CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6599 |
0.6629 |
0.0030 |
0.5% |
0.6674 |
| High |
0.6629 |
0.6632 |
0.0003 |
0.0% |
0.6717 |
| Low |
0.6594 |
0.6607 |
0.0013 |
0.2% |
0.6598 |
| Close |
0.6625 |
0.6629 |
0.0004 |
0.1% |
0.6605 |
| Range |
0.0035 |
0.0025 |
-0.0010 |
-28.6% |
0.0120 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
20,010 |
64,451 |
44,441 |
222.1% |
45,159 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6698 |
0.6688 |
0.6643 |
|
| R3 |
0.6673 |
0.6663 |
0.6636 |
|
| R2 |
0.6648 |
0.6648 |
0.6634 |
|
| R1 |
0.6638 |
0.6638 |
0.6631 |
0.6642 |
| PP |
0.6623 |
0.6623 |
0.6623 |
0.6624 |
| S1 |
0.6613 |
0.6613 |
0.6627 |
0.6617 |
| S2 |
0.6598 |
0.6598 |
0.6624 |
|
| S3 |
0.6573 |
0.6588 |
0.6622 |
|
| S4 |
0.6548 |
0.6563 |
0.6615 |
|
|
| 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 |
0.6701 |
0.6594 |
0.0107 |
1.6% |
0.0050 |
0.7% |
33% |
False |
False |
21,850 |
| 10 |
0.6717 |
0.6594 |
0.0123 |
1.9% |
0.0052 |
0.8% |
28% |
False |
False |
13,366 |
| 20 |
0.6731 |
0.6594 |
0.0137 |
2.1% |
0.0052 |
0.8% |
26% |
False |
False |
7,095 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
70% |
False |
False |
3,616 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
70% |
False |
False |
2,440 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0044 |
0.7% |
70% |
False |
False |
1,839 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0039 |
0.6% |
70% |
False |
False |
1,473 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0036 |
0.5% |
49% |
False |
False |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6738 |
|
2.618 |
0.6697 |
|
1.618 |
0.6672 |
|
1.000 |
0.6657 |
|
0.618 |
0.6647 |
|
HIGH |
0.6632 |
|
0.618 |
0.6622 |
|
0.500 |
0.6620 |
|
0.382 |
0.6617 |
|
LOW |
0.6607 |
|
0.618 |
0.6592 |
|
1.000 |
0.6582 |
|
1.618 |
0.6567 |
|
2.618 |
0.6542 |
|
4.250 |
0.6501 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6626 |
0.6647 |
| PP |
0.6623 |
0.6641 |
| S1 |
0.6620 |
0.6635 |
|