CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6664 |
0.6680 |
0.0017 |
0.2% |
0.6643 |
| High |
0.6695 |
0.6694 |
-0.0001 |
0.0% |
0.6705 |
| Low |
0.6657 |
0.6665 |
0.0008 |
0.1% |
0.6618 |
| Close |
0.6689 |
0.6677 |
-0.0013 |
-0.2% |
0.6672 |
| Range |
0.0038 |
0.0030 |
-0.0008 |
-21.3% |
0.0087 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
47 |
43 |
-4 |
-8.5% |
221 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6767 |
0.6751 |
0.6693 |
|
| R3 |
0.6737 |
0.6722 |
0.6685 |
|
| R2 |
0.6708 |
0.6708 |
0.6682 |
|
| R1 |
0.6692 |
0.6692 |
0.6679 |
0.6685 |
| PP |
0.6678 |
0.6678 |
0.6678 |
0.6675 |
| S1 |
0.6663 |
0.6663 |
0.6674 |
0.6656 |
| S2 |
0.6649 |
0.6649 |
0.6671 |
|
| S3 |
0.6619 |
0.6633 |
0.6668 |
|
| S4 |
0.6590 |
0.6604 |
0.6660 |
|
|
| 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 |
0.6634 |
0.0071 |
1.1% |
0.0036 |
0.5% |
60% |
False |
False |
57 |
| 10 |
0.6721 |
0.6618 |
0.0103 |
1.5% |
0.0039 |
0.6% |
57% |
False |
False |
53 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0043 |
0.6% |
58% |
False |
False |
41 |
| 40 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0038 |
0.6% |
70% |
False |
False |
24 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0033 |
0.5% |
80% |
False |
False |
23 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
80% |
False |
False |
20 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
80% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6819 |
|
2.618 |
0.6771 |
|
1.618 |
0.6742 |
|
1.000 |
0.6724 |
|
0.618 |
0.6712 |
|
HIGH |
0.6694 |
|
0.618 |
0.6683 |
|
0.500 |
0.6679 |
|
0.382 |
0.6676 |
|
LOW |
0.6665 |
|
0.618 |
0.6646 |
|
1.000 |
0.6635 |
|
1.618 |
0.6617 |
|
2.618 |
0.6587 |
|
4.250 |
0.6539 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6679 |
0.6678 |
| PP |
0.6678 |
0.6677 |
| S1 |
0.6677 |
0.6677 |
|