CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6743 |
0.6722 |
-0.0022 |
-0.3% |
0.6762 |
| High |
0.6762 |
0.6755 |
-0.0008 |
-0.1% |
0.6762 |
| Low |
0.6678 |
0.6707 |
0.0029 |
0.4% |
0.6678 |
| Close |
0.6715 |
0.6714 |
-0.0001 |
0.0% |
0.6714 |
| Range |
0.0084 |
0.0048 |
-0.0036 |
-42.9% |
0.0084 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
153 |
76 |
-77 |
-50.3% |
310 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6869 |
0.6840 |
0.6740 |
|
| R3 |
0.6821 |
0.6792 |
0.6727 |
|
| R2 |
0.6773 |
0.6773 |
0.6723 |
|
| R1 |
0.6744 |
0.6744 |
0.6718 |
0.6734 |
| PP |
0.6725 |
0.6725 |
0.6725 |
0.6720 |
| S1 |
0.6696 |
0.6696 |
0.6710 |
0.6686 |
| S2 |
0.6677 |
0.6677 |
0.6705 |
|
| S3 |
0.6629 |
0.6648 |
0.6701 |
|
| S4 |
0.6581 |
0.6600 |
0.6688 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6926 |
0.6760 |
|
| R3 |
0.6886 |
0.6842 |
0.6737 |
|
| R2 |
0.6802 |
0.6802 |
0.6729 |
|
| R1 |
0.6758 |
0.6758 |
0.6722 |
0.6738 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6708 |
| S1 |
0.6674 |
0.6674 |
0.6706 |
0.6654 |
| S2 |
0.6634 |
0.6634 |
0.6699 |
|
| S3 |
0.6550 |
0.6590 |
0.6691 |
|
| S4 |
0.6466 |
0.6506 |
0.6668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6762 |
0.6678 |
0.0084 |
1.3% |
0.0046 |
0.7% |
43% |
False |
False |
62 |
| 10 |
0.6875 |
0.6678 |
0.0197 |
2.9% |
0.0058 |
0.9% |
18% |
False |
False |
77 |
| 20 |
0.6900 |
0.6678 |
0.0222 |
3.3% |
0.0053 |
0.8% |
16% |
False |
False |
96 |
| 40 |
0.6900 |
0.6491 |
0.0410 |
6.1% |
0.0047 |
0.7% |
55% |
False |
False |
74 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0037 |
0.6% |
66% |
False |
False |
52 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0035 |
0.5% |
66% |
False |
False |
40 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0030 |
0.4% |
66% |
False |
False |
32 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.3% |
0.0026 |
0.4% |
66% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6959 |
|
2.618 |
0.6880 |
|
1.618 |
0.6832 |
|
1.000 |
0.6803 |
|
0.618 |
0.6784 |
|
HIGH |
0.6755 |
|
0.618 |
0.6736 |
|
0.500 |
0.6731 |
|
0.382 |
0.6725 |
|
LOW |
0.6707 |
|
0.618 |
0.6677 |
|
1.000 |
0.6659 |
|
1.618 |
0.6629 |
|
2.618 |
0.6581 |
|
4.250 |
0.6503 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6731 |
0.6720 |
| PP |
0.6725 |
0.6718 |
| S1 |
0.6720 |
0.6716 |
|