CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 13-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6398 |
0.6410 |
0.0012 |
0.2% |
0.6529 |
High |
0.6398 |
0.6418 |
0.0020 |
0.3% |
0.6529 |
Low |
0.6388 |
0.6410 |
0.0023 |
0.4% |
0.6388 |
Close |
0.6393 |
0.6418 |
0.0025 |
0.4% |
0.6393 |
Range |
0.0011 |
0.0008 |
-0.0003 |
-28.6% |
0.0142 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
9 |
1 |
-8 |
-88.9% |
34 |
|
Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6438 |
0.6435 |
0.6422 |
|
R3 |
0.6430 |
0.6428 |
0.6420 |
|
R2 |
0.6423 |
0.6423 |
0.6419 |
|
R1 |
0.6420 |
0.6420 |
0.6418 |
0.6421 |
PP |
0.6415 |
0.6415 |
0.6415 |
0.6416 |
S1 |
0.6413 |
0.6413 |
0.6417 |
0.6414 |
S2 |
0.6408 |
0.6408 |
0.6416 |
|
S3 |
0.6400 |
0.6405 |
0.6415 |
|
S4 |
0.6393 |
0.6398 |
0.6413 |
|
|
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 |
0.6502 |
0.6388 |
0.0115 |
1.8% |
0.0011 |
0.2% |
26% |
False |
False |
7 |
10 |
0.6550 |
0.6382 |
0.0168 |
2.6% |
0.0015 |
0.2% |
21% |
False |
False |
13 |
20 |
0.6550 |
0.6345 |
0.0205 |
3.2% |
0.0016 |
0.2% |
35% |
False |
False |
8 |
40 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0021 |
0.3% |
34% |
False |
False |
6 |
60 |
0.6559 |
0.6345 |
0.0214 |
3.3% |
0.0018 |
0.3% |
34% |
False |
False |
4 |
80 |
0.6840 |
0.6345 |
0.0495 |
7.7% |
0.0015 |
0.2% |
15% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6449 |
2.618 |
0.6437 |
1.618 |
0.6430 |
1.000 |
0.6425 |
0.618 |
0.6422 |
HIGH |
0.6418 |
0.618 |
0.6415 |
0.500 |
0.6414 |
0.382 |
0.6413 |
LOW |
0.6410 |
0.618 |
0.6405 |
1.000 |
0.6403 |
1.618 |
0.6398 |
2.618 |
0.6390 |
4.250 |
0.6378 |
|
|
Fisher Pivots for day following 13-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6416 |
0.6413 |
PP |
0.6415 |
0.6408 |
S1 |
0.6414 |
0.6403 |
|