CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6670 |
0.6673 |
0.0003 |
0.0% |
0.6664 |
| High |
0.6697 |
0.6707 |
0.0010 |
0.1% |
0.6711 |
| Low |
0.6665 |
0.6645 |
-0.0021 |
-0.3% |
0.6645 |
| Close |
0.6674 |
0.6694 |
0.0021 |
0.3% |
0.6694 |
| Range |
0.0032 |
0.0062 |
0.0031 |
96.8% |
0.0066 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
3.8% |
0.0000 |
| Volume |
177 |
32 |
-145 |
-81.9% |
396 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6843 |
0.6728 |
|
| R3 |
0.6806 |
0.6781 |
0.6711 |
|
| R2 |
0.6744 |
0.6744 |
0.6705 |
|
| R1 |
0.6719 |
0.6719 |
0.6700 |
0.6731 |
| PP |
0.6682 |
0.6682 |
0.6682 |
0.6688 |
| S1 |
0.6657 |
0.6657 |
0.6688 |
0.6669 |
| S2 |
0.6620 |
0.6620 |
0.6683 |
|
| S3 |
0.6558 |
0.6595 |
0.6677 |
|
| S4 |
0.6496 |
0.6533 |
0.6660 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6881 |
0.6854 |
0.6730 |
|
| R3 |
0.6815 |
0.6788 |
0.6712 |
|
| R2 |
0.6749 |
0.6749 |
0.6706 |
|
| R1 |
0.6722 |
0.6722 |
0.6700 |
0.6735 |
| PP |
0.6683 |
0.6683 |
0.6683 |
0.6690 |
| S1 |
0.6656 |
0.6656 |
0.6688 |
0.6669 |
| S2 |
0.6617 |
0.6617 |
0.6682 |
|
| S3 |
0.6551 |
0.6590 |
0.6676 |
|
| S4 |
0.6485 |
0.6524 |
0.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6711 |
0.6645 |
0.0066 |
1.0% |
0.0041 |
0.6% |
75% |
False |
True |
79 |
| 10 |
0.6711 |
0.6618 |
0.0093 |
1.4% |
0.0039 |
0.6% |
82% |
False |
False |
63 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.7% |
0.0044 |
0.7% |
73% |
False |
False |
53 |
| 40 |
0.6745 |
0.6577 |
0.0168 |
2.5% |
0.0038 |
0.6% |
70% |
False |
False |
31 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0035 |
0.5% |
85% |
False |
False |
25 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0029 |
0.4% |
85% |
False |
False |
23 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
85% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6970 |
|
2.618 |
0.6869 |
|
1.618 |
0.6807 |
|
1.000 |
0.6769 |
|
0.618 |
0.6745 |
|
HIGH |
0.6707 |
|
0.618 |
0.6683 |
|
0.500 |
0.6676 |
|
0.382 |
0.6668 |
|
LOW |
0.6645 |
|
0.618 |
0.6606 |
|
1.000 |
0.6583 |
|
1.618 |
0.6544 |
|
2.618 |
0.6482 |
|
4.250 |
0.6381 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6688 |
0.6689 |
| PP |
0.6682 |
0.6683 |
| S1 |
0.6676 |
0.6678 |
|