CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6763 |
0.6742 |
-0.0022 |
-0.3% |
0.6841 |
| High |
0.6785 |
0.6776 |
-0.0010 |
-0.1% |
0.6865 |
| Low |
0.6731 |
0.6683 |
-0.0048 |
-0.7% |
0.6683 |
| Close |
0.6733 |
0.6742 |
0.0010 |
0.1% |
0.6742 |
| Range |
0.0054 |
0.0093 |
0.0039 |
71.3% |
0.0182 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.6% |
0.0000 |
| Volume |
41 |
151 |
110 |
268.3% |
335 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6969 |
0.6793 |
|
| R3 |
0.6919 |
0.6877 |
0.6767 |
|
| R2 |
0.6826 |
0.6826 |
0.6759 |
|
| R1 |
0.6784 |
0.6784 |
0.6750 |
0.6805 |
| PP |
0.6734 |
0.6734 |
0.6734 |
0.6744 |
| S1 |
0.6692 |
0.6692 |
0.6734 |
0.6713 |
| S2 |
0.6641 |
0.6641 |
0.6725 |
|
| S3 |
0.6549 |
0.6599 |
0.6717 |
|
| S4 |
0.6456 |
0.6507 |
0.6691 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7206 |
0.6842 |
|
| R3 |
0.7126 |
0.7025 |
0.6792 |
|
| R2 |
0.6945 |
0.6945 |
0.6775 |
|
| R1 |
0.6843 |
0.6843 |
0.6759 |
0.6803 |
| PP |
0.6763 |
0.6763 |
0.6763 |
0.6743 |
| S1 |
0.6662 |
0.6662 |
0.6725 |
0.6622 |
| S2 |
0.6582 |
0.6582 |
0.6709 |
|
| S3 |
0.6400 |
0.6480 |
0.6692 |
|
| S4 |
0.6219 |
0.6299 |
0.6642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6875 |
0.6683 |
0.0192 |
2.8% |
0.0069 |
1.0% |
31% |
False |
True |
93 |
| 10 |
0.6900 |
0.6683 |
0.0217 |
3.2% |
0.0055 |
0.8% |
27% |
False |
True |
96 |
| 20 |
0.6900 |
0.6565 |
0.0335 |
5.0% |
0.0056 |
0.8% |
53% |
False |
False |
93 |
| 40 |
0.6900 |
0.6388 |
0.0513 |
7.6% |
0.0043 |
0.6% |
69% |
False |
False |
67 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0036 |
0.5% |
72% |
False |
False |
47 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0033 |
0.5% |
72% |
False |
False |
37 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0028 |
0.4% |
72% |
False |
False |
29 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0024 |
0.4% |
72% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7169 |
|
2.618 |
0.7018 |
|
1.618 |
0.6925 |
|
1.000 |
0.6868 |
|
0.618 |
0.6833 |
|
HIGH |
0.6776 |
|
0.618 |
0.6740 |
|
0.500 |
0.6729 |
|
0.382 |
0.6718 |
|
LOW |
0.6683 |
|
0.618 |
0.6626 |
|
1.000 |
0.6591 |
|
1.618 |
0.6533 |
|
2.618 |
0.6441 |
|
4.250 |
0.6290 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6738 |
0.6742 |
| PP |
0.6734 |
0.6741 |
| S1 |
0.6729 |
0.6741 |
|