CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6662 |
0.6662 |
-0.0001 |
0.0% |
0.6633 |
| High |
0.6703 |
0.6687 |
-0.0016 |
-0.2% |
0.6696 |
| Low |
0.6650 |
0.6653 |
0.0003 |
0.0% |
0.6602 |
| Close |
0.6665 |
0.6662 |
-0.0003 |
0.0% |
0.6659 |
| Range |
0.0053 |
0.0034 |
-0.0019 |
-35.8% |
0.0094 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
146,599 |
92,405 |
-54,194 |
-37.0% |
369,808 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6769 |
0.6750 |
0.6681 |
|
| R3 |
0.6735 |
0.6716 |
0.6671 |
|
| R2 |
0.6701 |
0.6701 |
0.6668 |
|
| R1 |
0.6682 |
0.6682 |
0.6665 |
0.6692 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6672 |
| S1 |
0.6648 |
0.6648 |
0.6659 |
0.6658 |
| S2 |
0.6633 |
0.6633 |
0.6656 |
|
| S3 |
0.6599 |
0.6614 |
0.6653 |
|
| S4 |
0.6565 |
0.6580 |
0.6643 |
|
|
| 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% |
34% |
False |
False |
91,728 |
| 10 |
0.6703 |
0.6602 |
0.0102 |
1.5% |
0.0043 |
0.6% |
60% |
False |
False |
96,514 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0051 |
0.8% |
53% |
False |
False |
64,639 |
| 40 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0051 |
0.8% |
71% |
False |
False |
32,602 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
80% |
False |
False |
21,775 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
80% |
False |
False |
16,347 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0042 |
0.6% |
80% |
False |
False |
13,079 |
| 120 |
0.6771 |
0.6390 |
0.0381 |
5.7% |
0.0039 |
0.6% |
71% |
False |
False |
10,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6832 |
|
2.618 |
0.6776 |
|
1.618 |
0.6742 |
|
1.000 |
0.6721 |
|
0.618 |
0.6708 |
|
HIGH |
0.6687 |
|
0.618 |
0.6674 |
|
0.500 |
0.6670 |
|
0.382 |
0.6666 |
|
LOW |
0.6653 |
|
0.618 |
0.6632 |
|
1.000 |
0.6619 |
|
1.618 |
0.6598 |
|
2.618 |
0.6564 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6676 |
| PP |
0.6667 |
0.6672 |
| S1 |
0.6665 |
0.6667 |
|