CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6414 |
0.6446 |
0.0033 |
0.5% |
0.6590 |
| High |
0.6458 |
0.6467 |
0.0010 |
0.1% |
0.6658 |
| Low |
0.6412 |
0.6428 |
0.0016 |
0.2% |
0.6468 |
| Close |
0.6448 |
0.6431 |
-0.0017 |
-0.3% |
0.6469 |
| Range |
0.0046 |
0.0040 |
-0.0007 |
-14.1% |
0.0190 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
111,598 |
76,811 |
-34,787 |
-31.2% |
604,069 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6560 |
0.6535 |
0.6452 |
|
| R3 |
0.6521 |
0.6495 |
0.6441 |
|
| R2 |
0.6481 |
0.6481 |
0.6438 |
|
| R1 |
0.6456 |
0.6456 |
0.6434 |
0.6449 |
| PP |
0.6442 |
0.6442 |
0.6442 |
0.6438 |
| S1 |
0.6416 |
0.6416 |
0.6427 |
0.6409 |
| S2 |
0.6402 |
0.6402 |
0.6423 |
|
| S3 |
0.6363 |
0.6377 |
0.6420 |
|
| S4 |
0.6323 |
0.6337 |
0.6409 |
|
|
| 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 |
0.6556 |
0.6401 |
0.0155 |
2.4% |
0.0057 |
0.9% |
19% |
False |
False |
111,062 |
| 10 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0061 |
0.9% |
12% |
False |
False |
113,832 |
| 20 |
0.6658 |
0.6401 |
0.0257 |
4.0% |
0.0056 |
0.9% |
12% |
False |
False |
102,401 |
| 40 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0051 |
0.8% |
10% |
False |
False |
68,752 |
| 60 |
0.6687 |
0.6401 |
0.0286 |
4.4% |
0.0050 |
0.8% |
10% |
False |
False |
45,911 |
| 80 |
0.6900 |
0.6401 |
0.0499 |
7.8% |
0.0051 |
0.8% |
6% |
False |
False |
34,460 |
| 100 |
0.6900 |
0.6401 |
0.0499 |
7.8% |
0.0050 |
0.8% |
6% |
False |
False |
27,585 |
| 120 |
0.6900 |
0.6370 |
0.0531 |
8.2% |
0.0045 |
0.7% |
11% |
False |
False |
22,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6635 |
|
2.618 |
0.6570 |
|
1.618 |
0.6531 |
|
1.000 |
0.6507 |
|
0.618 |
0.6491 |
|
HIGH |
0.6467 |
|
0.618 |
0.6452 |
|
0.500 |
0.6447 |
|
0.382 |
0.6443 |
|
LOW |
0.6428 |
|
0.618 |
0.6403 |
|
1.000 |
0.6388 |
|
1.618 |
0.6364 |
|
2.618 |
0.6324 |
|
4.250 |
0.6260 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6447 |
0.6434 |
| PP |
0.6442 |
0.6433 |
| S1 |
0.6436 |
0.6432 |
|