CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6701 |
0.0014 |
0.2% |
0.6678 |
| High |
0.6687 |
0.6704 |
0.0017 |
0.2% |
0.6706 |
| Low |
0.6660 |
0.6670 |
0.0010 |
0.1% |
0.6627 |
| Close |
0.6685 |
0.6704 |
0.0019 |
0.3% |
0.6676 |
| Range |
0.0027 |
0.0034 |
0.0007 |
25.9% |
0.0079 |
| ATR |
0.0041 |
0.0040 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
36 |
25 |
-11 |
-30.6% |
88 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6794 |
0.6783 |
0.6722 |
|
| R3 |
0.6760 |
0.6749 |
0.6713 |
|
| R2 |
0.6726 |
0.6726 |
0.6710 |
|
| R1 |
0.6715 |
0.6715 |
0.6707 |
0.6721 |
| PP |
0.6692 |
0.6692 |
0.6692 |
0.6695 |
| S1 |
0.6681 |
0.6681 |
0.6700 |
0.6687 |
| S2 |
0.6658 |
0.6658 |
0.6697 |
|
| S3 |
0.6624 |
0.6647 |
0.6694 |
|
| S4 |
0.6590 |
0.6613 |
0.6685 |
|
|
| 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 |
0.6660 |
0.0066 |
1.0% |
0.0043 |
0.6% |
66% |
False |
False |
32 |
| 10 |
0.6726 |
0.6627 |
0.0099 |
1.5% |
0.0042 |
0.6% |
77% |
False |
False |
24 |
| 20 |
0.6745 |
0.6627 |
0.0118 |
1.8% |
0.0036 |
0.5% |
65% |
False |
False |
17 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0032 |
0.5% |
88% |
False |
False |
15 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0027 |
0.4% |
88% |
False |
False |
16 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0023 |
0.3% |
88% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6848 |
|
2.618 |
0.6793 |
|
1.618 |
0.6759 |
|
1.000 |
0.6738 |
|
0.618 |
0.6725 |
|
HIGH |
0.6704 |
|
0.618 |
0.6691 |
|
0.500 |
0.6687 |
|
0.382 |
0.6682 |
|
LOW |
0.6670 |
|
0.618 |
0.6648 |
|
1.000 |
0.6636 |
|
1.618 |
0.6614 |
|
2.618 |
0.6580 |
|
4.250 |
0.6525 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6698 |
0.6700 |
| PP |
0.6692 |
0.6697 |
| S1 |
0.6687 |
0.6693 |
|