CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6691 |
0.6664 |
-0.0027 |
-0.4% |
0.6643 |
| High |
0.6698 |
0.6695 |
-0.0004 |
-0.1% |
0.6705 |
| Low |
0.6662 |
0.6657 |
-0.0005 |
-0.1% |
0.6618 |
| Close |
0.6672 |
0.6689 |
0.0017 |
0.3% |
0.6672 |
| Range |
0.0036 |
0.0038 |
0.0002 |
4.2% |
0.0087 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
34 |
47 |
13 |
38.2% |
221 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6793 |
0.6778 |
0.6710 |
|
| R3 |
0.6755 |
0.6741 |
0.6699 |
|
| R2 |
0.6718 |
0.6718 |
0.6696 |
|
| R1 |
0.6703 |
0.6703 |
0.6692 |
0.6711 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6684 |
| S1 |
0.6666 |
0.6666 |
0.6686 |
0.6673 |
| S2 |
0.6643 |
0.6643 |
0.6682 |
|
| S3 |
0.6605 |
0.6628 |
0.6679 |
|
| S4 |
0.6568 |
0.6591 |
0.6668 |
|
|
| 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% |
0.0036 |
0.5% |
82% |
False |
False |
53 |
| 10 |
0.6721 |
0.6609 |
0.0112 |
1.7% |
0.0039 |
0.6% |
72% |
False |
False |
49 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.7% |
0.0043 |
0.6% |
68% |
False |
False |
39 |
| 40 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0037 |
0.6% |
75% |
False |
False |
24 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0033 |
0.5% |
84% |
False |
False |
23 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
84% |
False |
False |
19 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
84% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6854 |
|
2.618 |
0.6793 |
|
1.618 |
0.6755 |
|
1.000 |
0.6732 |
|
0.618 |
0.6718 |
|
HIGH |
0.6695 |
|
0.618 |
0.6680 |
|
0.500 |
0.6676 |
|
0.382 |
0.6671 |
|
LOW |
0.6657 |
|
0.618 |
0.6634 |
|
1.000 |
0.6620 |
|
1.618 |
0.6596 |
|
2.618 |
0.6559 |
|
4.250 |
0.6498 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6685 |
0.6686 |
| PP |
0.6680 |
0.6684 |
| S1 |
0.6676 |
0.6681 |
|