CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 09-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6762 |
0.6747 |
-0.0016 |
-0.2% |
0.6841 |
High |
0.6762 |
0.6747 |
-0.0016 |
-0.2% |
0.6865 |
Low |
0.6707 |
0.6710 |
0.0003 |
0.0% |
0.6683 |
Close |
0.6752 |
0.6712 |
-0.0040 |
-0.6% |
0.6742 |
Range |
0.0056 |
0.0037 |
-0.0019 |
-33.3% |
0.0182 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
53 |
20 |
-33 |
-62.3% |
335 |
|
Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6834 |
0.6810 |
0.6732 |
|
R3 |
0.6797 |
0.6773 |
0.6722 |
|
R2 |
0.6760 |
0.6760 |
0.6719 |
|
R1 |
0.6736 |
0.6736 |
0.6715 |
0.6729 |
PP |
0.6723 |
0.6723 |
0.6723 |
0.6719 |
S1 |
0.6699 |
0.6699 |
0.6709 |
0.6692 |
S2 |
0.6686 |
0.6686 |
0.6705 |
|
S3 |
0.6649 |
0.6662 |
0.6702 |
|
S4 |
0.6612 |
0.6625 |
0.6692 |
|
|
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 |
0.6799 |
0.6683 |
0.0116 |
1.7% |
0.0060 |
0.9% |
25% |
False |
False |
61 |
10 |
0.6900 |
0.6683 |
0.0217 |
3.2% |
0.0053 |
0.8% |
13% |
False |
False |
76 |
20 |
0.6900 |
0.6578 |
0.0322 |
4.8% |
0.0055 |
0.8% |
42% |
False |
False |
95 |
40 |
0.6900 |
0.6388 |
0.0513 |
7.6% |
0.0045 |
0.7% |
63% |
False |
False |
69 |
60 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0036 |
0.5% |
66% |
False |
False |
48 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0033 |
0.5% |
66% |
False |
False |
37 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0029 |
0.4% |
66% |
False |
False |
30 |
120 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0025 |
0.4% |
66% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6904 |
2.618 |
0.6843 |
1.618 |
0.6806 |
1.000 |
0.6784 |
0.618 |
0.6769 |
HIGH |
0.6747 |
0.618 |
0.6732 |
0.500 |
0.6728 |
0.382 |
0.6724 |
LOW |
0.6710 |
0.618 |
0.6687 |
1.000 |
0.6673 |
1.618 |
0.6650 |
2.618 |
0.6613 |
4.250 |
0.6552 |
|
|
Fisher Pivots for day following 09-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6728 |
0.6729 |
PP |
0.6723 |
0.6724 |
S1 |
0.6717 |
0.6718 |
|