CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6638 |
0.6687 |
0.0049 |
0.7% |
0.6686 |
| High |
0.6721 |
0.6704 |
-0.0017 |
-0.3% |
0.6726 |
| Low |
0.6638 |
0.6666 |
0.0028 |
0.4% |
0.6614 |
| Close |
0.6707 |
0.6669 |
-0.0039 |
-0.6% |
0.6619 |
| Range |
0.0083 |
0.0038 |
-0.0045 |
-54.5% |
0.0113 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
137 |
11 |
-126 |
-92.0% |
202 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6792 |
0.6768 |
0.6689 |
|
| R3 |
0.6754 |
0.6730 |
0.6679 |
|
| R2 |
0.6717 |
0.6717 |
0.6675 |
|
| R1 |
0.6693 |
0.6693 |
0.6672 |
0.6686 |
| PP |
0.6679 |
0.6679 |
0.6679 |
0.6676 |
| S1 |
0.6655 |
0.6655 |
0.6665 |
0.6649 |
| S2 |
0.6642 |
0.6642 |
0.6662 |
|
| S3 |
0.6604 |
0.6618 |
0.6658 |
|
| S4 |
0.6567 |
0.6580 |
0.6648 |
|
|
| 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% |
0.0054 |
0.8% |
53% |
False |
False |
53 |
| 10 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0048 |
0.7% |
51% |
False |
False |
42 |
| 20 |
0.6745 |
0.6609 |
0.0136 |
2.0% |
0.0044 |
0.7% |
44% |
False |
False |
27 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0035 |
0.5% |
78% |
False |
False |
17 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0031 |
0.5% |
78% |
False |
False |
18 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
78% |
False |
False |
16 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0022 |
0.3% |
78% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6863 |
|
2.618 |
0.6802 |
|
1.618 |
0.6764 |
|
1.000 |
0.6741 |
|
0.618 |
0.6727 |
|
HIGH |
0.6704 |
|
0.618 |
0.6689 |
|
0.500 |
0.6685 |
|
0.382 |
0.6680 |
|
LOW |
0.6666 |
|
0.618 |
0.6643 |
|
1.000 |
0.6629 |
|
1.618 |
0.6605 |
|
2.618 |
0.6568 |
|
4.250 |
0.6507 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6685 |
0.6672 |
| PP |
0.6679 |
0.6671 |
| S1 |
0.6674 |
0.6670 |
|