CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6634 |
0.6607 |
-0.0027 |
-0.4% |
0.6544 |
| High |
0.6652 |
0.6607 |
-0.0046 |
-0.7% |
0.6672 |
| Low |
0.6596 |
0.6566 |
-0.0030 |
-0.4% |
0.6475 |
| Close |
0.6602 |
0.6585 |
-0.0017 |
-0.3% |
0.6623 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.3% |
0.0197 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
123,836 |
91,840 |
-31,996 |
-25.8% |
705,855 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6686 |
0.6607 |
|
| R3 |
0.6667 |
0.6646 |
0.6596 |
|
| R2 |
0.6626 |
0.6626 |
0.6592 |
|
| R1 |
0.6605 |
0.6605 |
0.6588 |
0.6596 |
| PP |
0.6586 |
0.6586 |
0.6586 |
0.6581 |
| S1 |
0.6565 |
0.6565 |
0.6581 |
0.6555 |
| S2 |
0.6545 |
0.6545 |
0.6577 |
|
| S3 |
0.6505 |
0.6524 |
0.6573 |
|
| S4 |
0.6464 |
0.6484 |
0.6562 |
|
|
| 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 |
0.6525 |
0.0147 |
2.2% |
0.0057 |
0.9% |
41% |
False |
False |
119,167 |
| 10 |
0.6672 |
0.6475 |
0.0197 |
3.0% |
0.0060 |
0.9% |
56% |
False |
False |
124,026 |
| 20 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0057 |
0.9% |
71% |
False |
False |
116,806 |
| 40 |
0.6672 |
0.6373 |
0.0299 |
4.5% |
0.0055 |
0.8% |
71% |
False |
False |
106,754 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0053 |
0.8% |
67% |
False |
False |
73,500 |
| 80 |
0.6728 |
0.6373 |
0.0355 |
5.4% |
0.0052 |
0.8% |
60% |
False |
False |
55,171 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
40% |
False |
False |
44,156 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0050 |
0.8% |
40% |
False |
False |
36,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6779 |
|
2.618 |
0.6713 |
|
1.618 |
0.6672 |
|
1.000 |
0.6647 |
|
0.618 |
0.6632 |
|
HIGH |
0.6607 |
|
0.618 |
0.6591 |
|
0.500 |
0.6586 |
|
0.382 |
0.6581 |
|
LOW |
0.6566 |
|
0.618 |
0.6541 |
|
1.000 |
0.6526 |
|
1.618 |
0.6500 |
|
2.618 |
0.6460 |
|
4.250 |
0.6394 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6609 |
| PP |
0.6586 |
0.6601 |
| S1 |
0.6585 |
0.6593 |
|