CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6360 |
0.6362 |
0.0002 |
0.0% |
0.6381 |
High |
0.6360 |
0.6391 |
0.0031 |
0.5% |
0.6423 |
Low |
0.6349 |
0.6362 |
0.0013 |
0.2% |
0.6345 |
Close |
0.6362 |
0.6391 |
0.0029 |
0.5% |
0.6362 |
Range |
0.0012 |
0.0030 |
0.0018 |
156.5% |
0.0078 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
1 |
6 |
5 |
500.0% |
26 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6470 |
0.6460 |
0.6407 |
|
R3 |
0.6440 |
0.6430 |
0.6399 |
|
R2 |
0.6411 |
0.6411 |
0.6396 |
|
R1 |
0.6401 |
0.6401 |
0.6394 |
0.6406 |
PP |
0.6381 |
0.6381 |
0.6381 |
0.6384 |
S1 |
0.6371 |
0.6371 |
0.6388 |
0.6376 |
S2 |
0.6352 |
0.6352 |
0.6386 |
|
S3 |
0.6322 |
0.6342 |
0.6383 |
|
S4 |
0.6293 |
0.6312 |
0.6375 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6611 |
0.6564 |
0.6405 |
|
R3 |
0.6533 |
0.6486 |
0.6383 |
|
R2 |
0.6455 |
0.6455 |
0.6376 |
|
R1 |
0.6408 |
0.6408 |
0.6369 |
0.6393 |
PP |
0.6377 |
0.6377 |
0.6377 |
0.6369 |
S1 |
0.6330 |
0.6330 |
0.6355 |
0.6315 |
S2 |
0.6299 |
0.6299 |
0.6348 |
|
S3 |
0.6221 |
0.6252 |
0.6341 |
|
S4 |
0.6143 |
0.6174 |
0.6319 |
|
|
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% |
0.0028 |
0.4% |
59% |
False |
False |
6 |
10 |
0.6478 |
0.6345 |
0.0133 |
2.1% |
0.0028 |
0.4% |
35% |
False |
False |
5 |
20 |
0.6552 |
0.6345 |
0.0207 |
3.2% |
0.0029 |
0.5% |
22% |
False |
False |
4 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
22% |
False |
False |
3 |
60 |
0.6778 |
0.6345 |
0.0433 |
6.8% |
0.0017 |
0.3% |
11% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6516 |
2.618 |
0.6468 |
1.618 |
0.6439 |
1.000 |
0.6421 |
0.618 |
0.6409 |
HIGH |
0.6391 |
0.618 |
0.6380 |
0.500 |
0.6376 |
0.382 |
0.6373 |
LOW |
0.6362 |
0.618 |
0.6343 |
1.000 |
0.6332 |
1.618 |
0.6314 |
2.618 |
0.6284 |
4.250 |
0.6236 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6386 |
0.6385 |
PP |
0.6381 |
0.6379 |
S1 |
0.6376 |
0.6372 |
|