CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6689 |
0.6691 |
0.0002 |
0.0% |
0.6643 |
| High |
0.6705 |
0.6698 |
-0.0007 |
-0.1% |
0.6705 |
| Low |
0.6681 |
0.6662 |
-0.0019 |
-0.3% |
0.6618 |
| Close |
0.6691 |
0.6672 |
-0.0019 |
-0.3% |
0.6672 |
| Range |
0.0024 |
0.0036 |
0.0012 |
50.0% |
0.0087 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
121 |
34 |
-87 |
-71.9% |
221 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6785 |
0.6765 |
0.6692 |
|
| R3 |
0.6749 |
0.6729 |
0.6682 |
|
| R2 |
0.6713 |
0.6713 |
0.6679 |
|
| R1 |
0.6693 |
0.6693 |
0.6675 |
0.6685 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6674 |
| S1 |
0.6657 |
0.6657 |
0.6669 |
0.6649 |
| S2 |
0.6641 |
0.6641 |
0.6665 |
|
| S3 |
0.6605 |
0.6621 |
0.6662 |
|
| S4 |
0.6569 |
0.6585 |
0.6652 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6885 |
0.6720 |
|
| R3 |
0.6838 |
0.6798 |
0.6696 |
|
| R2 |
0.6751 |
0.6751 |
0.6688 |
|
| R1 |
0.6712 |
0.6712 |
0.6680 |
0.6732 |
| PP |
0.6665 |
0.6665 |
0.6665 |
0.6675 |
| S1 |
0.6625 |
0.6625 |
0.6664 |
0.6645 |
| S2 |
0.6578 |
0.6578 |
0.6656 |
|
| S3 |
0.6492 |
0.6539 |
0.6648 |
|
| S4 |
0.6405 |
0.6452 |
0.6624 |
|
|
| 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% |
62% |
False |
False |
48 |
| 10 |
0.6721 |
0.6609 |
0.0112 |
1.7% |
0.0045 |
0.7% |
57% |
False |
False |
50 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0043 |
0.7% |
54% |
False |
False |
37 |
| 40 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0037 |
0.6% |
68% |
False |
False |
23 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0032 |
0.5% |
79% |
False |
False |
22 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0027 |
0.4% |
79% |
False |
False |
19 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
79% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6851 |
|
2.618 |
0.6792 |
|
1.618 |
0.6756 |
|
1.000 |
0.6734 |
|
0.618 |
0.6720 |
|
HIGH |
0.6698 |
|
0.618 |
0.6684 |
|
0.500 |
0.6680 |
|
0.382 |
0.6676 |
|
LOW |
0.6662 |
|
0.618 |
0.6640 |
|
1.000 |
0.6626 |
|
1.618 |
0.6604 |
|
2.618 |
0.6568 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6671 |
| PP |
0.6677 |
0.6670 |
| S1 |
0.6675 |
0.6669 |
|