CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6476 |
0.6457 |
-0.0019 |
-0.3% |
0.6590 |
| High |
0.6505 |
0.6457 |
-0.0049 |
-0.7% |
0.6658 |
| Low |
0.6449 |
0.6401 |
-0.0048 |
-0.7% |
0.6468 |
| Close |
0.6454 |
0.6425 |
-0.0029 |
-0.4% |
0.6469 |
| Range |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0190 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
117,756 |
120,939 |
3,183 |
2.7% |
604,069 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6594 |
0.6565 |
0.6455 |
|
| R3 |
0.6538 |
0.6509 |
0.6440 |
|
| R2 |
0.6483 |
0.6483 |
0.6435 |
|
| R1 |
0.6454 |
0.6454 |
0.6430 |
0.6441 |
| PP |
0.6427 |
0.6427 |
0.6427 |
0.6421 |
| S1 |
0.6398 |
0.6398 |
0.6419 |
0.6385 |
| S2 |
0.6372 |
0.6372 |
0.6414 |
|
| S3 |
0.6316 |
0.6343 |
0.6409 |
|
| S4 |
0.6261 |
0.6287 |
0.6394 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7100 |
0.6974 |
0.6573 |
|
| R3 |
0.6911 |
0.6785 |
0.6521 |
|
| R2 |
0.6721 |
0.6721 |
0.6504 |
|
| R1 |
0.6595 |
0.6595 |
0.6486 |
0.6563 |
| PP |
0.6532 |
0.6532 |
0.6532 |
0.6516 |
| S1 |
0.6406 |
0.6406 |
0.6452 |
0.6374 |
| S2 |
0.6342 |
0.6342 |
0.6434 |
|
| S3 |
0.6153 |
0.6216 |
0.6417 |
|
| S4 |
0.5963 |
0.6027 |
0.6365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6645 |
0.6401 |
0.0244 |
3.8% |
0.0076 |
1.2% |
10% |
False |
True |
136,089 |
| 10 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0064 |
1.0% |
9% |
False |
True |
116,458 |
| 20 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0059 |
0.9% |
9% |
False |
True |
103,113 |
| 40 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0051 |
0.8% |
8% |
False |
True |
64,072 |
| 60 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0050 |
0.8% |
8% |
False |
True |
42,773 |
| 80 |
0.6900 |
0.6401 |
0.0499 |
7.8% |
0.0051 |
0.8% |
5% |
False |
True |
32,108 |
| 100 |
0.6900 |
0.6401 |
0.0499 |
7.8% |
0.0050 |
0.8% |
5% |
False |
True |
25,702 |
| 120 |
0.6900 |
0.6353 |
0.0548 |
8.5% |
0.0044 |
0.7% |
13% |
False |
False |
21,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6692 |
|
2.618 |
0.6602 |
|
1.618 |
0.6546 |
|
1.000 |
0.6512 |
|
0.618 |
0.6491 |
|
HIGH |
0.6457 |
|
0.618 |
0.6435 |
|
0.500 |
0.6429 |
|
0.382 |
0.6422 |
|
LOW |
0.6401 |
|
0.618 |
0.6367 |
|
1.000 |
0.6346 |
|
1.618 |
0.6311 |
|
2.618 |
0.6256 |
|
4.250 |
0.6165 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6429 |
0.6478 |
| PP |
0.6427 |
0.6460 |
| S1 |
0.6426 |
0.6442 |
|