CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6747 |
0.6731 |
-0.0016 |
-0.2% |
0.6841 |
| High |
0.6747 |
0.6731 |
-0.0016 |
-0.2% |
0.6865 |
| Low |
0.6710 |
0.6725 |
0.0016 |
0.2% |
0.6683 |
| Close |
0.6712 |
0.6729 |
0.0017 |
0.3% |
0.6742 |
| Range |
0.0037 |
0.0006 |
-0.0031 |
-83.8% |
0.0182 |
| ATR |
0.0054 |
0.0051 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
20 |
8 |
-12 |
-60.0% |
335 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6746 |
0.6744 |
0.6732 |
|
| R3 |
0.6740 |
0.6738 |
0.6731 |
|
| R2 |
0.6734 |
0.6734 |
0.6730 |
|
| R1 |
0.6732 |
0.6732 |
0.6730 |
0.6730 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6728 |
| S1 |
0.6726 |
0.6726 |
0.6728 |
0.6724 |
| S2 |
0.6722 |
0.6722 |
0.6728 |
|
| S3 |
0.6716 |
0.6720 |
0.6727 |
|
| S4 |
0.6710 |
0.6714 |
0.6726 |
|
|
| 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 |
0.6785 |
0.6683 |
0.0102 |
1.5% |
0.0049 |
0.7% |
45% |
False |
False |
54 |
| 10 |
0.6900 |
0.6683 |
0.0217 |
3.2% |
0.0052 |
0.8% |
21% |
False |
False |
75 |
| 20 |
0.6900 |
0.6578 |
0.0322 |
4.8% |
0.0055 |
0.8% |
47% |
False |
False |
92 |
| 40 |
0.6900 |
0.6410 |
0.0490 |
7.3% |
0.0045 |
0.7% |
65% |
False |
False |
69 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0035 |
0.5% |
69% |
False |
False |
48 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0033 |
0.5% |
69% |
False |
False |
37 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0029 |
0.4% |
69% |
False |
False |
30 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0025 |
0.4% |
69% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6757 |
|
2.618 |
0.6747 |
|
1.618 |
0.6741 |
|
1.000 |
0.6737 |
|
0.618 |
0.6735 |
|
HIGH |
0.6731 |
|
0.618 |
0.6729 |
|
0.500 |
0.6728 |
|
0.382 |
0.6727 |
|
LOW |
0.6725 |
|
0.618 |
0.6721 |
|
1.000 |
0.6719 |
|
1.618 |
0.6715 |
|
2.618 |
0.6709 |
|
4.250 |
0.6700 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6729 |
0.6734 |
| PP |
0.6728 |
0.6733 |
| S1 |
0.6728 |
0.6731 |
|