CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6665 |
0.6636 |
-0.0030 |
-0.4% |
0.6581 |
| High |
0.6677 |
0.6642 |
-0.0035 |
-0.5% |
0.6706 |
| Low |
0.6627 |
0.6592 |
-0.0035 |
-0.5% |
0.6578 |
| Close |
0.6639 |
0.6614 |
-0.0025 |
-0.4% |
0.6614 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0129 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
121,350 |
24,045 |
-97,305 |
-80.2% |
668,640 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6764 |
0.6738 |
0.6641 |
|
| R3 |
0.6715 |
0.6689 |
0.6627 |
|
| R2 |
0.6665 |
0.6665 |
0.6623 |
|
| R1 |
0.6639 |
0.6639 |
0.6618 |
0.6628 |
| PP |
0.6616 |
0.6616 |
0.6616 |
0.6610 |
| S1 |
0.6590 |
0.6590 |
0.6609 |
0.6578 |
| S2 |
0.6566 |
0.6566 |
0.6604 |
|
| S3 |
0.6517 |
0.6540 |
0.6600 |
|
| S4 |
0.6467 |
0.6491 |
0.6586 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6944 |
0.6684 |
|
| R3 |
0.6889 |
0.6816 |
0.6649 |
|
| R2 |
0.6761 |
0.6761 |
0.6637 |
|
| R1 |
0.6687 |
0.6687 |
0.6625 |
0.6724 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6651 |
| S1 |
0.6559 |
0.6559 |
0.6602 |
0.6596 |
| S2 |
0.6504 |
0.6504 |
0.6590 |
|
| S3 |
0.6375 |
0.6430 |
0.6578 |
|
| S4 |
0.6247 |
0.6302 |
0.6543 |
|
|
| 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% |
0.0053 |
0.8% |
28% |
False |
False |
133,728 |
| 10 |
0.6706 |
0.6578 |
0.0129 |
1.9% |
0.0059 |
0.9% |
28% |
False |
False |
122,442 |
| 20 |
0.6715 |
0.6578 |
0.0138 |
2.1% |
0.0056 |
0.8% |
26% |
False |
False |
108,361 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0056 |
0.8% |
69% |
False |
False |
110,790 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0056 |
0.8% |
69% |
False |
False |
107,994 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0054 |
0.8% |
69% |
False |
False |
89,771 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0052 |
0.8% |
69% |
False |
False |
71,863 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
46% |
False |
False |
59,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6852 |
|
2.618 |
0.6771 |
|
1.618 |
0.6722 |
|
1.000 |
0.6691 |
|
0.618 |
0.6672 |
|
HIGH |
0.6642 |
|
0.618 |
0.6623 |
|
0.500 |
0.6617 |
|
0.382 |
0.6611 |
|
LOW |
0.6592 |
|
0.618 |
0.6561 |
|
1.000 |
0.6543 |
|
1.618 |
0.6512 |
|
2.618 |
0.6462 |
|
4.250 |
0.6382 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6617 |
0.6649 |
| PP |
0.6616 |
0.6637 |
| S1 |
0.6615 |
0.6625 |
|