CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6629 |
0.6673 |
0.0045 |
0.7% |
0.6599 |
| High |
0.6675 |
0.6696 |
0.0021 |
0.3% |
0.6723 |
| Low |
0.6617 |
0.6664 |
0.0047 |
0.7% |
0.6594 |
| Close |
0.6674 |
0.6677 |
0.0004 |
0.1% |
0.6631 |
| Range |
0.0058 |
0.0032 |
-0.0026 |
-44.3% |
0.0129 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
100,384 |
128,901 |
28,517 |
28.4% |
491,329 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6775 |
0.6758 |
0.6695 |
|
| R3 |
0.6743 |
0.6726 |
0.6686 |
|
| R2 |
0.6711 |
0.6711 |
0.6683 |
|
| R1 |
0.6694 |
0.6694 |
0.6680 |
0.6702 |
| PP |
0.6679 |
0.6679 |
0.6679 |
0.6683 |
| S1 |
0.6662 |
0.6662 |
0.6674 |
0.6670 |
| S2 |
0.6647 |
0.6647 |
0.6671 |
|
| S3 |
0.6615 |
0.6630 |
0.6668 |
|
| S4 |
0.6583 |
0.6598 |
0.6659 |
|
|
| 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 |
0.6696 |
0.6602 |
0.0094 |
1.4% |
0.0045 |
0.7% |
80% |
True |
False |
101,300 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0054 |
0.8% |
65% |
False |
False |
80,858 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0054 |
0.8% |
65% |
False |
False |
41,999 |
| 40 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0052 |
0.8% |
78% |
False |
False |
21,153 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
84% |
False |
False |
14,134 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0048 |
0.7% |
84% |
False |
False |
10,614 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
84% |
False |
False |
8,493 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0038 |
0.6% |
59% |
False |
False |
7,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6832 |
|
2.618 |
0.6779 |
|
1.618 |
0.6747 |
|
1.000 |
0.6728 |
|
0.618 |
0.6715 |
|
HIGH |
0.6696 |
|
0.618 |
0.6683 |
|
0.500 |
0.6680 |
|
0.382 |
0.6676 |
|
LOW |
0.6664 |
|
0.618 |
0.6644 |
|
1.000 |
0.6632 |
|
1.618 |
0.6612 |
|
2.618 |
0.6580 |
|
4.250 |
0.6528 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6668 |
| PP |
0.6679 |
0.6658 |
| S1 |
0.6678 |
0.6649 |
|