CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6478 |
0.6461 |
-0.0017 |
-0.3% |
0.6481 |
High |
0.6478 |
0.6461 |
-0.0017 |
-0.3% |
0.6481 |
Low |
0.6478 |
0.6461 |
-0.0017 |
-0.3% |
0.6354 |
Close |
0.6478 |
0.6461 |
-0.0017 |
-0.3% |
0.6450 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6461 |
0.6461 |
0.6461 |
|
R3 |
0.6461 |
0.6461 |
0.6461 |
|
R2 |
0.6461 |
0.6461 |
0.6461 |
|
R1 |
0.6461 |
0.6461 |
0.6461 |
0.6461 |
PP |
0.6461 |
0.6461 |
0.6461 |
0.6461 |
S1 |
0.6461 |
0.6461 |
0.6461 |
0.6461 |
S2 |
0.6461 |
0.6461 |
0.6461 |
|
S3 |
0.6461 |
0.6461 |
0.6461 |
|
S4 |
0.6461 |
0.6461 |
0.6461 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6808 |
0.6755 |
0.6519 |
|
R3 |
0.6681 |
0.6629 |
0.6484 |
|
R2 |
0.6555 |
0.6555 |
0.6473 |
|
R1 |
0.6502 |
0.6502 |
0.6461 |
0.6465 |
PP |
0.6428 |
0.6428 |
0.6428 |
0.6410 |
S1 |
0.6376 |
0.6376 |
0.6438 |
0.6339 |
S2 |
0.6302 |
0.6302 |
0.6426 |
|
S3 |
0.6175 |
0.6249 |
0.6415 |
|
S4 |
0.6049 |
0.6123 |
0.6380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6478 |
0.6406 |
0.0072 |
1.1% |
0.0019 |
0.3% |
76% |
False |
False |
2 |
10 |
0.6552 |
0.6354 |
0.0198 |
3.1% |
0.0027 |
0.4% |
54% |
False |
False |
4 |
20 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0021 |
0.3% |
52% |
False |
False |
4 |
40 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0017 |
0.3% |
52% |
False |
False |
2 |
60 |
0.6840 |
0.6354 |
0.0486 |
7.5% |
0.0012 |
0.2% |
22% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6461 |
2.618 |
0.6461 |
1.618 |
0.6461 |
1.000 |
0.6461 |
0.618 |
0.6461 |
HIGH |
0.6461 |
0.618 |
0.6461 |
0.500 |
0.6461 |
0.382 |
0.6461 |
LOW |
0.6461 |
0.618 |
0.6461 |
1.000 |
0.6461 |
1.618 |
0.6461 |
2.618 |
0.6461 |
4.250 |
0.6461 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6461 |
0.6455 |
PP |
0.6461 |
0.6449 |
S1 |
0.6461 |
0.6444 |
|