CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6549 |
0.6532 |
-0.0017 |
-0.3% |
0.6530 |
| High |
0.6556 |
0.6554 |
-0.0002 |
0.0% |
0.6575 |
| Low |
0.6500 |
0.6495 |
-0.0005 |
-0.1% |
0.6500 |
| Close |
0.6533 |
0.6498 |
-0.0036 |
-0.5% |
0.6533 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0075 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.6% |
0.0000 |
| Volume |
105,058 |
75,246 |
-29,812 |
-28.4% |
304,021 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6693 |
0.6654 |
0.6530 |
|
| R3 |
0.6634 |
0.6595 |
0.6514 |
|
| R2 |
0.6575 |
0.6575 |
0.6508 |
|
| R1 |
0.6536 |
0.6536 |
0.6503 |
0.6526 |
| PP |
0.6516 |
0.6516 |
0.6516 |
0.6510 |
| S1 |
0.6477 |
0.6477 |
0.6492 |
0.6467 |
| S2 |
0.6457 |
0.6457 |
0.6487 |
|
| S3 |
0.6398 |
0.6418 |
0.6481 |
|
| S4 |
0.6339 |
0.6359 |
0.6465 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6722 |
0.6574 |
|
| R3 |
0.6686 |
0.6647 |
0.6554 |
|
| R2 |
0.6611 |
0.6611 |
0.6547 |
|
| R1 |
0.6572 |
0.6572 |
0.6540 |
0.6591 |
| PP |
0.6536 |
0.6536 |
0.6536 |
0.6545 |
| S1 |
0.6497 |
0.6497 |
0.6526 |
0.6516 |
| S2 |
0.6461 |
0.6461 |
0.6519 |
|
| S3 |
0.6386 |
0.6422 |
0.6512 |
|
| S4 |
0.6311 |
0.6347 |
0.6492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6575 |
0.6495 |
0.0080 |
1.2% |
0.0042 |
0.6% |
3% |
False |
True |
75,853 |
| 10 |
0.6651 |
0.6495 |
0.0156 |
2.4% |
0.0051 |
0.8% |
2% |
False |
True |
85,880 |
| 20 |
0.6687 |
0.6495 |
0.0192 |
2.9% |
0.0049 |
0.8% |
1% |
False |
True |
65,379 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0048 |
0.7% |
14% |
False |
False |
32,880 |
| 60 |
0.6785 |
0.6468 |
0.0318 |
4.9% |
0.0049 |
0.8% |
9% |
False |
False |
21,965 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.7% |
0.0050 |
0.8% |
7% |
False |
False |
16,496 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.9% |
0.0045 |
0.7% |
21% |
False |
False |
13,204 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0042 |
0.6% |
27% |
False |
False |
11,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6805 |
|
2.618 |
0.6708 |
|
1.618 |
0.6649 |
|
1.000 |
0.6613 |
|
0.618 |
0.6590 |
|
HIGH |
0.6554 |
|
0.618 |
0.6531 |
|
0.500 |
0.6525 |
|
0.382 |
0.6518 |
|
LOW |
0.6495 |
|
0.618 |
0.6459 |
|
1.000 |
0.6436 |
|
1.618 |
0.6400 |
|
2.618 |
0.6341 |
|
4.250 |
0.6244 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6525 |
0.6525 |
| PP |
0.6516 |
0.6516 |
| S1 |
0.6507 |
0.6507 |
|