CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6710 |
0.6613 |
-0.0097 |
-1.4% |
0.6762 |
| High |
0.6728 |
0.6615 |
-0.0113 |
-1.7% |
0.6762 |
| Low |
0.6610 |
0.6556 |
-0.0054 |
-0.8% |
0.6678 |
| Close |
0.6612 |
0.6570 |
-0.0042 |
-0.6% |
0.6714 |
| Range |
0.0119 |
0.0059 |
-0.0060 |
-50.2% |
0.0084 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
| Volume |
322 |
404 |
82 |
25.5% |
310 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6757 |
0.6723 |
0.6602 |
|
| R3 |
0.6698 |
0.6664 |
0.6586 |
|
| R2 |
0.6639 |
0.6639 |
0.6581 |
|
| R1 |
0.6605 |
0.6605 |
0.6575 |
0.6593 |
| PP |
0.6580 |
0.6580 |
0.6580 |
0.6574 |
| S1 |
0.6546 |
0.6546 |
0.6565 |
0.6534 |
| S2 |
0.6521 |
0.6521 |
0.6559 |
|
| S3 |
0.6462 |
0.6487 |
0.6554 |
|
| S4 |
0.6403 |
0.6428 |
0.6538 |
|
|
| 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 |
0.6556 |
0.0206 |
3.1% |
0.0063 |
1.0% |
7% |
False |
True |
192 |
| 10 |
0.6799 |
0.6556 |
0.0243 |
3.7% |
0.0062 |
0.9% |
6% |
False |
True |
127 |
| 20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0055 |
0.8% |
4% |
False |
True |
117 |
| 40 |
0.6900 |
0.6491 |
0.0410 |
6.2% |
0.0051 |
0.8% |
19% |
False |
False |
92 |
| 60 |
0.6900 |
0.6349 |
0.0552 |
8.4% |
0.0039 |
0.6% |
40% |
False |
False |
64 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0036 |
0.5% |
41% |
False |
False |
49 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0032 |
0.5% |
41% |
False |
False |
40 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0028 |
0.4% |
41% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6866 |
|
2.618 |
0.6769 |
|
1.618 |
0.6710 |
|
1.000 |
0.6674 |
|
0.618 |
0.6651 |
|
HIGH |
0.6615 |
|
0.618 |
0.6592 |
|
0.500 |
0.6586 |
|
0.382 |
0.6579 |
|
LOW |
0.6556 |
|
0.618 |
0.6520 |
|
1.000 |
0.6497 |
|
1.618 |
0.6461 |
|
2.618 |
0.6402 |
|
4.250 |
0.6305 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6655 |
| PP |
0.6580 |
0.6627 |
| S1 |
0.6575 |
0.6598 |
|