CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6671 |
0.6655 |
-0.0016 |
-0.2% |
0.6633 |
| High |
0.6686 |
0.6683 |
-0.0003 |
0.0% |
0.6696 |
| Low |
0.6647 |
0.6641 |
-0.0006 |
-0.1% |
0.6602 |
| Close |
0.6659 |
0.6676 |
0.0017 |
0.3% |
0.6659 |
| Range |
0.0039 |
0.0042 |
0.0004 |
9.1% |
0.0094 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
74,658 |
68,661 |
-5,997 |
-8.0% |
369,808 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6793 |
0.6776 |
0.6699 |
|
| R3 |
0.6751 |
0.6734 |
0.6688 |
|
| R2 |
0.6709 |
0.6709 |
0.6684 |
|
| R1 |
0.6692 |
0.6692 |
0.6680 |
0.6701 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6671 |
| S1 |
0.6650 |
0.6650 |
0.6672 |
0.6659 |
| S2 |
0.6625 |
0.6625 |
0.6668 |
|
| S3 |
0.6583 |
0.6608 |
0.6664 |
|
| S4 |
0.6541 |
0.6566 |
0.6653 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6934 |
0.6891 |
0.6711 |
|
| R3 |
0.6840 |
0.6797 |
0.6685 |
|
| R2 |
0.6746 |
0.6746 |
0.6676 |
|
| R1 |
0.6703 |
0.6703 |
0.6668 |
0.6724 |
| PP |
0.6652 |
0.6652 |
0.6652 |
0.6663 |
| S1 |
0.6609 |
0.6609 |
0.6650 |
0.6630 |
| S2 |
0.6558 |
0.6558 |
0.6642 |
|
| S3 |
0.6464 |
0.6515 |
0.6633 |
|
| S4 |
0.6370 |
0.6421 |
0.6607 |
|
|
| 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% |
0.0041 |
0.6% |
79% |
False |
False |
87,693 |
| 10 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0047 |
0.7% |
64% |
False |
False |
92,979 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0052 |
0.8% |
64% |
False |
False |
49,034 |
| 40 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0052 |
0.8% |
77% |
False |
False |
24,730 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
84% |
False |
False |
16,522 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0048 |
0.7% |
84% |
False |
False |
12,406 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0043 |
0.6% |
84% |
False |
False |
9,926 |
| 120 |
0.6820 |
0.6390 |
0.0430 |
6.4% |
0.0039 |
0.6% |
67% |
False |
False |
8,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6862 |
|
2.618 |
0.6793 |
|
1.618 |
0.6751 |
|
1.000 |
0.6725 |
|
0.618 |
0.6709 |
|
HIGH |
0.6683 |
|
0.618 |
0.6667 |
|
0.500 |
0.6662 |
|
0.382 |
0.6657 |
|
LOW |
0.6641 |
|
0.618 |
0.6615 |
|
1.000 |
0.6599 |
|
1.618 |
0.6573 |
|
2.618 |
0.6531 |
|
4.250 |
0.6463 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6671 |
0.6673 |
| PP |
0.6667 |
0.6671 |
| S1 |
0.6662 |
0.6668 |
|