CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6606 |
0.6604 |
-0.0002 |
0.0% |
0.6710 |
| High |
0.6630 |
0.6643 |
0.0013 |
0.2% |
0.6728 |
| Low |
0.6580 |
0.6601 |
0.0021 |
0.3% |
0.6556 |
| Close |
0.6597 |
0.6606 |
0.0009 |
0.1% |
0.6623 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.8% |
0.0172 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
113 |
90 |
-23 |
-20.4% |
929 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6744 |
0.6718 |
0.6629 |
|
| R3 |
0.6702 |
0.6675 |
0.6618 |
|
| R2 |
0.6659 |
0.6659 |
0.6614 |
|
| R1 |
0.6633 |
0.6633 |
0.6610 |
0.6646 |
| PP |
0.6617 |
0.6617 |
0.6617 |
0.6623 |
| S1 |
0.6590 |
0.6590 |
0.6602 |
0.6603 |
| S2 |
0.6574 |
0.6574 |
0.6598 |
|
| S3 |
0.6532 |
0.6548 |
0.6594 |
|
| S4 |
0.6489 |
0.6505 |
0.6583 |
|
|
| 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 |
0.6643 |
0.6567 |
0.0076 |
1.2% |
0.0036 |
0.5% |
51% |
True |
False |
86 |
| 10 |
0.6762 |
0.6556 |
0.0206 |
3.1% |
0.0050 |
0.7% |
24% |
False |
False |
139 |
| 20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0051 |
0.8% |
15% |
False |
False |
108 |
| 40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0051 |
0.8% |
15% |
False |
False |
98 |
| 60 |
0.6900 |
0.6370 |
0.0531 |
8.0% |
0.0041 |
0.6% |
45% |
False |
False |
71 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0037 |
0.6% |
47% |
False |
False |
54 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0033 |
0.5% |
47% |
False |
False |
44 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0029 |
0.4% |
47% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6824 |
|
2.618 |
0.6754 |
|
1.618 |
0.6712 |
|
1.000 |
0.6686 |
|
0.618 |
0.6669 |
|
HIGH |
0.6643 |
|
0.618 |
0.6627 |
|
0.500 |
0.6622 |
|
0.382 |
0.6617 |
|
LOW |
0.6601 |
|
0.618 |
0.6574 |
|
1.000 |
0.6558 |
|
1.618 |
0.6532 |
|
2.618 |
0.6489 |
|
4.250 |
0.6420 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6622 |
0.6611 |
| PP |
0.6617 |
0.6610 |
| S1 |
0.6611 |
0.6608 |
|