CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6633 |
0.6629 |
-0.0004 |
-0.1% |
0.6599 |
| High |
0.6637 |
0.6675 |
0.0038 |
0.6% |
0.6723 |
| Low |
0.6602 |
0.6617 |
0.0016 |
0.2% |
0.6594 |
| Close |
0.6632 |
0.6674 |
0.0042 |
0.6% |
0.6631 |
| Range |
0.0035 |
0.0058 |
0.0023 |
64.3% |
0.0129 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
65,865 |
100,384 |
34,519 |
52.4% |
491,329 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6828 |
0.6808 |
0.6705 |
|
| R3 |
0.6770 |
0.6751 |
0.6689 |
|
| R2 |
0.6713 |
0.6713 |
0.6684 |
|
| R1 |
0.6693 |
0.6693 |
0.6679 |
0.6703 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6660 |
| S1 |
0.6636 |
0.6636 |
0.6668 |
0.6645 |
| S2 |
0.6598 |
0.6598 |
0.6663 |
|
| S3 |
0.6540 |
0.6578 |
0.6658 |
|
| S4 |
0.6483 |
0.6521 |
0.6642 |
|
|
| 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% |
0.0060 |
0.9% |
60% |
False |
False |
114,623 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0055 |
0.8% |
62% |
False |
False |
68,236 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0054 |
0.8% |
62% |
False |
False |
35,591 |
| 40 |
0.6731 |
0.6470 |
0.0262 |
3.9% |
0.0053 |
0.8% |
78% |
False |
False |
17,933 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
83% |
False |
False |
11,986 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0047 |
0.7% |
83% |
False |
False |
9,003 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
83% |
False |
False |
7,204 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0038 |
0.6% |
58% |
False |
False |
6,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6919 |
|
2.618 |
0.6825 |
|
1.618 |
0.6768 |
|
1.000 |
0.6732 |
|
0.618 |
0.6710 |
|
HIGH |
0.6675 |
|
0.618 |
0.6653 |
|
0.500 |
0.6646 |
|
0.382 |
0.6639 |
|
LOW |
0.6617 |
|
0.618 |
0.6581 |
|
1.000 |
0.6560 |
|
1.618 |
0.6524 |
|
2.618 |
0.6466 |
|
4.250 |
0.6373 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6664 |
0.6662 |
| PP |
0.6655 |
0.6650 |
| S1 |
0.6646 |
0.6638 |
|