CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6622 |
0.6606 |
-0.0016 |
-0.2% |
0.6710 |
High |
0.6623 |
0.6630 |
0.0008 |
0.1% |
0.6728 |
Low |
0.6599 |
0.6580 |
-0.0020 |
-0.3% |
0.6556 |
Close |
0.6599 |
0.6597 |
-0.0002 |
0.0% |
0.6623 |
Range |
0.0024 |
0.0051 |
0.0027 |
114.9% |
0.0172 |
ATR |
0.0053 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
Volume |
25 |
113 |
88 |
352.0% |
929 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6754 |
0.6726 |
0.6625 |
|
R3 |
0.6703 |
0.6675 |
0.6611 |
|
R2 |
0.6653 |
0.6653 |
0.6606 |
|
R1 |
0.6625 |
0.6625 |
0.6602 |
0.6614 |
PP |
0.6602 |
0.6602 |
0.6602 |
0.6597 |
S1 |
0.6574 |
0.6574 |
0.6592 |
0.6563 |
S2 |
0.6552 |
0.6552 |
0.6588 |
|
S3 |
0.6501 |
0.6524 |
0.6583 |
|
S4 |
0.6451 |
0.6473 |
0.6569 |
|
|
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 |
0.6630 |
0.6556 |
0.0074 |
1.1% |
0.0039 |
0.6% |
55% |
True |
False |
149 |
10 |
0.6762 |
0.6556 |
0.0206 |
3.1% |
0.0049 |
0.7% |
20% |
False |
False |
132 |
20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
12% |
False |
False |
109 |
40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0051 |
0.8% |
12% |
False |
False |
97 |
60 |
0.6900 |
0.6370 |
0.0531 |
8.0% |
0.0040 |
0.6% |
43% |
False |
False |
69 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0037 |
0.6% |
45% |
False |
False |
53 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0033 |
0.5% |
45% |
False |
False |
43 |
120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0028 |
0.4% |
45% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6845 |
2.618 |
0.6762 |
1.618 |
0.6712 |
1.000 |
0.6681 |
0.618 |
0.6661 |
HIGH |
0.6630 |
0.618 |
0.6611 |
0.500 |
0.6605 |
0.382 |
0.6599 |
LOW |
0.6580 |
0.618 |
0.6548 |
1.000 |
0.6529 |
1.618 |
0.6498 |
2.618 |
0.6447 |
4.250 |
0.6365 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6605 |
0.6605 |
PP |
0.6602 |
0.6602 |
S1 |
0.6600 |
0.6600 |
|