CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6627 |
0.6682 |
0.0056 |
0.8% |
0.6674 |
| High |
0.6723 |
0.6693 |
-0.0030 |
-0.4% |
0.6717 |
| Low |
0.6616 |
0.6644 |
0.0028 |
0.4% |
0.6598 |
| Close |
0.6694 |
0.6656 |
-0.0038 |
-0.6% |
0.6605 |
| Range |
0.0107 |
0.0050 |
-0.0058 |
-53.7% |
0.0120 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
195,518 |
96,375 |
-99,143 |
-50.7% |
45,159 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6813 |
0.6784 |
0.6683 |
|
| R3 |
0.6763 |
0.6734 |
0.6669 |
|
| R2 |
0.6714 |
0.6714 |
0.6665 |
|
| R1 |
0.6685 |
0.6685 |
0.6660 |
0.6674 |
| PP |
0.6664 |
0.6664 |
0.6664 |
0.6659 |
| S1 |
0.6635 |
0.6635 |
0.6651 |
0.6625 |
| S2 |
0.6615 |
0.6615 |
0.6646 |
|
| S3 |
0.6565 |
0.6586 |
0.6642 |
|
| S4 |
0.6516 |
0.6536 |
0.6628 |
|
|
| 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% |
48% |
False |
False |
77,966 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0058 |
0.9% |
48% |
False |
False |
42,295 |
| 20 |
0.6731 |
0.6594 |
0.0137 |
2.1% |
0.0054 |
0.8% |
45% |
False |
False |
21,599 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
78% |
False |
False |
10,908 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
78% |
False |
False |
7,303 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0046 |
0.7% |
78% |
False |
False |
5,488 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0041 |
0.6% |
78% |
False |
False |
4,391 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0038 |
0.6% |
54% |
False |
False |
3,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6903 |
|
2.618 |
0.6823 |
|
1.618 |
0.6773 |
|
1.000 |
0.6743 |
|
0.618 |
0.6724 |
|
HIGH |
0.6693 |
|
0.618 |
0.6674 |
|
0.500 |
0.6668 |
|
0.382 |
0.6662 |
|
LOW |
0.6644 |
|
0.618 |
0.6613 |
|
1.000 |
0.6594 |
|
1.618 |
0.6563 |
|
2.618 |
0.6514 |
|
4.250 |
0.6433 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6665 |
| PP |
0.6664 |
0.6662 |
| S1 |
0.6660 |
0.6659 |
|