CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6799 |
0.6763 |
-0.0036 |
-0.5% |
0.6834 |
| High |
0.6799 |
0.6785 |
-0.0014 |
-0.2% |
0.6900 |
| Low |
0.6738 |
0.6731 |
-0.0007 |
-0.1% |
0.6812 |
| Close |
0.6760 |
0.6733 |
-0.0028 |
-0.4% |
0.6844 |
| Range |
0.0061 |
0.0054 |
-0.0007 |
-10.7% |
0.0089 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.3% |
0.0000 |
| Volume |
42 |
41 |
-1 |
-2.4% |
358 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6912 |
0.6876 |
0.6762 |
|
| R3 |
0.6858 |
0.6822 |
0.6747 |
|
| R2 |
0.6804 |
0.6804 |
0.6742 |
|
| R1 |
0.6768 |
0.6768 |
0.6737 |
0.6759 |
| PP |
0.6750 |
0.6750 |
0.6750 |
0.6745 |
| S1 |
0.6714 |
0.6714 |
0.6728 |
0.6705 |
| S2 |
0.6696 |
0.6696 |
0.6723 |
|
| S3 |
0.6642 |
0.6660 |
0.6718 |
|
| S4 |
0.6588 |
0.6606 |
0.6703 |
|
|
| 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 |
0.6731 |
0.0169 |
2.5% |
0.0060 |
0.9% |
1% |
False |
True |
101 |
| 10 |
0.6900 |
0.6731 |
0.0169 |
2.5% |
0.0049 |
0.7% |
1% |
False |
True |
89 |
| 20 |
0.6900 |
0.6565 |
0.0335 |
5.0% |
0.0054 |
0.8% |
50% |
False |
False |
92 |
| 40 |
0.6900 |
0.6388 |
0.0513 |
7.6% |
0.0041 |
0.6% |
67% |
False |
False |
64 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0034 |
0.5% |
70% |
False |
False |
45 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0031 |
0.5% |
70% |
False |
False |
35 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0028 |
0.4% |
70% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7015 |
|
2.618 |
0.6926 |
|
1.618 |
0.6872 |
|
1.000 |
0.6839 |
|
0.618 |
0.6818 |
|
HIGH |
0.6785 |
|
0.618 |
0.6764 |
|
0.500 |
0.6758 |
|
0.382 |
0.6752 |
|
LOW |
0.6731 |
|
0.618 |
0.6698 |
|
1.000 |
0.6677 |
|
1.618 |
0.6644 |
|
2.618 |
0.6590 |
|
4.250 |
0.6502 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6758 |
0.6798 |
| PP |
0.6750 |
0.6776 |
| S1 |
0.6741 |
0.6754 |
|