CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6416 |
0.6423 |
0.0007 |
0.1% |
0.6410 |
High |
0.6416 |
0.6423 |
0.0007 |
0.1% |
0.6478 |
Low |
0.6410 |
0.6387 |
-0.0023 |
-0.4% |
0.6362 |
Close |
0.6410 |
0.6387 |
-0.0023 |
-0.4% |
0.6351 |
Range |
0.0007 |
0.0036 |
0.0030 |
453.8% |
0.0116 |
ATR |
0.0039 |
0.0038 |
0.0000 |
-0.5% |
0.0000 |
Volume |
1 |
11 |
10 |
1,000.0% |
21 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6507 |
0.6483 |
0.6407 |
|
R3 |
0.6471 |
0.6447 |
0.6397 |
|
R2 |
0.6435 |
0.6435 |
0.6394 |
|
R1 |
0.6411 |
0.6411 |
0.6390 |
0.6405 |
PP |
0.6399 |
0.6399 |
0.6399 |
0.6396 |
S1 |
0.6375 |
0.6375 |
0.6384 |
0.6369 |
S2 |
0.6363 |
0.6363 |
0.6380 |
|
S3 |
0.6327 |
0.6339 |
0.6377 |
|
S4 |
0.6291 |
0.6303 |
0.6367 |
|
|
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 |
0.6472 |
0.6362 |
0.0110 |
1.7% |
0.0037 |
0.6% |
23% |
False |
False |
6 |
10 |
0.6478 |
0.6362 |
0.0116 |
1.8% |
0.0028 |
0.4% |
22% |
False |
False |
4 |
20 |
0.6552 |
0.6354 |
0.0198 |
3.1% |
0.0026 |
0.4% |
17% |
False |
False |
4 |
40 |
0.6559 |
0.6354 |
0.0205 |
3.2% |
0.0020 |
0.3% |
16% |
False |
False |
3 |
60 |
0.6840 |
0.6354 |
0.0486 |
7.6% |
0.0016 |
0.2% |
7% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6576 |
2.618 |
0.6517 |
1.618 |
0.6481 |
1.000 |
0.6459 |
0.618 |
0.6445 |
HIGH |
0.6423 |
0.618 |
0.6409 |
0.500 |
0.6405 |
0.382 |
0.6401 |
LOW |
0.6387 |
0.618 |
0.6365 |
1.000 |
0.6351 |
1.618 |
0.6329 |
2.618 |
0.6293 |
4.250 |
0.6234 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6405 |
0.6402 |
PP |
0.6399 |
0.6397 |
S1 |
0.6393 |
0.6392 |
|