CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6472 |
0.6351 |
-0.0121 |
-1.9% |
0.6410 |
High |
0.6472 |
0.6386 |
-0.0086 |
-1.3% |
0.6478 |
Low |
0.6366 |
0.6362 |
-0.0004 |
-0.1% |
0.6362 |
Close |
0.6366 |
0.6351 |
-0.0015 |
-0.2% |
0.6351 |
Range |
0.0106 |
0.0024 |
-0.0082 |
-77.4% |
0.0116 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
20 |
0 |
-20 |
-100.0% |
21 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6438 |
0.6419 |
0.6364 |
|
R3 |
0.6414 |
0.6395 |
0.6358 |
|
R2 |
0.6390 |
0.6390 |
0.6355 |
|
R1 |
0.6371 |
0.6371 |
0.6353 |
0.6363 |
PP |
0.6366 |
0.6366 |
0.6366 |
0.6362 |
S1 |
0.6347 |
0.6347 |
0.6349 |
0.6339 |
S2 |
0.6342 |
0.6342 |
0.6347 |
|
S3 |
0.6318 |
0.6323 |
0.6344 |
|
S4 |
0.6294 |
0.6299 |
0.6338 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6745 |
0.6664 |
0.6415 |
|
R3 |
0.6629 |
0.6548 |
0.6383 |
|
R2 |
0.6513 |
0.6513 |
0.6372 |
|
R1 |
0.6432 |
0.6432 |
0.6362 |
0.6414 |
PP |
0.6397 |
0.6397 |
0.6397 |
0.6388 |
S1 |
0.6316 |
0.6316 |
0.6340 |
0.6298 |
S2 |
0.6281 |
0.6281 |
0.6330 |
|
S3 |
0.6165 |
0.6200 |
0.6319 |
|
S4 |
0.6049 |
0.6084 |
0.6287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6478 |
0.6362 |
0.0116 |
1.8% |
0.0037 |
0.6% |
-9% |
False |
True |
4 |
10 |
0.6481 |
0.6354 |
0.0127 |
2.0% |
0.0031 |
0.5% |
-2% |
False |
False |
6 |
20 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0027 |
0.4% |
-1% |
False |
False |
5 |
40 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0019 |
0.3% |
-1% |
False |
False |
2 |
60 |
0.6840 |
0.6354 |
0.0486 |
7.7% |
0.0015 |
0.2% |
-1% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6488 |
2.618 |
0.6448 |
1.618 |
0.6424 |
1.000 |
0.6410 |
0.618 |
0.6400 |
HIGH |
0.6386 |
0.618 |
0.6376 |
0.500 |
0.6374 |
0.382 |
0.6371 |
LOW |
0.6362 |
0.618 |
0.6347 |
1.000 |
0.6338 |
1.618 |
0.6323 |
2.618 |
0.6299 |
4.250 |
0.6260 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6374 |
0.6417 |
PP |
0.6366 |
0.6395 |
S1 |
0.6359 |
0.6373 |
|