CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6423 |
0.6390 |
-0.0034 |
-0.5% |
0.6410 |
High |
0.6423 |
0.6400 |
-0.0024 |
-0.4% |
0.6478 |
Low |
0.6387 |
0.6345 |
-0.0042 |
-0.7% |
0.6362 |
Close |
0.6387 |
0.6376 |
-0.0012 |
-0.2% |
0.6351 |
Range |
0.0036 |
0.0055 |
0.0019 |
51.4% |
0.0116 |
ATR |
0.0038 |
0.0040 |
0.0001 |
3.0% |
0.0000 |
Volume |
11 |
12 |
1 |
9.1% |
21 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6537 |
0.6511 |
0.6405 |
|
R3 |
0.6482 |
0.6456 |
0.6390 |
|
R2 |
0.6428 |
0.6428 |
0.6385 |
|
R1 |
0.6402 |
0.6402 |
0.6380 |
0.6388 |
PP |
0.6373 |
0.6373 |
0.6373 |
0.6366 |
S1 |
0.6347 |
0.6347 |
0.6371 |
0.6333 |
S2 |
0.6319 |
0.6319 |
0.6366 |
|
S3 |
0.6264 |
0.6293 |
0.6361 |
|
S4 |
0.6210 |
0.6238 |
0.6346 |
|
|
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 |
0.6423 |
0.6345 |
0.0078 |
1.2% |
0.0027 |
0.4% |
39% |
False |
True |
5 |
10 |
0.6478 |
0.6345 |
0.0133 |
2.1% |
0.0032 |
0.5% |
23% |
False |
True |
4 |
20 |
0.6552 |
0.6345 |
0.0207 |
3.2% |
0.0027 |
0.4% |
15% |
False |
True |
4 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0021 |
0.3% |
14% |
False |
True |
3 |
60 |
0.6778 |
0.6345 |
0.0433 |
6.8% |
0.0016 |
0.3% |
7% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6631 |
2.618 |
0.6542 |
1.618 |
0.6488 |
1.000 |
0.6454 |
0.618 |
0.6433 |
HIGH |
0.6400 |
0.618 |
0.6379 |
0.500 |
0.6372 |
0.382 |
0.6366 |
LOW |
0.6345 |
0.618 |
0.6311 |
1.000 |
0.6291 |
1.618 |
0.6257 |
2.618 |
0.6202 |
4.250 |
0.6113 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6374 |
0.6384 |
PP |
0.6373 |
0.6381 |
S1 |
0.6372 |
0.6378 |
|