CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6599 |
-0.0088 |
-1.3% |
0.6674 |
| High |
0.6700 |
0.6629 |
-0.0071 |
-1.1% |
0.6717 |
| Low |
0.6598 |
0.6594 |
-0.0004 |
-0.1% |
0.6598 |
| Close |
0.6605 |
0.6625 |
0.0020 |
0.3% |
0.6605 |
| Range |
0.0102 |
0.0035 |
-0.0067 |
-65.7% |
0.0120 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
13,479 |
20,010 |
6,531 |
48.5% |
45,159 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6721 |
0.6708 |
0.6644 |
|
| R3 |
0.6686 |
0.6673 |
0.6635 |
|
| R2 |
0.6651 |
0.6651 |
0.6631 |
|
| R1 |
0.6638 |
0.6638 |
0.6628 |
0.6645 |
| PP |
0.6616 |
0.6616 |
0.6616 |
0.6619 |
| S1 |
0.6603 |
0.6603 |
0.6622 |
0.6610 |
| S2 |
0.6581 |
0.6581 |
0.6619 |
|
| S3 |
0.6546 |
0.6568 |
0.6615 |
|
| S4 |
0.6511 |
0.6533 |
0.6606 |
|
|
| 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 |
0.6594 |
0.0123 |
1.9% |
0.0058 |
0.9% |
25% |
False |
True |
12,726 |
| 10 |
0.6717 |
0.6594 |
0.0123 |
1.9% |
0.0056 |
0.8% |
25% |
False |
True |
7,055 |
| 20 |
0.6731 |
0.6594 |
0.0137 |
2.1% |
0.0053 |
0.8% |
23% |
False |
True |
3,878 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
69% |
False |
False |
2,008 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
69% |
False |
False |
1,366 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0044 |
0.7% |
69% |
False |
False |
1,034 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0039 |
0.6% |
69% |
False |
False |
828 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0036 |
0.5% |
48% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6778 |
|
2.618 |
0.6721 |
|
1.618 |
0.6686 |
|
1.000 |
0.6664 |
|
0.618 |
0.6651 |
|
HIGH |
0.6629 |
|
0.618 |
0.6616 |
|
0.500 |
0.6612 |
|
0.382 |
0.6607 |
|
LOW |
0.6594 |
|
0.618 |
0.6572 |
|
1.000 |
0.6559 |
|
1.618 |
0.6537 |
|
2.618 |
0.6502 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6621 |
0.6648 |
| PP |
0.6616 |
0.6640 |
| S1 |
0.6612 |
0.6633 |
|