.6569 |
0.6625 |
|
| S4 |
0.6499 |
0.6519 |
0.6611 |
|
|
| 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% |
47% |
False |
False |
157,454 |
| 10 |
0.6706 |
0.6578 |
0.0129 |
1.9% |
0.0059 |
0.9% |
47% |
False |
False |
130,165 |
| 20 |
0.6721 |
0.6578 |
0.0143 |
2.2% |
0.0056 |
0.8% |
43% |
False |
False |
112,821 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
76% |
False |
False |
112,109 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.9% |
76% |
False |
False |
109,291 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
76% |
False |
False |
89,482 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
76% |
False |
False |
71,623 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
50% |
False |
False |
59,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6887 |
|
2.618 |
0.6806 |
|
1.618 |
0.6757 |
|
1.000 |
0.6726 |
|
0.618 |
0.6707 |
|
HIGH |
0.6677 |
|
0.618 |
0.6658 |
|
0.500 |
0.6652 |
|
0.382 |
0.6646 |
|
LOW |
0.6627 |
|
0.618 |
0.6596 |
|
1.000 |
0.6578 |
|
1.618 |
0.6547 |
|
2.618 |
0.6497 |
|
4.250 |
0.6417 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6648 |
| PP |
0.6647 |
0.6645 |
| S1 |
0.6643 |
0.6642 |
|