CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6653 |
0.6633 |
-0.0021 |
-0.3% |
0.6599 |
| High |
0.6659 |
0.6637 |
-0.0022 |
-0.3% |
0.6723 |
| Low |
0.6609 |
0.6602 |
-0.0007 |
-0.1% |
0.6594 |
| Close |
0.6631 |
0.6632 |
0.0001 |
0.0% |
0.6631 |
| Range |
0.0050 |
0.0035 |
-0.0015 |
-30.0% |
0.0129 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
114,975 |
65,865 |
-49,110 |
-42.7% |
491,329 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6728 |
0.6715 |
0.6651 |
|
| R3 |
0.6693 |
0.6680 |
0.6641 |
|
| R2 |
0.6658 |
0.6658 |
0.6638 |
|
| R1 |
0.6645 |
0.6645 |
0.6635 |
0.6634 |
| PP |
0.6623 |
0.6623 |
0.6623 |
0.6618 |
| S1 |
0.6610 |
0.6610 |
0.6628 |
0.6599 |
| S2 |
0.6588 |
0.6588 |
0.6625 |
|
| S3 |
0.6553 |
0.6575 |
0.6622 |
|
| S4 |
0.6518 |
0.6540 |
0.6612 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7035 |
0.6961 |
0.6701 |
|
| R3 |
0.6906 |
0.6833 |
0.6666 |
|
| R2 |
0.6778 |
0.6778 |
0.6654 |
|
| R1 |
0.6704 |
0.6704 |
0.6642 |
0.6741 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6667 |
| S1 |
0.6576 |
0.6576 |
0.6619 |
0.6612 |
| S2 |
0.6521 |
0.6521 |
0.6607 |
|
| S3 |
0.6392 |
0.6447 |
0.6595 |
|
| S4 |
0.6264 |
0.6319 |
0.6560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6723 |
0.6602 |
0.0121 |
1.8% |
0.0053 |
0.8% |
25% |
False |
True |
107,436 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0056 |
0.8% |
29% |
False |
False |
60,081 |
| 20 |
0.6728 |
0.6594 |
0.0134 |
2.0% |
0.0053 |
0.8% |
28% |
False |
False |
30,597 |
| 40 |
0.6731 |
0.6449 |
0.0282 |
4.3% |
0.0052 |
0.8% |
65% |
False |
False |
15,425 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
71% |
False |
False |
10,314 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0047 |
0.7% |
71% |
False |
False |
7,748 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
71% |
False |
False |
6,200 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0038 |
0.6% |
49% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6785 |
|
2.618 |
0.6728 |
|
1.618 |
0.6693 |
|
1.000 |
0.6672 |
|
0.618 |
0.6658 |
|
HIGH |
0.6637 |
|
0.618 |
0.6623 |
|
0.500 |
0.6619 |
|
0.382 |
0.6615 |
|
LOW |
0.6602 |
|
0.618 |
0.6580 |
|
1.000 |
0.6567 |
|
1.618 |
0.6545 |
|
2.618 |
0.6510 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6627 |
0.6647 |
| PP |
0.6623 |
0.6642 |
| S1 |
0.6619 |
0.6637 |
|