CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6652 |
0.6674 |
0.0022 |
0.3% |
0.6658 |
| High |
0.6692 |
0.6713 |
0.0022 |
0.3% |
0.6700 |
| Low |
0.6647 |
0.6653 |
0.0006 |
0.1% |
0.6611 |
| Close |
0.6663 |
0.6695 |
0.0032 |
0.5% |
0.6663 |
| Range |
0.0045 |
0.0061 |
0.0016 |
36.0% |
0.0089 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,441 |
1,538 |
97 |
6.7% |
5,384 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6842 |
0.6728 |
|
| R3 |
0.6808 |
0.6781 |
0.6711 |
|
| R2 |
0.6747 |
0.6747 |
0.6706 |
|
| R1 |
0.6721 |
0.6721 |
0.6700 |
0.6734 |
| PP |
0.6687 |
0.6687 |
0.6687 |
0.6693 |
| S1 |
0.6660 |
0.6660 |
0.6689 |
0.6674 |
| S2 |
0.6626 |
0.6626 |
0.6683 |
|
| S3 |
0.6566 |
0.6600 |
0.6678 |
|
| S4 |
0.6505 |
0.6539 |
0.6661 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6925 |
0.6883 |
0.6712 |
|
| R3 |
0.6836 |
0.6794 |
0.6687 |
|
| R2 |
0.6747 |
0.6747 |
0.6679 |
|
| R1 |
0.6705 |
0.6705 |
0.6671 |
0.6726 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6669 |
| S1 |
0.6616 |
0.6616 |
0.6655 |
0.6637 |
| S2 |
0.6569 |
0.6569 |
0.6647 |
|
| S3 |
0.6480 |
0.6527 |
0.6639 |
|
| S4 |
0.6391 |
0.6438 |
0.6614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6713 |
0.6611 |
0.0102 |
1.5% |
0.0053 |
0.8% |
82% |
True |
False |
1,384 |
| 10 |
0.6728 |
0.6611 |
0.0117 |
1.7% |
0.0050 |
0.8% |
71% |
False |
False |
1,112 |
| 20 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0048 |
0.7% |
75% |
False |
False |
746 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
89% |
False |
False |
434 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
89% |
False |
False |
317 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
89% |
False |
False |
239 |
| 100 |
0.6746 |
0.6390 |
0.0356 |
5.3% |
0.0037 |
0.6% |
86% |
False |
False |
192 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0035 |
0.5% |
62% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6970 |
|
2.618 |
0.6871 |
|
1.618 |
0.6811 |
|
1.000 |
0.6774 |
|
0.618 |
0.6750 |
|
HIGH |
0.6713 |
|
0.618 |
0.6690 |
|
0.500 |
0.6683 |
|
0.382 |
0.6676 |
|
LOW |
0.6653 |
|
0.618 |
0.6615 |
|
1.000 |
0.6592 |
|
1.618 |
0.6555 |
|
2.618 |
0.6494 |
|
4.250 |
0.6395 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6691 |
0.6684 |
| PP |
0.6687 |
0.6673 |
| S1 |
0.6683 |
0.6662 |
|