CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6416 |
0.6382 |
-0.0034 |
-0.5% |
0.6362 |
High |
0.6416 |
0.6382 |
-0.0034 |
-0.5% |
0.6404 |
Low |
0.6416 |
0.6382 |
-0.0034 |
-0.5% |
0.6353 |
Close |
0.6416 |
0.6382 |
-0.0034 |
-0.5% |
0.6377 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6382 |
0.6382 |
0.6382 |
|
R3 |
0.6382 |
0.6382 |
0.6382 |
|
R2 |
0.6382 |
0.6382 |
0.6382 |
|
R1 |
0.6382 |
0.6382 |
0.6382 |
0.6382 |
PP |
0.6382 |
0.6382 |
0.6382 |
0.6382 |
S1 |
0.6382 |
0.6382 |
0.6382 |
0.6382 |
S2 |
0.6382 |
0.6382 |
0.6382 |
|
S3 |
0.6382 |
0.6382 |
0.6382 |
|
S4 |
0.6382 |
0.6382 |
0.6382 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6532 |
0.6506 |
0.6405 |
|
R3 |
0.6481 |
0.6454 |
0.6391 |
|
R2 |
0.6429 |
0.6429 |
0.6386 |
|
R1 |
0.6403 |
0.6403 |
0.6381 |
0.6416 |
PP |
0.6378 |
0.6378 |
0.6378 |
0.6384 |
S1 |
0.6351 |
0.6351 |
0.6372 |
0.6365 |
S2 |
0.6326 |
0.6326 |
0.6367 |
|
S3 |
0.6275 |
0.6300 |
0.6362 |
|
S4 |
0.6223 |
0.6248 |
0.6348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6416 |
0.6353 |
0.0064 |
1.0% |
0.0006 |
0.1% |
46% |
False |
False |
|
10 |
0.6423 |
0.6345 |
0.0078 |
1.2% |
0.0016 |
0.2% |
47% |
False |
False |
3 |
20 |
0.6478 |
0.6345 |
0.0133 |
2.1% |
0.0021 |
0.3% |
28% |
False |
False |
3 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0019 |
0.3% |
17% |
False |
False |
3 |
60 |
0.6598 |
0.6345 |
0.0253 |
4.0% |
0.0017 |
0.3% |
15% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6382 |
2.618 |
0.6382 |
1.618 |
0.6382 |
1.000 |
0.6382 |
0.618 |
0.6382 |
HIGH |
0.6382 |
0.618 |
0.6382 |
0.500 |
0.6382 |
0.382 |
0.6382 |
LOW |
0.6382 |
0.618 |
0.6382 |
1.000 |
0.6382 |
1.618 |
0.6382 |
2.618 |
0.6382 |
4.250 |
0.6382 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6382 |
0.6393 |
PP |
0.6382 |
0.6389 |
S1 |
0.6382 |
0.6386 |
|