CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6596 |
0.6590 |
-0.0006 |
-0.1% |
0.6410 |
High |
0.6612 |
0.6590 |
-0.0022 |
-0.3% |
0.6548 |
Low |
0.6587 |
0.6561 |
-0.0026 |
-0.4% |
0.6410 |
Close |
0.6593 |
0.6576 |
-0.0018 |
-0.3% |
0.6546 |
Range |
0.0025 |
0.0029 |
0.0005 |
18.4% |
0.0138 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
21 |
13 |
-8 |
-38.1% |
18 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6663 |
0.6648 |
0.6591 |
|
R3 |
0.6634 |
0.6619 |
0.6583 |
|
R2 |
0.6605 |
0.6605 |
0.6581 |
|
R1 |
0.6590 |
0.6590 |
0.6578 |
0.6583 |
PP |
0.6576 |
0.6576 |
0.6576 |
0.6572 |
S1 |
0.6561 |
0.6561 |
0.6573 |
0.6554 |
S2 |
0.6547 |
0.6547 |
0.6570 |
|
S3 |
0.6518 |
0.6532 |
0.6568 |
|
S4 |
0.6489 |
0.6503 |
0.6560 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6915 |
0.6869 |
0.6622 |
|
R3 |
0.6777 |
0.6731 |
0.6584 |
|
R2 |
0.6639 |
0.6639 |
0.6571 |
|
R1 |
0.6593 |
0.6593 |
0.6559 |
0.6616 |
PP |
0.6501 |
0.6501 |
0.6501 |
0.6513 |
S1 |
0.6455 |
0.6455 |
0.6533 |
0.6478 |
S2 |
0.6363 |
0.6363 |
0.6521 |
|
S3 |
0.6225 |
0.6317 |
0.6508 |
|
S4 |
0.6087 |
0.6179 |
0.6470 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6612 |
0.6491 |
0.0121 |
1.8% |
0.0032 |
0.5% |
70% |
False |
False |
27 |
10 |
0.6612 |
0.6388 |
0.0224 |
3.4% |
0.0022 |
0.3% |
84% |
False |
False |
15 |
20 |
0.6612 |
0.6370 |
0.0242 |
3.7% |
0.0019 |
0.3% |
85% |
False |
False |
14 |
40 |
0.6612 |
0.6345 |
0.0267 |
4.1% |
0.0023 |
0.4% |
86% |
False |
False |
9 |
60 |
0.6612 |
0.6345 |
0.0267 |
4.1% |
0.0021 |
0.3% |
86% |
False |
False |
7 |
80 |
0.6633 |
0.6345 |
0.0288 |
4.4% |
0.0017 |
0.3% |
80% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6713 |
2.618 |
0.6666 |
1.618 |
0.6637 |
1.000 |
0.6619 |
0.618 |
0.6608 |
HIGH |
0.6590 |
0.618 |
0.6579 |
0.500 |
0.6576 |
0.382 |
0.6572 |
LOW |
0.6561 |
0.618 |
0.6543 |
1.000 |
0.6532 |
1.618 |
0.6514 |
2.618 |
0.6485 |
4.250 |
0.6438 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6576 |
0.6586 |
PP |
0.6576 |
0.6583 |
S1 |
0.6576 |
0.6579 |
|