CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 10-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6405 |
0.6398 |
-0.0007 |
-0.1% |
0.6529 |
High |
0.6405 |
0.6398 |
-0.0007 |
-0.1% |
0.6529 |
Low |
0.6405 |
0.6388 |
-0.0018 |
-0.3% |
0.6388 |
Close |
0.6405 |
0.6393 |
-0.0013 |
-0.2% |
0.6393 |
Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0142 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
0 |
9 |
9 |
|
34 |
|
Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6424 |
0.6419 |
0.6398 |
|
R3 |
0.6414 |
0.6408 |
0.6395 |
|
R2 |
0.6403 |
0.6403 |
0.6394 |
|
R1 |
0.6398 |
0.6398 |
0.6393 |
0.6395 |
PP |
0.6393 |
0.6393 |
0.6393 |
0.6391 |
S1 |
0.6387 |
0.6387 |
0.6392 |
0.6385 |
S2 |
0.6382 |
0.6382 |
0.6391 |
|
S3 |
0.6372 |
0.6377 |
0.6390 |
|
S4 |
0.6361 |
0.6366 |
0.6387 |
|
|
Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6861 |
0.6768 |
0.6470 |
|
R3 |
0.6719 |
0.6627 |
0.6431 |
|
R2 |
0.6578 |
0.6578 |
0.6418 |
|
R1 |
0.6485 |
0.6485 |
0.6405 |
0.6461 |
PP |
0.6436 |
0.6436 |
0.6436 |
0.6424 |
S1 |
0.6344 |
0.6344 |
0.6380 |
0.6319 |
S2 |
0.6295 |
0.6295 |
0.6367 |
|
S3 |
0.6153 |
0.6202 |
0.6354 |
|
S4 |
0.6012 |
0.6061 |
0.6315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6529 |
0.6388 |
0.0142 |
2.2% |
0.0010 |
0.1% |
4% |
False |
True |
6 |
10 |
0.6550 |
0.6382 |
0.0168 |
2.6% |
0.0014 |
0.2% |
6% |
False |
False |
13 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.2% |
0.0016 |
0.3% |
23% |
False |
False |
8 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0021 |
0.3% |
22% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
22% |
False |
False |
4 |
80 |
0.6840 |
0.6345 |
0.0495 |
7.7% |
0.0015 |
0.2% |
10% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6443 |
2.618 |
0.6425 |
1.618 |
0.6415 |
1.000 |
0.6409 |
0.618 |
0.6404 |
HIGH |
0.6398 |
0.618 |
0.6394 |
0.500 |
0.6393 |
0.382 |
0.6392 |
LOW |
0.6388 |
0.618 |
0.6381 |
1.000 |
0.6377 |
1.618 |
0.6371 |
2.618 |
0.6360 |
4.250 |
0.6343 |
|
|
Fisher Pivots for day following 10-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6393 |
0.6412 |
PP |
0.6393 |
0.6406 |
S1 |
0.6393 |
0.6399 |
|