CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6484 |
0.6535 |
0.0051 |
0.8% |
0.6430 |
| High |
0.6550 |
0.6583 |
0.0033 |
0.5% |
0.6565 |
| Low |
0.6475 |
0.6525 |
0.0050 |
0.8% |
0.6425 |
| Close |
0.6542 |
0.6582 |
0.0040 |
0.6% |
0.6549 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.7% |
0.0140 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
| Volume |
145,951 |
126,684 |
-19,267 |
-13.2% |
512,078 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6737 |
0.6718 |
0.6614 |
|
| R3 |
0.6679 |
0.6660 |
0.6598 |
|
| R2 |
0.6621 |
0.6621 |
0.6593 |
|
| R1 |
0.6602 |
0.6602 |
0.6587 |
0.6611 |
| PP |
0.6563 |
0.6563 |
0.6563 |
0.6568 |
| S1 |
0.6544 |
0.6544 |
0.6577 |
0.6553 |
| S2 |
0.6505 |
0.6505 |
0.6571 |
|
| S3 |
0.6447 |
0.6486 |
0.6566 |
|
| S4 |
0.6389 |
0.6428 |
0.6550 |
|
|
| 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 |
0.6597 |
0.6475 |
0.0122 |
1.9% |
0.0064 |
1.0% |
88% |
False |
False |
133,629 |
| 10 |
0.6597 |
0.6373 |
0.0224 |
3.4% |
0.0058 |
0.9% |
94% |
False |
False |
118,879 |
| 20 |
0.6658 |
0.6373 |
0.0285 |
4.3% |
0.0060 |
0.9% |
73% |
False |
False |
116,355 |
| 40 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0055 |
0.8% |
67% |
False |
False |
97,881 |
| 60 |
0.6687 |
0.6373 |
0.0314 |
4.8% |
0.0051 |
0.8% |
67% |
False |
False |
65,691 |
| 80 |
0.6762 |
0.6373 |
0.0389 |
5.9% |
0.0051 |
0.8% |
54% |
False |
False |
49,309 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
40% |
False |
False |
39,467 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0049 |
0.7% |
40% |
False |
False |
32,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6829 |
|
2.618 |
0.6734 |
|
1.618 |
0.6676 |
|
1.000 |
0.6641 |
|
0.618 |
0.6618 |
|
HIGH |
0.6583 |
|
0.618 |
0.6560 |
|
0.500 |
0.6554 |
|
0.382 |
0.6547 |
|
LOW |
0.6525 |
|
0.618 |
0.6489 |
|
1.000 |
0.6467 |
|
1.618 |
0.6431 |
|
2.618 |
0.6373 |
|
4.250 |
0.6278 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6573 |
0.6564 |
| PP |
0.6563 |
0.6546 |
| S1 |
0.6554 |
0.6529 |
|