CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6703 |
0.0031 |
0.5% |
0.6664 |
| High |
0.6707 |
0.6712 |
0.0006 |
0.1% |
0.6711 |
| Low |
0.6645 |
0.6670 |
0.0026 |
0.4% |
0.6645 |
| Close |
0.6694 |
0.6675 |
-0.0020 |
-0.3% |
0.6694 |
| Range |
0.0062 |
0.0042 |
-0.0020 |
-32.3% |
0.0066 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0000 |
| Volume |
32 |
232 |
200 |
625.0% |
396 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6812 |
0.6785 |
0.6698 |
|
| R3 |
0.6770 |
0.6743 |
0.6686 |
|
| R2 |
0.6728 |
0.6728 |
0.6682 |
|
| R1 |
0.6701 |
0.6701 |
0.6678 |
0.6693 |
| PP |
0.6686 |
0.6686 |
0.6686 |
0.6682 |
| S1 |
0.6659 |
0.6659 |
0.6671 |
0.6651 |
| S2 |
0.6644 |
0.6644 |
0.6667 |
|
| S3 |
0.6602 |
0.6617 |
0.6663 |
|
| S4 |
0.6560 |
0.6575 |
0.6651 |
|
|
| 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 |
0.6712 |
0.6645 |
0.0068 |
1.0% |
0.0042 |
0.6% |
44% |
True |
False |
116 |
| 10 |
0.6712 |
0.6618 |
0.0094 |
1.4% |
0.0039 |
0.6% |
60% |
True |
False |
84 |
| 20 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0044 |
0.7% |
56% |
False |
False |
64 |
| 40 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0038 |
0.6% |
52% |
False |
False |
37 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0036 |
0.5% |
79% |
False |
False |
29 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0030 |
0.4% |
79% |
False |
False |
26 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
79% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6891 |
|
2.618 |
0.6822 |
|
1.618 |
0.6780 |
|
1.000 |
0.6754 |
|
0.618 |
0.6738 |
|
HIGH |
0.6712 |
|
0.618 |
0.6696 |
|
0.500 |
0.6691 |
|
0.382 |
0.6686 |
|
LOW |
0.6670 |
|
0.618 |
0.6644 |
|
1.000 |
0.6628 |
|
1.618 |
0.6602 |
|
2.618 |
0.6560 |
|
4.250 |
0.6492 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6691 |
0.6678 |
| PP |
0.6686 |
0.6677 |
| S1 |
0.6680 |
0.6676 |
|