CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6701 |
0.6700 |
-0.0001 |
0.0% |
0.6686 |
| High |
0.6704 |
0.6712 |
0.0009 |
0.1% |
0.6726 |
| Low |
0.6670 |
0.6614 |
-0.0056 |
-0.8% |
0.6614 |
| Close |
0.6704 |
0.6619 |
-0.0085 |
-1.3% |
0.6619 |
| Range |
0.0034 |
0.0099 |
0.0065 |
189.7% |
0.0113 |
| ATR |
0.0040 |
0.0044 |
0.0004 |
10.4% |
0.0000 |
| Volume |
25 |
54 |
29 |
116.0% |
202 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6944 |
0.6880 |
0.6673 |
|
| R3 |
0.6845 |
0.6781 |
0.6646 |
|
| R2 |
0.6747 |
0.6747 |
0.6637 |
|
| R1 |
0.6683 |
0.6683 |
0.6628 |
0.6666 |
| PP |
0.6648 |
0.6648 |
0.6648 |
0.6640 |
| S1 |
0.6584 |
0.6584 |
0.6610 |
0.6567 |
| S2 |
0.6550 |
0.6550 |
0.6601 |
|
| S3 |
0.6451 |
0.6486 |
0.6592 |
|
| S4 |
0.6353 |
0.6387 |
0.6565 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6990 |
0.6917 |
0.6681 |
|
| R3 |
0.6878 |
0.6805 |
0.6650 |
|
| R2 |
0.6765 |
0.6765 |
0.6640 |
|
| R1 |
0.6692 |
0.6692 |
0.6629 |
0.6673 |
| PP |
0.6653 |
0.6653 |
0.6653 |
0.6643 |
| S1 |
0.6580 |
0.6580 |
0.6609 |
0.6560 |
| S2 |
0.6540 |
0.6540 |
0.6598 |
|
| S3 |
0.6428 |
0.6467 |
0.6588 |
|
| S4 |
0.6315 |
0.6355 |
0.6557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6726 |
0.6614 |
0.0113 |
1.7% |
0.0054 |
0.8% |
5% |
False |
True |
40 |
| 10 |
0.6726 |
0.6614 |
0.0113 |
1.7% |
0.0047 |
0.7% |
5% |
False |
True |
29 |
| 20 |
0.6745 |
0.6614 |
0.0132 |
2.0% |
0.0041 |
0.6% |
4% |
False |
True |
19 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0034 |
0.5% |
63% |
False |
False |
15 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
63% |
False |
False |
15 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
63% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7131 |
|
2.618 |
0.6970 |
|
1.618 |
0.6871 |
|
1.000 |
0.6811 |
|
0.618 |
0.6773 |
|
HIGH |
0.6712 |
|
0.618 |
0.6674 |
|
0.500 |
0.6663 |
|
0.382 |
0.6651 |
|
LOW |
0.6614 |
|
0.618 |
0.6553 |
|
1.000 |
0.6515 |
|
1.618 |
0.6454 |
|
2.618 |
0.6356 |
|
4.250 |
0.6195 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6663 |
0.6663 |
| PP |
0.6648 |
0.6648 |
| S1 |
0.6634 |
0.6634 |
|