CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6532 |
0.6577 |
0.0045 |
0.7% |
0.6530 |
| High |
0.6584 |
0.6633 |
0.0049 |
0.7% |
0.6575 |
| Low |
0.6518 |
0.6577 |
0.0060 |
0.9% |
0.6500 |
| Close |
0.6582 |
0.6614 |
0.0032 |
0.5% |
0.6533 |
| Range |
0.0067 |
0.0056 |
-0.0011 |
-15.8% |
0.0075 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.9% |
0.0000 |
| Volume |
97,496 |
117,179 |
19,683 |
20.2% |
304,021 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6751 |
0.6644 |
|
| R3 |
0.6720 |
0.6695 |
0.6629 |
|
| R2 |
0.6664 |
0.6664 |
0.6624 |
|
| R1 |
0.6639 |
0.6639 |
0.6619 |
0.6651 |
| PP |
0.6608 |
0.6608 |
0.6608 |
0.6614 |
| S1 |
0.6583 |
0.6583 |
0.6608 |
0.6595 |
| S2 |
0.6552 |
0.6552 |
0.6603 |
|
| S3 |
0.6496 |
0.6527 |
0.6598 |
|
| S4 |
0.6440 |
0.6471 |
0.6583 |
|
|
| 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 |
0.6633 |
0.6495 |
0.0138 |
2.1% |
0.0056 |
0.8% |
86% |
True |
False |
96,065 |
| 10 |
0.6651 |
0.6495 |
0.0156 |
2.4% |
0.0051 |
0.8% |
76% |
False |
False |
90,971 |
| 20 |
0.6687 |
0.6495 |
0.0192 |
2.9% |
0.0050 |
0.8% |
62% |
False |
False |
79,406 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0047 |
0.7% |
67% |
False |
False |
40,359 |
| 60 |
0.6762 |
0.6468 |
0.0295 |
4.5% |
0.0048 |
0.7% |
50% |
False |
False |
26,961 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0050 |
0.8% |
34% |
False |
False |
20,244 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.7% |
0.0047 |
0.7% |
44% |
False |
False |
16,204 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0042 |
0.6% |
48% |
False |
False |
13,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6871 |
|
2.618 |
0.6780 |
|
1.618 |
0.6724 |
|
1.000 |
0.6689 |
|
0.618 |
0.6668 |
|
HIGH |
0.6633 |
|
0.618 |
0.6612 |
|
0.500 |
0.6605 |
|
0.382 |
0.6598 |
|
LOW |
0.6577 |
|
0.618 |
0.6542 |
|
1.000 |
0.6521 |
|
1.618 |
0.6486 |
|
2.618 |
0.6430 |
|
4.250 |
0.6339 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6611 |
0.6597 |
| PP |
0.6608 |
0.6581 |
| S1 |
0.6605 |
0.6565 |
|