CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6668 |
0.6687 |
0.0019 |
0.3% |
0.6674 |
| High |
0.6701 |
0.6700 |
-0.0002 |
0.0% |
0.6717 |
| Low |
0.6652 |
0.6598 |
-0.0055 |
-0.8% |
0.6598 |
| Close |
0.6691 |
0.6605 |
-0.0086 |
-1.3% |
0.6605 |
| Range |
0.0049 |
0.0102 |
0.0053 |
108.2% |
0.0120 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.1% |
0.0000 |
| Volume |
8,622 |
13,479 |
4,857 |
56.3% |
45,159 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6940 |
0.6875 |
0.6661 |
|
| R3 |
0.6838 |
0.6773 |
0.6633 |
|
| R2 |
0.6736 |
0.6736 |
0.6624 |
|
| R1 |
0.6671 |
0.6671 |
0.6614 |
0.6652 |
| PP |
0.6634 |
0.6634 |
0.6634 |
0.6625 |
| S1 |
0.6569 |
0.6569 |
0.6596 |
0.6550 |
| S2 |
0.6532 |
0.6532 |
0.6586 |
|
| S3 |
0.6430 |
0.6467 |
0.6577 |
|
| S4 |
0.6328 |
0.6365 |
0.6549 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6998 |
0.6921 |
0.6671 |
|
| R3 |
0.6879 |
0.6802 |
0.6638 |
|
| R2 |
0.6759 |
0.6759 |
0.6627 |
|
| R1 |
0.6682 |
0.6682 |
0.6616 |
0.6661 |
| PP |
0.6640 |
0.6640 |
0.6640 |
0.6629 |
| S1 |
0.6563 |
0.6563 |
0.6594 |
0.6542 |
| S2 |
0.6520 |
0.6520 |
0.6583 |
|
| S3 |
0.6401 |
0.6443 |
0.6572 |
|
| S4 |
0.6281 |
0.6324 |
0.6539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6717 |
0.6598 |
0.0120 |
1.8% |
0.0063 |
1.0% |
6% |
False |
True |
9,031 |
| 10 |
0.6717 |
0.6598 |
0.0120 |
1.8% |
0.0056 |
0.9% |
6% |
False |
True |
5,090 |
| 20 |
0.6731 |
0.6598 |
0.0134 |
2.0% |
0.0052 |
0.8% |
6% |
False |
True |
2,882 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.2% |
0.0053 |
0.8% |
63% |
False |
False |
1,513 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.2% |
0.0052 |
0.8% |
63% |
False |
False |
1,041 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.2% |
0.0044 |
0.7% |
63% |
False |
False |
784 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.2% |
0.0039 |
0.6% |
63% |
False |
False |
628 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0036 |
0.5% |
44% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7133 |
|
2.618 |
0.6967 |
|
1.618 |
0.6865 |
|
1.000 |
0.6802 |
|
0.618 |
0.6763 |
|
HIGH |
0.6700 |
|
0.618 |
0.6661 |
|
0.500 |
0.6649 |
|
0.382 |
0.6636 |
|
LOW |
0.6598 |
|
0.618 |
0.6534 |
|
1.000 |
0.6496 |
|
1.618 |
0.6432 |
|
2.618 |
0.6330 |
|
4.250 |
0.6164 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6649 |
0.6649 |
| PP |
0.6634 |
0.6635 |
| S1 |
0.6620 |
0.6620 |
|