CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6611 |
0.6615 |
0.0004 |
0.1% |
0.6617 |
| High |
0.6636 |
0.6635 |
-0.0002 |
0.0% |
0.6652 |
| Low |
0.6593 |
0.6586 |
-0.0007 |
-0.1% |
0.6566 |
| Close |
0.6616 |
0.6631 |
0.0015 |
0.2% |
0.6613 |
| Range |
0.0043 |
0.0049 |
0.0006 |
12.8% |
0.0086 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
75,146 |
97,114 |
21,968 |
29.2% |
486,641 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6763 |
0.6745 |
0.6657 |
|
| R3 |
0.6714 |
0.6697 |
0.6644 |
|
| R2 |
0.6666 |
0.6666 |
0.6639 |
|
| R1 |
0.6648 |
0.6648 |
0.6635 |
0.6657 |
| PP |
0.6617 |
0.6617 |
0.6617 |
0.6621 |
| S1 |
0.6600 |
0.6600 |
0.6626 |
0.6608 |
| S2 |
0.6569 |
0.6569 |
0.6622 |
|
| S3 |
0.6520 |
0.6551 |
0.6617 |
|
| S4 |
0.6472 |
0.6503 |
0.6604 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6827 |
0.6660 |
|
| R3 |
0.6782 |
0.6741 |
0.6637 |
|
| R2 |
0.6696 |
0.6696 |
0.6629 |
|
| R1 |
0.6655 |
0.6655 |
0.6621 |
0.6633 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6599 |
| S1 |
0.6569 |
0.6569 |
0.6605 |
0.6547 |
| S2 |
0.6524 |
0.6524 |
0.6597 |
|
| S3 |
0.6438 |
0.6483 |
0.6589 |
|
| S4 |
0.6352 |
0.6397 |
0.6566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6636 |
0.6566 |
0.0070 |
1.1% |
0.0043 |
0.6% |
92% |
False |
False |
87,963 |
| 10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0054 |
0.8% |
79% |
False |
False |
108,976 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0054 |
0.8% |
86% |
False |
False |
109,717 |
| 40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0056 |
0.8% |
86% |
False |
False |
106,415 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0052 |
0.8% |
82% |
False |
False |
79,287 |
| 80 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0051 |
0.8% |
82% |
False |
False |
59,509 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0051 |
0.8% |
49% |
False |
False |
47,630 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0051 |
0.8% |
49% |
False |
False |
39,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6841 |
|
2.618 |
0.6761 |
|
1.618 |
0.6713 |
|
1.000 |
0.6683 |
|
0.618 |
0.6664 |
|
HIGH |
0.6635 |
|
0.618 |
0.6616 |
|
0.500 |
0.6610 |
|
0.382 |
0.6605 |
|
LOW |
0.6586 |
|
0.618 |
0.6556 |
|
1.000 |
0.6538 |
|
1.618 |
0.6508 |
|
2.618 |
0.6459 |
|
4.250 |
0.6380 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6624 |
0.6624 |
| PP |
0.6617 |
0.6618 |
| S1 |
0.6610 |
0.6611 |
|