CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6712 |
0.6667 |
-0.0045 |
-0.7% |
0.6658 |
| High |
0.6717 |
0.6683 |
-0.0034 |
-0.5% |
0.6700 |
| Low |
0.6651 |
0.6646 |
-0.0006 |
-0.1% |
0.6611 |
| Close |
0.6671 |
0.6671 |
0.0001 |
0.0% |
0.6663 |
| Range |
0.0066 |
0.0038 |
-0.0029 |
-43.2% |
0.0089 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
18,830 |
2,690 |
-16,140 |
-85.7% |
5,384 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6779 |
0.6763 |
0.6692 |
|
| R3 |
0.6742 |
0.6725 |
0.6681 |
|
| R2 |
0.6704 |
0.6704 |
0.6678 |
|
| R1 |
0.6688 |
0.6688 |
0.6674 |
0.6696 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6671 |
| S1 |
0.6650 |
0.6650 |
0.6668 |
0.6658 |
| S2 |
0.6629 |
0.6629 |
0.6664 |
|
| S3 |
0.6592 |
0.6613 |
0.6661 |
|
| S4 |
0.6554 |
0.6575 |
0.6650 |
|
|
| 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 |
0.6717 |
0.6611 |
0.0106 |
1.6% |
0.0053 |
0.8% |
57% |
False |
False |
5,113 |
| 10 |
0.6717 |
0.6611 |
0.0106 |
1.6% |
0.0054 |
0.8% |
57% |
False |
False |
3,140 |
| 20 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0049 |
0.7% |
59% |
False |
False |
1,789 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
82% |
False |
False |
968 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0050 |
0.8% |
82% |
False |
False |
674 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
82% |
False |
False |
508 |
| 100 |
0.6746 |
0.6390 |
0.0356 |
5.3% |
0.0038 |
0.6% |
79% |
False |
False |
407 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0036 |
0.5% |
57% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6842 |
|
2.618 |
0.6781 |
|
1.618 |
0.6744 |
|
1.000 |
0.6721 |
|
0.618 |
0.6706 |
|
HIGH |
0.6683 |
|
0.618 |
0.6669 |
|
0.500 |
0.6664 |
|
0.382 |
0.6660 |
|
LOW |
0.6646 |
|
0.618 |
0.6622 |
|
1.000 |
0.6608 |
|
1.618 |
0.6585 |
|
2.618 |
0.6547 |
|
4.250 |
0.6486 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6681 |
| PP |
0.6667 |
0.6678 |
| S1 |
0.6664 |
0.6674 |
|