CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6567 |
0.6604 |
0.0037 |
0.6% |
0.6710 |
| High |
0.6596 |
0.6627 |
0.0031 |
0.5% |
0.6728 |
| Low |
0.6567 |
0.6593 |
0.0026 |
0.4% |
0.6556 |
| Close |
0.6586 |
0.6623 |
0.0037 |
0.6% |
0.6623 |
| Range |
0.0029 |
0.0034 |
0.0005 |
17.2% |
0.0172 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
52 |
151 |
99 |
190.4% |
929 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6716 |
0.6703 |
0.6641 |
|
| R3 |
0.6682 |
0.6669 |
0.6632 |
|
| R2 |
0.6648 |
0.6648 |
0.6629 |
|
| R1 |
0.6635 |
0.6635 |
0.6626 |
0.6642 |
| PP |
0.6614 |
0.6614 |
0.6614 |
0.6617 |
| S1 |
0.6601 |
0.6601 |
0.6619 |
0.6608 |
| S2 |
0.6580 |
0.6580 |
0.6616 |
|
| S3 |
0.6546 |
0.6567 |
0.6613 |
|
| S4 |
0.6512 |
0.6533 |
0.6604 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7152 |
0.7059 |
0.6717 |
|
| R3 |
0.6980 |
0.6887 |
0.6670 |
|
| R2 |
0.6808 |
0.6808 |
0.6654 |
|
| R1 |
0.6715 |
0.6715 |
0.6638 |
0.6675 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6616 |
| S1 |
0.6543 |
0.6543 |
0.6607 |
0.6503 |
| S2 |
0.6464 |
0.6464 |
0.6591 |
|
| S3 |
0.6292 |
0.6371 |
0.6575 |
|
| S4 |
0.6120 |
0.6199 |
0.6528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6755 |
0.6556 |
0.0199 |
3.0% |
0.0058 |
0.9% |
34% |
False |
False |
201 |
| 10 |
0.6776 |
0.6556 |
0.0220 |
3.3% |
0.0056 |
0.9% |
30% |
False |
False |
139 |
| 20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0053 |
0.8% |
19% |
False |
False |
114 |
| 40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0050 |
0.8% |
19% |
False |
False |
95 |
| 60 |
0.6900 |
0.6353 |
0.0548 |
8.3% |
0.0039 |
0.6% |
49% |
False |
False |
67 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0036 |
0.6% |
50% |
False |
False |
51 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0032 |
0.5% |
50% |
False |
False |
42 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0028 |
0.4% |
50% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6771 |
|
2.618 |
0.6716 |
|
1.618 |
0.6682 |
|
1.000 |
0.6661 |
|
0.618 |
0.6648 |
|
HIGH |
0.6627 |
|
0.618 |
0.6614 |
|
0.500 |
0.6610 |
|
0.382 |
0.6605 |
|
LOW |
0.6593 |
|
0.618 |
0.6571 |
|
1.000 |
0.6559 |
|
1.618 |
0.6537 |
|
2.618 |
0.6503 |
|
4.250 |
0.6448 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6618 |
0.6612 |
| PP |
0.6614 |
0.6602 |
| S1 |
0.6610 |
0.6591 |
|