CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6722 |
0.6710 |
-0.0012 |
-0.2% |
0.6762 |
| High |
0.6755 |
0.6728 |
-0.0027 |
-0.4% |
0.6762 |
| Low |
0.6707 |
0.6610 |
-0.0097 |
-1.4% |
0.6678 |
| Close |
0.6714 |
0.6612 |
-0.0103 |
-1.5% |
0.6714 |
| Range |
0.0048 |
0.0119 |
0.0071 |
146.9% |
0.0084 |
| ATR |
0.0053 |
0.0058 |
0.0005 |
8.7% |
0.0000 |
| Volume |
76 |
322 |
246 |
323.7% |
310 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7005 |
0.6927 |
0.6677 |
|
| R3 |
0.6887 |
0.6808 |
0.6644 |
|
| R2 |
0.6768 |
0.6768 |
0.6633 |
|
| R1 |
0.6690 |
0.6690 |
0.6622 |
0.6670 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6640 |
| S1 |
0.6571 |
0.6571 |
0.6601 |
0.6551 |
| S2 |
0.6531 |
0.6531 |
0.6590 |
|
| S3 |
0.6413 |
0.6453 |
0.6579 |
|
| S4 |
0.6294 |
0.6334 |
0.6546 |
|
|
| 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 |
0.6610 |
0.0153 |
2.3% |
0.0059 |
0.9% |
1% |
False |
True |
115 |
| 10 |
0.6865 |
0.6610 |
0.0255 |
3.9% |
0.0063 |
1.0% |
1% |
False |
True |
96 |
| 20 |
0.6900 |
0.6610 |
0.0291 |
4.4% |
0.0055 |
0.8% |
1% |
False |
True |
99 |
| 40 |
0.6900 |
0.6491 |
0.0410 |
6.2% |
0.0050 |
0.8% |
30% |
False |
False |
82 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
48% |
False |
False |
57 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0035 |
0.5% |
48% |
False |
False |
44 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0031 |
0.5% |
48% |
False |
False |
35 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0027 |
0.4% |
48% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7232 |
|
2.618 |
0.7038 |
|
1.618 |
0.6920 |
|
1.000 |
0.6847 |
|
0.618 |
0.6801 |
|
HIGH |
0.6728 |
|
0.618 |
0.6683 |
|
0.500 |
0.6669 |
|
0.382 |
0.6655 |
|
LOW |
0.6610 |
|
0.618 |
0.6536 |
|
1.000 |
0.6491 |
|
1.618 |
0.6418 |
|
2.618 |
0.6299 |
|
4.250 |
0.6106 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6686 |
| PP |
0.6650 |
0.6661 |
| S1 |
0.6631 |
0.6636 |
|