CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6664 |
-0.0023 |
-0.3% |
0.6609 |
| High |
0.6704 |
0.6667 |
-0.0037 |
-0.6% |
0.6721 |
| Low |
0.6666 |
0.6624 |
-0.0043 |
-0.6% |
0.6609 |
| Close |
0.6669 |
0.6645 |
-0.0024 |
-0.4% |
0.6645 |
| Range |
0.0038 |
0.0043 |
0.0006 |
14.7% |
0.0112 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.1% |
0.0000 |
| Volume |
11 |
19 |
8 |
72.7% |
230 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6774 |
0.6753 |
0.6669 |
|
| R3 |
0.6731 |
0.6710 |
0.6657 |
|
| R2 |
0.6688 |
0.6688 |
0.6653 |
|
| R1 |
0.6667 |
0.6667 |
0.6649 |
0.6656 |
| PP |
0.6645 |
0.6645 |
0.6645 |
0.6640 |
| S1 |
0.6624 |
0.6624 |
0.6641 |
0.6613 |
| S2 |
0.6602 |
0.6602 |
0.6637 |
|
| S3 |
0.6559 |
0.6581 |
0.6633 |
|
| S4 |
0.6516 |
0.6538 |
0.6621 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6930 |
0.6706 |
|
| R3 |
0.6881 |
0.6819 |
0.6676 |
|
| R2 |
0.6770 |
0.6770 |
0.6665 |
|
| R1 |
0.6707 |
0.6707 |
0.6655 |
0.6739 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6674 |
| S1 |
0.6596 |
0.6596 |
0.6635 |
0.6627 |
| S2 |
0.6547 |
0.6547 |
0.6625 |
|
| S3 |
0.6435 |
0.6484 |
0.6614 |
|
| S4 |
0.6324 |
0.6373 |
0.6584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6721 |
0.6609 |
0.0112 |
1.7% |
0.0043 |
0.6% |
32% |
False |
False |
46 |
| 10 |
0.6726 |
0.6609 |
0.0117 |
1.8% |
0.0048 |
0.7% |
31% |
False |
False |
43 |
| 20 |
0.6733 |
0.6609 |
0.0124 |
1.9% |
0.0044 |
0.7% |
29% |
False |
False |
28 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0036 |
0.5% |
71% |
False |
False |
18 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0031 |
0.5% |
71% |
False |
False |
19 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0026 |
0.4% |
71% |
False |
False |
16 |
| 100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0023 |
0.3% |
71% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6849 |
|
2.618 |
0.6779 |
|
1.618 |
0.6736 |
|
1.000 |
0.6710 |
|
0.618 |
0.6693 |
|
HIGH |
0.6667 |
|
0.618 |
0.6650 |
|
0.500 |
0.6645 |
|
0.382 |
0.6640 |
|
LOW |
0.6624 |
|
0.618 |
0.6597 |
|
1.000 |
0.6581 |
|
1.618 |
0.6554 |
|
2.618 |
0.6511 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6645 |
0.6672 |
| PP |
0.6645 |
0.6663 |
| S1 |
0.6645 |
0.6654 |
|