CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 09-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6437 |
0.6405 |
-0.0032 |
-0.5% |
0.6416 |
High |
0.6437 |
0.6405 |
-0.0032 |
-0.5% |
0.6550 |
Low |
0.6437 |
0.6405 |
-0.0032 |
-0.5% |
0.6382 |
Close |
0.6437 |
0.6405 |
-0.0032 |
-0.5% |
0.6556 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6405 |
0.6405 |
0.6405 |
|
R3 |
0.6405 |
0.6405 |
0.6405 |
|
R2 |
0.6405 |
0.6405 |
0.6405 |
|
R1 |
0.6405 |
0.6405 |
0.6405 |
0.6405 |
PP |
0.6405 |
0.6405 |
0.6405 |
0.6405 |
S1 |
0.6405 |
0.6405 |
0.6405 |
0.6405 |
S2 |
0.6405 |
0.6405 |
0.6405 |
|
S3 |
0.6405 |
0.6405 |
0.6405 |
|
S4 |
0.6405 |
0.6405 |
0.6405 |
|
|
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 |
0.6405 |
0.0145 |
2.3% |
0.0025 |
0.4% |
0% |
False |
True |
25 |
10 |
0.6550 |
0.6370 |
0.0180 |
2.8% |
0.0016 |
0.3% |
20% |
False |
False |
12 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.2% |
0.0017 |
0.3% |
29% |
False |
False |
8 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0022 |
0.3% |
28% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
28% |
False |
False |
4 |
80 |
0.6840 |
0.6345 |
0.0495 |
7.7% |
0.0015 |
0.2% |
12% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6405 |
2.618 |
0.6405 |
1.618 |
0.6405 |
1.000 |
0.6405 |
0.618 |
0.6405 |
HIGH |
0.6405 |
0.618 |
0.6405 |
0.500 |
0.6405 |
0.382 |
0.6405 |
LOW |
0.6405 |
0.618 |
0.6405 |
1.000 |
0.6405 |
1.618 |
0.6405 |
2.618 |
0.6405 |
4.250 |
0.6405 |
|
|
Fisher Pivots for day following 09-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6405 |
0.6454 |
PP |
0.6405 |
0.6437 |
S1 |
0.6405 |
0.6421 |
|