CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6636 |
0.6614 |
-0.0022 |
-0.3% |
0.6581 |
| High |
0.6642 |
0.6618 |
-0.0024 |
-0.4% |
0.6706 |
| Low |
0.6592 |
0.6586 |
-0.0006 |
-0.1% |
0.6578 |
| Close |
0.6614 |
0.6589 |
-0.0025 |
-0.4% |
0.6614 |
| Range |
0.0050 |
0.0032 |
-0.0018 |
-36.4% |
0.0129 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
24,045 |
1,108 |
-22,937 |
-95.4% |
668,640 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6692 |
0.6672 |
0.6606 |
|
| R3 |
0.6661 |
0.6641 |
0.6598 |
|
| R2 |
0.6629 |
0.6629 |
0.6595 |
|
| R1 |
0.6609 |
0.6609 |
0.6592 |
0.6603 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6595 |
| S1 |
0.6578 |
0.6578 |
0.6586 |
0.6572 |
| S2 |
0.6566 |
0.6566 |
0.6583 |
|
| S3 |
0.6535 |
0.6546 |
0.6580 |
|
| S4 |
0.6503 |
0.6515 |
0.6572 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6944 |
0.6684 |
|
| R3 |
0.6889 |
0.6816 |
0.6649 |
|
| R2 |
0.6761 |
0.6761 |
0.6637 |
|
| R1 |
0.6687 |
0.6687 |
0.6625 |
0.6724 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6651 |
| S1 |
0.6559 |
0.6559 |
0.6602 |
0.6596 |
| S2 |
0.6504 |
0.6504 |
0.6590 |
|
| S3 |
0.6375 |
0.6430 |
0.6578 |
|
| S4 |
0.6247 |
0.6302 |
0.6543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6706 |
0.6586 |
0.0120 |
1.8% |
0.0053 |
0.8% |
3% |
False |
True |
114,270 |
| 10 |
0.6706 |
0.6578 |
0.0129 |
2.0% |
0.0056 |
0.8% |
9% |
False |
False |
112,447 |
| 20 |
0.6715 |
0.6578 |
0.0138 |
2.1% |
0.0055 |
0.8% |
8% |
False |
False |
104,110 |
| 40 |
0.6721 |
0.6425 |
0.0296 |
4.5% |
0.0055 |
0.8% |
55% |
False |
False |
107,591 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0055 |
0.8% |
62% |
False |
False |
105,893 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0053 |
0.8% |
62% |
False |
False |
89,780 |
| 100 |
0.6721 |
0.6373 |
0.0348 |
5.3% |
0.0052 |
0.8% |
62% |
False |
False |
71,873 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
8.0% |
0.0052 |
0.8% |
41% |
False |
False |
59,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6751 |
|
2.618 |
0.6700 |
|
1.618 |
0.6668 |
|
1.000 |
0.6649 |
|
0.618 |
0.6637 |
|
HIGH |
0.6618 |
|
0.618 |
0.6605 |
|
0.500 |
0.6602 |
|
0.382 |
0.6598 |
|
LOW |
0.6586 |
|
0.618 |
0.6567 |
|
1.000 |
0.6555 |
|
1.618 |
0.6535 |
|
2.618 |
0.6504 |
|
4.250 |
0.6452 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6631 |
| PP |
0.6598 |
0.6617 |
| S1 |
0.6593 |
0.6603 |
|