CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 03-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6461 |
0.6471 |
0.0011 |
0.2% |
0.6416 |
High |
0.6470 |
0.6550 |
0.0080 |
1.2% |
0.6550 |
Low |
0.6461 |
0.6463 |
0.0003 |
0.0% |
0.6382 |
Close |
0.6470 |
0.6556 |
0.0086 |
1.3% |
0.6556 |
Range |
0.0010 |
0.0087 |
0.0077 |
810.5% |
0.0168 |
ATR |
0.0037 |
0.0040 |
0.0004 |
9.7% |
0.0000 |
Volume |
3 |
100 |
97 |
3,233.3% |
103 |
|
Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6782 |
0.6755 |
0.6603 |
|
R3 |
0.6696 |
0.6669 |
0.6579 |
|
R2 |
0.6609 |
0.6609 |
0.6571 |
|
R1 |
0.6582 |
0.6582 |
0.6563 |
0.6596 |
PP |
0.6523 |
0.6523 |
0.6523 |
0.6529 |
S1 |
0.6496 |
0.6496 |
0.6548 |
0.6509 |
S2 |
0.6436 |
0.6436 |
0.6540 |
|
S3 |
0.6350 |
0.6409 |
0.6532 |
|
S4 |
0.6263 |
0.6323 |
0.6508 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6998 |
0.6944 |
0.6648 |
|
R3 |
0.6831 |
0.6777 |
0.6602 |
|
R2 |
0.6663 |
0.6663 |
0.6586 |
|
R1 |
0.6609 |
0.6609 |
0.6571 |
0.6636 |
PP |
0.6496 |
0.6496 |
0.6496 |
0.6509 |
S1 |
0.6442 |
0.6442 |
0.6540 |
0.6469 |
S2 |
0.6328 |
0.6328 |
0.6525 |
|
S3 |
0.6161 |
0.6274 |
0.6509 |
|
S4 |
0.5993 |
0.6107 |
0.6463 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6550 |
0.6382 |
0.0168 |
2.6% |
0.0019 |
0.3% |
104% |
True |
False |
20 |
10 |
0.6550 |
0.6353 |
0.0197 |
3.0% |
0.0015 |
0.2% |
103% |
True |
False |
10 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.1% |
0.0023 |
0.4% |
103% |
True |
False |
7 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
99% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
99% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6917 |
2.618 |
0.6776 |
1.618 |
0.6689 |
1.000 |
0.6636 |
0.618 |
0.6603 |
HIGH |
0.6550 |
0.618 |
0.6516 |
0.500 |
0.6506 |
0.382 |
0.6496 |
LOW |
0.6463 |
0.618 |
0.6410 |
1.000 |
0.6377 |
1.618 |
0.6323 |
2.618 |
0.6237 |
4.250 |
0.6095 |
|
|
Fisher Pivots for day following 03-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6539 |
0.6532 |
PP |
0.6523 |
0.6508 |
S1 |
0.6506 |
0.6484 |
|