CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6725 |
0.6687 |
-0.0038 |
-0.6% |
0.6678 |
| High |
0.6726 |
0.6687 |
-0.0039 |
-0.6% |
0.6706 |
| Low |
0.6668 |
0.6660 |
-0.0008 |
-0.1% |
0.6627 |
| Close |
0.6684 |
0.6685 |
0.0001 |
0.0% |
0.6676 |
| Range |
0.0058 |
0.0027 |
-0.0031 |
-53.4% |
0.0079 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
64 |
36 |
-28 |
-43.8% |
88 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6748 |
0.6699 |
|
| R3 |
0.6731 |
0.6721 |
0.6692 |
|
| R2 |
0.6704 |
0.6704 |
0.6689 |
|
| R1 |
0.6694 |
0.6694 |
0.6687 |
0.6686 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6673 |
| S1 |
0.6667 |
0.6667 |
0.6682 |
0.6659 |
| S2 |
0.6650 |
0.6650 |
0.6680 |
|
| S3 |
0.6623 |
0.6640 |
0.6677 |
|
| S4 |
0.6596 |
0.6613 |
0.6670 |
|
|
| 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 |
0.6726 |
0.6627 |
0.0099 |
1.5% |
0.0045 |
0.7% |
58% |
False |
False |
29 |
| 10 |
0.6726 |
0.6627 |
0.0099 |
1.5% |
0.0043 |
0.6% |
58% |
False |
False |
22 |
| 20 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0035 |
0.5% |
59% |
False |
False |
16 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0035 |
0.5% |
82% |
False |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0026 |
0.4% |
82% |
False |
False |
16 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0022 |
0.3% |
82% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6802 |
|
2.618 |
0.6758 |
|
1.618 |
0.6731 |
|
1.000 |
0.6714 |
|
0.618 |
0.6704 |
|
HIGH |
0.6687 |
|
0.618 |
0.6677 |
|
0.500 |
0.6674 |
|
0.382 |
0.6670 |
|
LOW |
0.6660 |
|
0.618 |
0.6643 |
|
1.000 |
0.6633 |
|
1.618 |
0.6616 |
|
2.618 |
0.6589 |
|
4.250 |
0.6545 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6681 |
0.6693 |
| PP |
0.6677 |
0.6690 |
| S1 |
0.6674 |
0.6687 |
|