CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6471 |
0.6529 |
0.0058 |
0.9% |
0.6416 |
High |
0.6550 |
0.6529 |
-0.0021 |
-0.3% |
0.6550 |
Low |
0.6463 |
0.6529 |
0.0066 |
1.0% |
0.6382 |
Close |
0.6556 |
0.6529 |
-0.0027 |
-0.4% |
0.6556 |
Range |
0.0087 |
0.0000 |
-0.0087 |
-100.0% |
0.0168 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
100 |
0 |
-100 |
-100.0% |
103 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6529 |
0.6529 |
0.6529 |
|
R3 |
0.6529 |
0.6529 |
0.6529 |
|
R2 |
0.6529 |
0.6529 |
0.6529 |
|
R1 |
0.6529 |
0.6529 |
0.6529 |
0.6529 |
PP |
0.6529 |
0.6529 |
0.6529 |
0.6529 |
S1 |
0.6529 |
0.6529 |
0.6529 |
0.6529 |
S2 |
0.6529 |
0.6529 |
0.6529 |
|
S3 |
0.6529 |
0.6529 |
0.6529 |
|
S4 |
0.6529 |
0.6529 |
0.6529 |
|
|
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% |
88% |
False |
False |
20 |
10 |
0.6550 |
0.6353 |
0.0197 |
3.0% |
0.0012 |
0.2% |
90% |
False |
False |
10 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.1% |
0.0020 |
0.3% |
90% |
False |
False |
7 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
86% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
86% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6529 |
2.618 |
0.6529 |
1.618 |
0.6529 |
1.000 |
0.6529 |
0.618 |
0.6529 |
HIGH |
0.6529 |
0.618 |
0.6529 |
0.500 |
0.6529 |
0.382 |
0.6529 |
LOW |
0.6529 |
0.618 |
0.6529 |
1.000 |
0.6529 |
1.618 |
0.6529 |
2.618 |
0.6529 |
4.250 |
0.6529 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6529 |
0.6521 |
PP |
0.6529 |
0.6513 |
S1 |
0.6529 |
0.6505 |
|