CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6743 |
0.0012 |
0.2% |
0.6841 |
| High |
0.6731 |
0.6762 |
0.0031 |
0.5% |
0.6865 |
| Low |
0.6725 |
0.6678 |
-0.0047 |
-0.7% |
0.6683 |
| Close |
0.6729 |
0.6715 |
-0.0015 |
-0.2% |
0.6742 |
| Range |
0.0006 |
0.0084 |
0.0078 |
1,300.0% |
0.0182 |
| ATR |
0.0051 |
0.0054 |
0.0002 |
4.5% |
0.0000 |
| Volume |
8 |
153 |
145 |
1,812.5% |
335 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6926 |
0.6761 |
|
| R3 |
0.6886 |
0.6842 |
0.6738 |
|
| R2 |
0.6802 |
0.6802 |
0.6730 |
|
| R1 |
0.6758 |
0.6758 |
0.6722 |
0.6738 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6708 |
| S1 |
0.6674 |
0.6674 |
0.6707 |
0.6654 |
| S2 |
0.6634 |
0.6634 |
0.6699 |
|
| S3 |
0.6550 |
0.6590 |
0.6691 |
|
| S4 |
0.6466 |
0.6506 |
0.6668 |
|
|
| 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 |
0.6776 |
0.6678 |
0.0098 |
1.5% |
0.0055 |
0.8% |
37% |
False |
True |
77 |
| 10 |
0.6900 |
0.6678 |
0.0222 |
3.3% |
0.0057 |
0.9% |
16% |
False |
True |
89 |
| 20 |
0.6900 |
0.6582 |
0.0319 |
4.7% |
0.0056 |
0.8% |
42% |
False |
False |
94 |
| 40 |
0.6900 |
0.6491 |
0.0410 |
6.1% |
0.0047 |
0.7% |
55% |
False |
False |
72 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0036 |
0.5% |
67% |
False |
False |
51 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0034 |
0.5% |
67% |
False |
False |
39 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0029 |
0.4% |
67% |
False |
False |
32 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0026 |
0.4% |
67% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7119 |
|
2.618 |
0.6982 |
|
1.618 |
0.6898 |
|
1.000 |
0.6846 |
|
0.618 |
0.6814 |
|
HIGH |
0.6762 |
|
0.618 |
0.6730 |
|
0.500 |
0.6720 |
|
0.382 |
0.6710 |
|
LOW |
0.6678 |
|
0.618 |
0.6626 |
|
1.000 |
0.6594 |
|
1.618 |
0.6542 |
|
2.618 |
0.6458 |
|
4.250 |
0.6321 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6720 |
0.6720 |
| PP |
0.6718 |
0.6718 |
| S1 |
0.6716 |
0.6716 |
|