CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6351 |
0.6381 |
0.0030 |
0.5% |
0.6410 |
High |
0.6386 |
0.6394 |
0.0009 |
0.1% |
0.6478 |
Low |
0.6362 |
0.6381 |
0.0020 |
0.3% |
0.6362 |
Close |
0.6351 |
0.6394 |
0.0043 |
0.7% |
0.6351 |
Range |
0.0024 |
0.0013 |
-0.0011 |
-45.8% |
0.0116 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.6% |
0.0000 |
Volume |
0 |
1 |
1 |
|
21 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6429 |
0.6424 |
0.6401 |
|
R3 |
0.6416 |
0.6411 |
0.6398 |
|
R2 |
0.6403 |
0.6403 |
0.6396 |
|
R1 |
0.6398 |
0.6398 |
0.6395 |
0.6401 |
PP |
0.6390 |
0.6390 |
0.6390 |
0.6391 |
S1 |
0.6385 |
0.6385 |
0.6393 |
0.6388 |
S2 |
0.6377 |
0.6377 |
0.6392 |
|
S3 |
0.6364 |
0.6372 |
0.6390 |
|
S4 |
0.6351 |
0.6359 |
0.6387 |
|
|
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% |
0.0029 |
0.4% |
28% |
False |
False |
4 |
10 |
0.6478 |
0.6354 |
0.0124 |
1.9% |
0.0026 |
0.4% |
32% |
False |
False |
4 |
20 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0027 |
0.4% |
20% |
False |
False |
5 |
40 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0019 |
0.3% |
20% |
False |
False |
2 |
60 |
0.6840 |
0.6354 |
0.0486 |
7.6% |
0.0015 |
0.2% |
8% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6449 |
2.618 |
0.6428 |
1.618 |
0.6415 |
1.000 |
0.6407 |
0.618 |
0.6402 |
HIGH |
0.6394 |
0.618 |
0.6389 |
0.500 |
0.6388 |
0.382 |
0.6386 |
LOW |
0.6381 |
0.618 |
0.6373 |
1.000 |
0.6368 |
1.618 |
0.6360 |
2.618 |
0.6347 |
4.250 |
0.6326 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6392 |
0.6417 |
PP |
0.6390 |
0.6409 |
S1 |
0.6388 |
0.6402 |
|