CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6643 |
0.6638 |
-0.0005 |
-0.1% |
0.6686 |
| High |
0.6644 |
0.6721 |
0.0077 |
1.2% |
0.6726 |
| Low |
0.6623 |
0.6638 |
0.0015 |
0.2% |
0.6614 |
| Close |
0.6644 |
0.6707 |
0.0064 |
1.0% |
0.6619 |
| Range |
0.0021 |
0.0083 |
0.0062 |
302.4% |
0.0113 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.0% |
0.0000 |
| Volume |
55 |
137 |
82 |
149.1% |
202 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6904 |
0.6752 |
|
| R3 |
0.6854 |
0.6822 |
0.6730 |
|
| R2 |
0.6771 |
0.6771 |
0.6722 |
|
| R1 |
0.6739 |
0.6739 |
0.6715 |
0.6755 |
| PP |
0.6689 |
0.6689 |
0.6689 |
0.6697 |
| S1 |
0.6657 |
0.6657 |
0.6699 |
0.6673 |
| S2 |
0.6606 |
0.6606 |
0.6692 |
|
| S3 |
0.6524 |
0.6574 |
0.6684 |
|
| S4 |
0.6441 |
0.6492 |
0.6662 |
|
|
| 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 |
0.6721 |
0.6609 |
0.0112 |
1.7% |
0.0053 |
0.8% |
88% |
True |
False |
55 |
| 10 |
0.6726 |
0.6609 |
0.0117 |
1.7% |
0.0049 |
0.7% |
84% |
False |
False |
42 |
| 20 |
0.6745 |
0.6609 |
0.0136 |
2.0% |
0.0045 |
0.7% |
72% |
False |
False |
27 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0034 |
0.5% |
89% |
False |
False |
17 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0030 |
0.4% |
89% |
False |
False |
18 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
89% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7071 |
|
2.618 |
0.6936 |
|
1.618 |
0.6854 |
|
1.000 |
0.6803 |
|
0.618 |
0.6771 |
|
HIGH |
0.6721 |
|
0.618 |
0.6689 |
|
0.500 |
0.6679 |
|
0.382 |
0.6670 |
|
LOW |
0.6638 |
|
0.618 |
0.6587 |
|
1.000 |
0.6556 |
|
1.618 |
0.6505 |
|
2.618 |
0.6422 |
|
4.250 |
0.6287 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6698 |
0.6693 |
| PP |
0.6689 |
0.6679 |
| S1 |
0.6679 |
0.6665 |
|