CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6609 |
0.6643 |
0.0034 |
0.5% |
0.6686 |
| High |
0.6639 |
0.6644 |
0.0005 |
0.1% |
0.6726 |
| Low |
0.6609 |
0.6623 |
0.0014 |
0.2% |
0.6614 |
| Close |
0.6639 |
0.6644 |
0.0005 |
0.1% |
0.6619 |
| Range |
0.0030 |
0.0021 |
-0.0009 |
-30.5% |
0.0113 |
| ATR |
0.0043 |
0.0042 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
8 |
55 |
47 |
587.5% |
202 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6698 |
0.6691 |
0.6655 |
|
| R3 |
0.6678 |
0.6671 |
0.6649 |
|
| R2 |
0.6657 |
0.6657 |
0.6647 |
|
| R1 |
0.6650 |
0.6650 |
0.6645 |
0.6654 |
| PP |
0.6637 |
0.6637 |
0.6637 |
0.6638 |
| S1 |
0.6630 |
0.6630 |
0.6642 |
0.6633 |
| S2 |
0.6616 |
0.6616 |
0.6640 |
|
| S3 |
0.6596 |
0.6609 |
0.6638 |
|
| S4 |
0.6575 |
0.6589 |
0.6632 |
|
|
| 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 |
0.6712 |
0.6609 |
0.0103 |
1.6% |
0.0042 |
0.6% |
33% |
False |
False |
35 |
| 10 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0046 |
0.7% |
29% |
False |
False |
31 |
| 20 |
0.6745 |
0.6609 |
0.0136 |
2.0% |
0.0041 |
0.6% |
25% |
False |
False |
22 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0033 |
0.5% |
70% |
False |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0029 |
0.4% |
70% |
False |
False |
16 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
70% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6731 |
|
2.618 |
0.6697 |
|
1.618 |
0.6677 |
|
1.000 |
0.6664 |
|
0.618 |
0.6656 |
|
HIGH |
0.6644 |
|
0.618 |
0.6636 |
|
0.500 |
0.6633 |
|
0.382 |
0.6631 |
|
LOW |
0.6623 |
|
0.618 |
0.6610 |
|
1.000 |
0.6603 |
|
1.618 |
0.6590 |
|
2.618 |
0.6569 |
|
4.250 |
0.6536 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6640 |
0.6661 |
| PP |
0.6637 |
0.6655 |
| S1 |
0.6633 |
0.6649 |
|