CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6645 |
0.6689 |
0.0044 |
0.7% |
0.6609 |
| High |
0.6687 |
0.6705 |
0.0018 |
0.3% |
0.6721 |
| Low |
0.6634 |
0.6681 |
0.0047 |
0.7% |
0.6609 |
| Close |
0.6687 |
0.6691 |
0.0004 |
0.1% |
0.6645 |
| Range |
0.0053 |
0.0024 |
-0.0029 |
-54.7% |
0.0112 |
| ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
40 |
121 |
81 |
202.5% |
230 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6764 |
0.6751 |
0.6704 |
|
| R3 |
0.6740 |
0.6727 |
0.6697 |
|
| R2 |
0.6716 |
0.6716 |
0.6695 |
|
| R1 |
0.6703 |
0.6703 |
0.6693 |
0.6710 |
| PP |
0.6692 |
0.6692 |
0.6692 |
0.6695 |
| S1 |
0.6679 |
0.6679 |
0.6688 |
0.6686 |
| S2 |
0.6668 |
0.6668 |
0.6686 |
|
| S3 |
0.6644 |
0.6655 |
0.6684 |
|
| S4 |
0.6620 |
0.6631 |
0.6677 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6930 |
0.6706 |
|
| R3 |
0.6881 |
0.6819 |
0.6676 |
|
| R2 |
0.6770 |
0.6770 |
0.6665 |
|
| R1 |
0.6707 |
0.6707 |
0.6655 |
0.6739 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6674 |
| S1 |
0.6596 |
0.6596 |
0.6635 |
0.6627 |
| S2 |
0.6547 |
0.6547 |
0.6625 |
|
| S3 |
0.6435 |
0.6484 |
0.6614 |
|
| S4 |
0.6324 |
0.6373 |
0.6584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6705 |
0.6618 |
0.0087 |
1.3% |
0.0037 |
0.6% |
84% |
True |
False |
43 |
| 10 |
0.6721 |
0.6609 |
0.0112 |
1.7% |
0.0045 |
0.7% |
73% |
False |
False |
49 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.7% |
0.0044 |
0.7% |
70% |
False |
False |
36 |
| 40 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0036 |
0.5% |
76% |
False |
False |
22 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0032 |
0.5% |
84% |
False |
False |
22 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0027 |
0.4% |
84% |
False |
False |
18 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0023 |
0.3% |
84% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6807 |
|
2.618 |
0.6767 |
|
1.618 |
0.6743 |
|
1.000 |
0.6729 |
|
0.618 |
0.6719 |
|
HIGH |
0.6705 |
|
0.618 |
0.6695 |
|
0.500 |
0.6693 |
|
0.382 |
0.6690 |
|
LOW |
0.6681 |
|
0.618 |
0.6666 |
|
1.000 |
0.6657 |
|
1.618 |
0.6642 |
|
2.618 |
0.6618 |
|
4.250 |
0.6579 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6693 |
0.6681 |
| PP |
0.6692 |
0.6671 |
| S1 |
0.6691 |
0.6661 |
|