CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6684 |
0.6686 |
0.0002 |
0.0% |
0.6678 |
| High |
0.6702 |
0.6722 |
0.0020 |
0.3% |
0.6706 |
| Low |
0.6661 |
0.6669 |
0.0008 |
0.1% |
0.6627 |
| Close |
0.6676 |
0.6708 |
0.0032 |
0.5% |
0.6676 |
| Range |
0.0041 |
0.0053 |
0.0012 |
28.0% |
0.0079 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.4% |
0.0000 |
| Volume |
12 |
23 |
11 |
91.7% |
88 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6857 |
0.6835 |
0.6737 |
|
| R3 |
0.6805 |
0.6783 |
0.6722 |
|
| R2 |
0.6752 |
0.6752 |
0.6718 |
|
| R1 |
0.6730 |
0.6730 |
0.6713 |
0.6741 |
| PP |
0.6700 |
0.6700 |
0.6700 |
0.6705 |
| S1 |
0.6678 |
0.6678 |
0.6703 |
0.6689 |
| S2 |
0.6647 |
0.6647 |
0.6698 |
|
| S3 |
0.6595 |
0.6625 |
0.6694 |
|
| S4 |
0.6542 |
0.6573 |
0.6679 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6905 |
0.6869 |
0.6719 |
|
| R3 |
0.6827 |
0.6791 |
0.6698 |
|
| R2 |
0.6748 |
0.6748 |
0.6690 |
|
| R1 |
0.6712 |
0.6712 |
0.6683 |
0.6691 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6659 |
| S1 |
0.6634 |
0.6634 |
0.6669 |
0.6612 |
| S2 |
0.6591 |
0.6591 |
0.6662 |
|
| S3 |
0.6513 |
0.6555 |
0.6654 |
|
| S4 |
0.6434 |
0.6477 |
0.6633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6722 |
0.6627 |
0.0095 |
1.4% |
0.0044 |
0.7% |
86% |
True |
False |
22 |
| 10 |
0.6733 |
0.6627 |
0.0106 |
1.6% |
0.0041 |
0.6% |
76% |
False |
False |
15 |
| 20 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0033 |
0.5% |
75% |
False |
False |
11 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0032 |
0.5% |
89% |
False |
False |
12 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
89% |
False |
False |
14 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0021 |
0.3% |
89% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6945 |
|
2.618 |
0.6859 |
|
1.618 |
0.6806 |
|
1.000 |
0.6774 |
|
0.618 |
0.6754 |
|
HIGH |
0.6722 |
|
0.618 |
0.6701 |
|
0.500 |
0.6695 |
|
0.382 |
0.6689 |
|
LOW |
0.6669 |
|
0.618 |
0.6637 |
|
1.000 |
0.6617 |
|
1.618 |
0.6584 |
|
2.618 |
0.6532 |
|
4.250 |
0.6446 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6704 |
0.6697 |
| PP |
0.6700 |
0.6686 |
| S1 |
0.6695 |
0.6674 |
|