CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6662 |
0.6661 |
-0.0001 |
0.0% |
0.6655 |
| High |
0.6687 |
0.6699 |
0.0012 |
0.2% |
0.6703 |
| Low |
0.6653 |
0.6634 |
-0.0020 |
-0.3% |
0.6634 |
| Close |
0.6662 |
0.6683 |
0.0021 |
0.3% |
0.6683 |
| Range |
0.0034 |
0.0065 |
0.0031 |
91.2% |
0.0070 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.4% |
0.0000 |
| Volume |
92,405 |
147,708 |
55,303 |
59.8% |
531,691 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6867 |
0.6840 |
0.6719 |
|
| R3 |
0.6802 |
0.6775 |
0.6701 |
|
| R2 |
0.6737 |
0.6737 |
0.6695 |
|
| R1 |
0.6710 |
0.6710 |
0.6689 |
0.6723 |
| PP |
0.6672 |
0.6672 |
0.6672 |
0.6678 |
| S1 |
0.6645 |
0.6645 |
0.6677 |
0.6658 |
| S2 |
0.6607 |
0.6607 |
0.6671 |
|
| S3 |
0.6542 |
0.6580 |
0.6665 |
|
| S4 |
0.6477 |
0.6515 |
0.6647 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6882 |
0.6852 |
0.6721 |
|
| R3 |
0.6812 |
0.6782 |
0.6702 |
|
| R2 |
0.6743 |
0.6743 |
0.6696 |
|
| R1 |
0.6713 |
0.6713 |
0.6689 |
0.6728 |
| PP |
0.6673 |
0.6673 |
0.6673 |
0.6681 |
| S1 |
0.6643 |
0.6643 |
0.6677 |
0.6658 |
| S2 |
0.6604 |
0.6604 |
0.6670 |
|
| S3 |
0.6534 |
0.6574 |
0.6664 |
|
| S4 |
0.6465 |
0.6504 |
0.6645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6703 |
0.6634 |
0.0070 |
1.0% |
0.0046 |
0.7% |
71% |
False |
True |
106,338 |
| 10 |
0.6703 |
0.6602 |
0.0102 |
1.5% |
0.0044 |
0.7% |
80% |
False |
False |
101,647 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0051 |
0.8% |
69% |
False |
False |
71,971 |
| 40 |
0.6731 |
0.6542 |
0.0190 |
2.8% |
0.0051 |
0.8% |
75% |
False |
False |
36,292 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
86% |
False |
False |
24,233 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0050 |
0.7% |
86% |
False |
False |
18,193 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0043 |
0.6% |
86% |
False |
False |
14,556 |
| 120 |
0.6759 |
0.6390 |
0.0369 |
5.5% |
0.0039 |
0.6% |
79% |
False |
False |
12,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6975 |
|
2.618 |
0.6869 |
|
1.618 |
0.6804 |
|
1.000 |
0.6764 |
|
0.618 |
0.6739 |
|
HIGH |
0.6699 |
|
0.618 |
0.6674 |
|
0.500 |
0.6666 |
|
0.382 |
0.6658 |
|
LOW |
0.6634 |
|
0.618 |
0.6593 |
|
1.000 |
0.6569 |
|
1.618 |
0.6528 |
|
2.618 |
0.6463 |
|
4.250 |
0.6357 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6677 |
0.6678 |
| PP |
0.6672 |
0.6673 |
| S1 |
0.6666 |
0.6668 |
|