CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6672 |
0.6662 |
-0.0010 |
-0.1% |
0.6633 |
| High |
0.6687 |
0.6703 |
0.0016 |
0.2% |
0.6696 |
| Low |
0.6650 |
0.6650 |
0.0001 |
0.0% |
0.6602 |
| Close |
0.6664 |
0.6665 |
0.0001 |
0.0% |
0.6659 |
| Range |
0.0038 |
0.0053 |
0.0016 |
41.3% |
0.0094 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
| Volume |
76,318 |
146,599 |
70,281 |
92.1% |
369,808 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6832 |
0.6801 |
0.6694 |
|
| R3 |
0.6779 |
0.6748 |
0.6679 |
|
| R2 |
0.6726 |
0.6726 |
0.6674 |
|
| R1 |
0.6695 |
0.6695 |
0.6669 |
0.6710 |
| PP |
0.6673 |
0.6673 |
0.6673 |
0.6680 |
| S1 |
0.6642 |
0.6642 |
0.6660 |
0.6657 |
| S2 |
0.6620 |
0.6620 |
0.6655 |
|
| S3 |
0.6567 |
0.6589 |
0.6650 |
|
| S4 |
0.6514 |
0.6536 |
0.6635 |
|
|
| 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 |
0.6703 |
0.6641 |
0.0062 |
0.9% |
0.0041 |
0.6% |
38% |
True |
False |
99,027 |
| 10 |
0.6723 |
0.6602 |
0.0121 |
1.8% |
0.0050 |
0.8% |
52% |
False |
False |
106,825 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0051 |
0.8% |
55% |
False |
False |
60,095 |
| 40 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0052 |
0.8% |
72% |
False |
False |
30,295 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
80% |
False |
False |
20,235 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
80% |
False |
False |
15,192 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0043 |
0.6% |
80% |
False |
False |
12,155 |
| 120 |
0.6792 |
0.6390 |
0.0402 |
6.0% |
0.0039 |
0.6% |
68% |
False |
False |
10,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6928 |
|
2.618 |
0.6842 |
|
1.618 |
0.6789 |
|
1.000 |
0.6756 |
|
0.618 |
0.6736 |
|
HIGH |
0.6703 |
|
0.618 |
0.6683 |
|
0.500 |
0.6677 |
|
0.382 |
0.6670 |
|
LOW |
0.6650 |
|
0.618 |
0.6617 |
|
1.000 |
0.6597 |
|
1.618 |
0.6564 |
|
2.618 |
0.6511 |
|
4.250 |
0.6425 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6677 |
0.6672 |
| PP |
0.6673 |
0.6670 |
| S1 |
0.6669 |
0.6667 |
|