CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6505 |
0.6529 |
0.0024 |
0.4% |
0.6430 |
| High |
0.6550 |
0.6565 |
0.0015 |
0.2% |
0.6565 |
| Low |
0.6496 |
0.6527 |
0.0032 |
0.5% |
0.6425 |
| Close |
0.6524 |
0.6549 |
0.0025 |
0.4% |
0.6549 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-31.2% |
0.0140 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
102,957 |
118,644 |
15,687 |
15.2% |
510,196 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6659 |
0.6642 |
0.6570 |
|
| R3 |
0.6622 |
0.6604 |
0.6559 |
|
| R2 |
0.6584 |
0.6584 |
0.6556 |
|
| R1 |
0.6567 |
0.6567 |
0.6552 |
0.6576 |
| PP |
0.6547 |
0.6547 |
0.6547 |
0.6551 |
| S1 |
0.6529 |
0.6529 |
0.6546 |
0.6538 |
| S2 |
0.6509 |
0.6509 |
0.6542 |
|
| S3 |
0.6472 |
0.6492 |
0.6539 |
|
| S4 |
0.6434 |
0.6454 |
0.6528 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6931 |
0.6880 |
0.6626 |
|
| R3 |
0.6792 |
0.6740 |
0.6587 |
|
| R2 |
0.6652 |
0.6652 |
0.6575 |
|
| R1 |
0.6601 |
0.6601 |
0.6562 |
0.6627 |
| PP |
0.6513 |
0.6513 |
0.6513 |
0.6526 |
| S1 |
0.6461 |
0.6461 |
0.6536 |
0.6487 |
| S2 |
0.6373 |
0.6373 |
0.6523 |
|
| S3 |
0.6234 |
0.6322 |
0.6511 |
|
| S4 |
0.6094 |
0.6182 |
0.6472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6565 |
0.6425 |
0.0140 |
2.1% |
0.0046 |
0.7% |
89% |
True |
False |
102,039 |
| 10 |
0.6565 |
0.6373 |
0.0192 |
2.9% |
0.0050 |
0.8% |
92% |
True |
False |
106,639 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.3% |
0.0057 |
0.9% |
62% |
False |
False |
107,644 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0053 |
0.8% |
56% |
False |
False |
84,654 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
56% |
False |
False |
56,555 |
| 80 |
0.6799 |
0.6373 |
0.0426 |
6.5% |
0.0051 |
0.8% |
41% |
False |
False |
42,444 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
33% |
False |
False |
33,974 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0047 |
0.7% |
33% |
False |
False |
28,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6724 |
|
2.618 |
0.6663 |
|
1.618 |
0.6625 |
|
1.000 |
0.6602 |
|
0.618 |
0.6588 |
|
HIGH |
0.6565 |
|
0.618 |
0.6550 |
|
0.500 |
0.6546 |
|
0.382 |
0.6541 |
|
LOW |
0.6527 |
|
0.618 |
0.6504 |
|
1.000 |
0.6490 |
|
1.618 |
0.6466 |
|
2.618 |
0.6429 |
|
4.250 |
0.6368 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6548 |
0.6542 |
| PP |
0.6547 |
0.6536 |
| S1 |
0.6546 |
0.6529 |
|