CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6607 |
0.6590 |
-0.0017 |
-0.3% |
0.6544 |
| High |
0.6607 |
0.6629 |
0.0023 |
0.3% |
0.6672 |
| Low |
0.6566 |
0.6574 |
0.0008 |
0.1% |
0.6475 |
| Close |
0.6585 |
0.6627 |
0.0042 |
0.6% |
0.6623 |
| Range |
0.0041 |
0.0056 |
0.0015 |
37.0% |
0.0197 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
92,935 |
84,993 |
-7,942 |
-8.5% |
705,855 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6757 |
0.6657 |
|
| R3 |
0.6721 |
0.6701 |
0.6642 |
|
| R2 |
0.6665 |
0.6665 |
0.6637 |
|
| R1 |
0.6646 |
0.6646 |
0.6632 |
0.6656 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6615 |
| S1 |
0.6590 |
0.6590 |
0.6621 |
0.6600 |
| S2 |
0.6554 |
0.6554 |
0.6616 |
|
| S3 |
0.6499 |
0.6535 |
0.6611 |
|
| S4 |
0.6443 |
0.6479 |
0.6596 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7181 |
0.7099 |
0.6731 |
|
| R3 |
0.6984 |
0.6902 |
0.6677 |
|
| R2 |
0.6787 |
0.6787 |
0.6659 |
|
| R1 |
0.6705 |
0.6705 |
0.6641 |
0.6746 |
| PP |
0.6590 |
0.6590 |
0.6590 |
0.6610 |
| S1 |
0.6508 |
0.6508 |
0.6604 |
0.6549 |
| S2 |
0.6393 |
0.6393 |
0.6586 |
|
| S3 |
0.6196 |
0.6311 |
0.6568 |
|
| S4 |
0.5999 |
0.6114 |
0.6514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6672 |
0.6566 |
0.0106 |
1.6% |
0.0057 |
0.9% |
57% |
False |
False |
111,048 |
| 10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0061 |
0.9% |
77% |
False |
False |
122,339 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0058 |
0.9% |
85% |
False |
False |
114,967 |
| 40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0056 |
0.8% |
85% |
False |
False |
105,010 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0052 |
0.8% |
81% |
False |
False |
74,929 |
| 80 |
0.6687 |
0.6373 |
0.0314 |
4.7% |
0.0051 |
0.8% |
81% |
False |
False |
56,243 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
48% |
False |
False |
45,014 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0051 |
0.8% |
48% |
False |
False |
37,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6865 |
|
2.618 |
0.6774 |
|
1.618 |
0.6719 |
|
1.000 |
0.6685 |
|
0.618 |
0.6663 |
|
HIGH |
0.6629 |
|
0.618 |
0.6608 |
|
0.500 |
0.6601 |
|
0.382 |
0.6595 |
|
LOW |
0.6574 |
|
0.618 |
0.6539 |
|
1.000 |
0.6518 |
|
1.618 |
0.6484 |
|
2.618 |
0.6428 |
|
4.250 |
0.6338 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6618 |
0.6621 |
| PP |
0.6610 |
0.6615 |
| S1 |
0.6601 |
0.6609 |
|