CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6667 |
0.6668 |
0.0001 |
0.0% |
0.6658 |
| High |
0.6683 |
0.6701 |
0.0018 |
0.3% |
0.6700 |
| Low |
0.6646 |
0.6652 |
0.0007 |
0.1% |
0.6611 |
| Close |
0.6671 |
0.6691 |
0.0020 |
0.3% |
0.6663 |
| Range |
0.0038 |
0.0049 |
0.0012 |
30.7% |
0.0089 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,690 |
8,622 |
5,932 |
220.5% |
5,384 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6828 |
0.6809 |
0.6718 |
|
| R3 |
0.6779 |
0.6760 |
0.6704 |
|
| R2 |
0.6730 |
0.6730 |
0.6700 |
|
| R1 |
0.6711 |
0.6711 |
0.6695 |
0.6721 |
| PP |
0.6681 |
0.6681 |
0.6681 |
0.6686 |
| S1 |
0.6662 |
0.6662 |
0.6687 |
0.6672 |
| S2 |
0.6632 |
0.6632 |
0.6682 |
|
| S3 |
0.6583 |
0.6613 |
0.6678 |
|
| S4 |
0.6534 |
0.6564 |
0.6664 |
|
|
| 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 |
0.6646 |
0.0072 |
1.1% |
0.0052 |
0.8% |
64% |
False |
False |
6,624 |
| 10 |
0.6717 |
0.6611 |
0.0106 |
1.6% |
0.0051 |
0.8% |
75% |
False |
False |
3,837 |
| 20 |
0.6731 |
0.6589 |
0.0142 |
2.1% |
0.0050 |
0.7% |
72% |
False |
False |
2,214 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
88% |
False |
False |
1,180 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0050 |
0.8% |
88% |
False |
False |
818 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0043 |
0.6% |
88% |
False |
False |
615 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0039 |
0.6% |
88% |
False |
False |
493 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0035 |
0.5% |
61% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6909 |
|
2.618 |
0.6829 |
|
1.618 |
0.6780 |
|
1.000 |
0.6750 |
|
0.618 |
0.6731 |
|
HIGH |
0.6701 |
|
0.618 |
0.6682 |
|
0.500 |
0.6677 |
|
0.382 |
0.6671 |
|
LOW |
0.6652 |
|
0.618 |
0.6622 |
|
1.000 |
0.6603 |
|
1.618 |
0.6573 |
|
2.618 |
0.6524 |
|
4.250 |
0.6444 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6686 |
0.6688 |
| PP |
0.6681 |
0.6685 |
| S1 |
0.6677 |
0.6681 |
|