CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6868 |
0.6841 |
-0.0027 |
-0.4% |
0.6834 |
| High |
0.6875 |
0.6865 |
-0.0010 |
-0.1% |
0.6900 |
| Low |
0.6812 |
0.6789 |
-0.0023 |
-0.3% |
0.6812 |
| Close |
0.6844 |
0.6791 |
-0.0054 |
-0.8% |
0.6844 |
| Range |
0.0063 |
0.0076 |
0.0013 |
20.6% |
0.0089 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.9% |
0.0000 |
| Volume |
131 |
101 |
-30 |
-22.9% |
358 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7043 |
0.6993 |
0.6832 |
|
| R3 |
0.6967 |
0.6917 |
0.6811 |
|
| R2 |
0.6891 |
0.6891 |
0.6804 |
|
| R1 |
0.6841 |
0.6841 |
0.6797 |
0.6828 |
| PP |
0.6815 |
0.6815 |
0.6815 |
0.6808 |
| S1 |
0.6765 |
0.6765 |
0.6784 |
0.6752 |
| S2 |
0.6739 |
0.6739 |
0.6777 |
|
| S3 |
0.6663 |
0.6689 |
0.6770 |
|
| S4 |
0.6587 |
0.6613 |
0.6749 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7117 |
0.7069 |
0.6893 |
|
| R3 |
0.7029 |
0.6981 |
0.6868 |
|
| R2 |
0.6940 |
0.6940 |
0.6860 |
|
| R1 |
0.6892 |
0.6892 |
0.6852 |
0.6916 |
| PP |
0.6852 |
0.6852 |
0.6852 |
0.6864 |
| S1 |
0.6804 |
0.6804 |
0.6836 |
0.6828 |
| S2 |
0.6763 |
0.6763 |
0.6828 |
|
| S3 |
0.6675 |
0.6715 |
0.6820 |
|
| S4 |
0.6586 |
0.6627 |
0.6795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6900 |
0.6789 |
0.0112 |
1.6% |
0.0047 |
0.7% |
2% |
False |
True |
91 |
| 10 |
0.6900 |
0.6725 |
0.0175 |
2.6% |
0.0049 |
0.7% |
37% |
False |
False |
108 |
| 20 |
0.6900 |
0.6565 |
0.0335 |
4.9% |
0.0054 |
0.8% |
67% |
False |
False |
95 |
| 40 |
0.6900 |
0.6388 |
0.0513 |
7.5% |
0.0041 |
0.6% |
79% |
False |
False |
64 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0034 |
0.5% |
80% |
False |
False |
43 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0030 |
0.4% |
80% |
False |
False |
34 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0026 |
0.4% |
80% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7188 |
|
2.618 |
0.7063 |
|
1.618 |
0.6987 |
|
1.000 |
0.6941 |
|
0.618 |
0.6911 |
|
HIGH |
0.6865 |
|
0.618 |
0.6835 |
|
0.500 |
0.6827 |
|
0.382 |
0.6818 |
|
LOW |
0.6789 |
|
0.618 |
0.6742 |
|
1.000 |
0.6713 |
|
1.618 |
0.6666 |
|
2.618 |
0.6590 |
|
4.250 |
0.6466 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6827 |
0.6844 |
| PP |
0.6815 |
0.6826 |
| S1 |
0.6803 |
0.6808 |
|