CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6609 |
-0.0091 |
-1.4% |
0.6686 |
| High |
0.6712 |
0.6639 |
-0.0074 |
-1.1% |
0.6726 |
| Low |
0.6614 |
0.6609 |
-0.0005 |
-0.1% |
0.6614 |
| Close |
0.6619 |
0.6639 |
0.0020 |
0.3% |
0.6619 |
| Range |
0.0099 |
0.0030 |
-0.0069 |
-70.1% |
0.0113 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
54 |
8 |
-46 |
-85.2% |
202 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6717 |
0.6707 |
0.6655 |
|
| R3 |
0.6688 |
0.6678 |
0.6647 |
|
| R2 |
0.6658 |
0.6658 |
0.6644 |
|
| R1 |
0.6648 |
0.6648 |
0.6641 |
0.6653 |
| PP |
0.6629 |
0.6629 |
0.6629 |
0.6631 |
| S1 |
0.6619 |
0.6619 |
0.6636 |
0.6624 |
| S2 |
0.6599 |
0.6599 |
0.6633 |
|
| S3 |
0.6570 |
0.6589 |
0.6630 |
|
| S4 |
0.6540 |
0.6560 |
0.6622 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6990 |
0.6917 |
0.6681 |
|
| R3 |
0.6878 |
0.6805 |
0.6650 |
|
| R2 |
0.6765 |
0.6765 |
0.6640 |
|
| R1 |
0.6692 |
0.6692 |
0.6629 |
0.6673 |
| PP |
0.6653 |
0.6653 |
0.6653 |
0.6643 |
| S1 |
0.6580 |
0.6580 |
0.6609 |
0.6560 |
| S2 |
0.6540 |
0.6540 |
0.6598 |
|
| S3 |
0.6428 |
0.6467 |
0.6588 |
|
| S4 |
0.6315 |
0.6355 |
0.6557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0049 |
0.7% |
25% |
False |
True |
37 |
| 10 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0047 |
0.7% |
25% |
False |
True |
29 |
| 20 |
0.6745 |
0.6609 |
0.0136 |
2.0% |
0.0041 |
0.6% |
22% |
False |
True |
20 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0033 |
0.5% |
69% |
False |
False |
13 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
69% |
False |
False |
15 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
69% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6764 |
|
2.618 |
0.6716 |
|
1.618 |
0.6686 |
|
1.000 |
0.6668 |
|
0.618 |
0.6657 |
|
HIGH |
0.6639 |
|
0.618 |
0.6627 |
|
0.500 |
0.6624 |
|
0.382 |
0.6620 |
|
LOW |
0.6609 |
|
0.618 |
0.6591 |
|
1.000 |
0.6580 |
|
1.618 |
0.6561 |
|
2.618 |
0.6532 |
|
4.250 |
0.6484 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6634 |
0.6661 |
| PP |
0.6629 |
0.6653 |
| S1 |
0.6624 |
0.6646 |
|