CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6404 |
0.6353 |
-0.0052 |
-0.8% |
0.6381 |
High |
0.6404 |
0.6353 |
-0.0052 |
-0.8% |
0.6423 |
Low |
0.6404 |
0.6353 |
-0.0052 |
-0.8% |
0.6345 |
Close |
0.6404 |
0.6353 |
-0.0052 |
-0.8% |
0.6362 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0037 |
0.0001 |
3.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6353 |
0.6353 |
0.6353 |
|
R3 |
0.6353 |
0.6353 |
0.6353 |
|
R2 |
0.6353 |
0.6353 |
0.6353 |
|
R1 |
0.6353 |
0.6353 |
0.6353 |
0.6353 |
PP |
0.6353 |
0.6353 |
0.6353 |
0.6353 |
S1 |
0.6353 |
0.6353 |
0.6353 |
0.6353 |
S2 |
0.6353 |
0.6353 |
0.6353 |
|
S3 |
0.6353 |
0.6353 |
0.6353 |
|
S4 |
0.6353 |
0.6353 |
0.6353 |
|
|
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 |
0.6404 |
0.6345 |
0.0059 |
0.9% |
0.0019 |
0.3% |
13% |
False |
False |
3 |
10 |
0.6472 |
0.6345 |
0.0127 |
2.0% |
0.0028 |
0.4% |
6% |
False |
False |
5 |
20 |
0.6552 |
0.6345 |
0.0207 |
3.3% |
0.0027 |
0.4% |
4% |
False |
False |
4 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.4% |
0.0022 |
0.3% |
4% |
False |
False |
3 |
60 |
0.6633 |
0.6345 |
0.0288 |
4.5% |
0.0016 |
0.3% |
3% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6353 |
2.618 |
0.6353 |
1.618 |
0.6353 |
1.000 |
0.6353 |
0.618 |
0.6353 |
HIGH |
0.6353 |
0.618 |
0.6353 |
0.500 |
0.6353 |
0.382 |
0.6353 |
LOW |
0.6353 |
0.618 |
0.6353 |
1.000 |
0.6353 |
1.618 |
0.6353 |
2.618 |
0.6353 |
4.250 |
0.6353 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6353 |
0.6378 |
PP |
0.6353 |
0.6370 |
S1 |
0.6353 |
0.6361 |
|