CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6461 |
0.6472 |
0.0011 |
0.2% |
0.6481 |
High |
0.6461 |
0.6472 |
0.0011 |
0.2% |
0.6481 |
Low |
0.6461 |
0.6366 |
-0.0095 |
-1.5% |
0.6354 |
Close |
0.6461 |
0.6366 |
-0.0095 |
-1.5% |
0.6450 |
Range |
0.0000 |
0.0106 |
0.0106 |
|
0.0127 |
ATR |
0.0036 |
0.0041 |
0.0005 |
14.0% |
0.0000 |
Volume |
0 |
20 |
20 |
|
42 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6719 |
0.6648 |
0.6424 |
|
R3 |
0.6613 |
0.6542 |
0.6395 |
|
R2 |
0.6507 |
0.6507 |
0.6385 |
|
R1 |
0.6436 |
0.6436 |
0.6375 |
0.6419 |
PP |
0.6401 |
0.6401 |
0.6401 |
0.6392 |
S1 |
0.6330 |
0.6330 |
0.6356 |
0.6313 |
S2 |
0.6295 |
0.6295 |
0.6346 |
|
S3 |
0.6189 |
0.6224 |
0.6336 |
|
S4 |
0.6083 |
0.6118 |
0.6307 |
|
|
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 |
0.6366 |
0.0112 |
1.8% |
0.0037 |
0.6% |
0% |
False |
True |
4 |
10 |
0.6552 |
0.6354 |
0.0198 |
3.1% |
0.0035 |
0.5% |
6% |
False |
False |
6 |
20 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0026 |
0.4% |
6% |
False |
False |
5 |
40 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0019 |
0.3% |
6% |
False |
False |
2 |
60 |
0.6840 |
0.6354 |
0.0486 |
7.6% |
0.0014 |
0.2% |
2% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6922 |
2.618 |
0.6749 |
1.618 |
0.6643 |
1.000 |
0.6578 |
0.618 |
0.6537 |
HIGH |
0.6472 |
0.618 |
0.6431 |
0.500 |
0.6419 |
0.382 |
0.6406 |
LOW |
0.6366 |
0.618 |
0.6300 |
1.000 |
0.6260 |
1.618 |
0.6194 |
2.618 |
0.6088 |
4.250 |
0.5915 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6419 |
0.6422 |
PP |
0.6401 |
0.6403 |
S1 |
0.6383 |
0.6384 |
|