CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 02-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6418 |
0.6461 |
0.0043 |
0.7% |
0.6362 |
High |
0.6418 |
0.6470 |
0.0052 |
0.8% |
0.6404 |
Low |
0.6418 |
0.6461 |
0.0043 |
0.7% |
0.6353 |
Close |
0.6418 |
0.6470 |
0.0052 |
0.8% |
0.6377 |
Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0052 |
ATR |
0.0036 |
0.0037 |
0.0001 |
3.3% |
0.0000 |
Volume |
0 |
3 |
3 |
|
6 |
|
Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6495 |
0.6492 |
0.6475 |
|
R3 |
0.6486 |
0.6483 |
0.6473 |
|
R2 |
0.6476 |
0.6476 |
0.6472 |
|
R1 |
0.6473 |
0.6473 |
0.6471 |
0.6475 |
PP |
0.6467 |
0.6467 |
0.6467 |
0.6468 |
S1 |
0.6464 |
0.6464 |
0.6469 |
0.6465 |
S2 |
0.6457 |
0.6457 |
0.6468 |
|
S3 |
0.6448 |
0.6454 |
0.6467 |
|
S4 |
0.6438 |
0.6445 |
0.6465 |
|
|
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 |
0.6470 |
0.6370 |
0.0101 |
1.6% |
0.0007 |
0.1% |
100% |
True |
False |
|
10 |
0.6470 |
0.6349 |
0.0122 |
1.9% |
0.0008 |
0.1% |
100% |
True |
False |
1 |
20 |
0.6478 |
0.6345 |
0.0133 |
2.0% |
0.0020 |
0.3% |
94% |
False |
False |
2 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0020 |
0.3% |
59% |
False |
False |
3 |
60 |
0.6596 |
0.6345 |
0.0251 |
3.9% |
0.0017 |
0.3% |
50% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6510 |
2.618 |
0.6495 |
1.618 |
0.6485 |
1.000 |
0.6480 |
0.618 |
0.6476 |
HIGH |
0.6470 |
0.618 |
0.6466 |
0.500 |
0.6465 |
0.382 |
0.6464 |
LOW |
0.6461 |
0.618 |
0.6455 |
1.000 |
0.6451 |
1.618 |
0.6445 |
2.618 |
0.6436 |
4.250 |
0.6420 |
|
|
Fisher Pivots for day following 02-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6468 |
0.6455 |
PP |
0.6467 |
0.6441 |
S1 |
0.6465 |
0.6426 |
|