CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6629 |
0.6627 |
-0.0003 |
0.0% |
0.6674 |
| High |
0.6632 |
0.6723 |
0.0091 |
1.4% |
0.6717 |
| Low |
0.6607 |
0.6616 |
0.0009 |
0.1% |
0.6598 |
| Close |
0.6629 |
0.6694 |
0.0065 |
1.0% |
0.6605 |
| Range |
0.0025 |
0.0107 |
0.0082 |
328.0% |
0.0120 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.7% |
0.0000 |
| Volume |
64,451 |
195,518 |
131,067 |
203.4% |
45,159 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6998 |
0.6953 |
0.6752 |
|
| R3 |
0.6891 |
0.6846 |
0.6723 |
|
| R2 |
0.6784 |
0.6784 |
0.6713 |
|
| R1 |
0.6739 |
0.6739 |
0.6703 |
0.6762 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6689 |
| S1 |
0.6632 |
0.6632 |
0.6684 |
0.6655 |
| S2 |
0.6570 |
0.6570 |
0.6674 |
|
| S3 |
0.6463 |
0.6525 |
0.6664 |
|
| S4 |
0.6356 |
0.6418 |
0.6635 |
|
|
| 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 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0064 |
1.0% |
77% |
True |
False |
60,416 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0058 |
0.9% |
77% |
True |
False |
32,764 |
| 20 |
0.6731 |
0.6594 |
0.0137 |
2.0% |
0.0055 |
0.8% |
73% |
False |
False |
16,844 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
89% |
False |
False |
8,502 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
89% |
False |
False |
5,698 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0045 |
0.7% |
89% |
False |
False |
4,283 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0040 |
0.6% |
89% |
False |
False |
3,428 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0037 |
0.6% |
62% |
False |
False |
2,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7177 |
|
2.618 |
0.7003 |
|
1.618 |
0.6896 |
|
1.000 |
0.6830 |
|
0.618 |
0.6789 |
|
HIGH |
0.6723 |
|
0.618 |
0.6682 |
|
0.500 |
0.6669 |
|
0.382 |
0.6656 |
|
LOW |
0.6616 |
|
0.618 |
0.6549 |
|
1.000 |
0.6509 |
|
1.618 |
0.6442 |
|
2.618 |
0.6335 |
|
4.250 |
0.6161 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6685 |
0.6682 |
| PP |
0.6677 |
0.6670 |
| S1 |
0.6669 |
0.6658 |
|