CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6604 |
0.6601 |
-0.0003 |
0.0% |
0.6710 |
| High |
0.6643 |
0.6631 |
-0.0012 |
-0.2% |
0.6728 |
| Low |
0.6601 |
0.6596 |
-0.0005 |
-0.1% |
0.6556 |
| Close |
0.6606 |
0.6607 |
0.0001 |
0.0% |
0.6623 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-17.6% |
0.0172 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
90 |
61 |
-29 |
-32.2% |
929 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6716 |
0.6696 |
0.6626 |
|
| R3 |
0.6681 |
0.6661 |
0.6616 |
|
| R2 |
0.6646 |
0.6646 |
0.6613 |
|
| R1 |
0.6626 |
0.6626 |
0.6610 |
0.6636 |
| PP |
0.6611 |
0.6611 |
0.6611 |
0.6616 |
| S1 |
0.6591 |
0.6591 |
0.6603 |
0.6601 |
| S2 |
0.6576 |
0.6576 |
0.6600 |
|
| S3 |
0.6541 |
0.6556 |
0.6597 |
|
| S4 |
0.6506 |
0.6521 |
0.6587 |
|
|
| 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 |
0.6580 |
0.0064 |
1.0% |
0.0037 |
0.6% |
43% |
False |
False |
88 |
| 10 |
0.6762 |
0.6556 |
0.0206 |
3.1% |
0.0052 |
0.8% |
25% |
False |
False |
144 |
| 20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
15% |
False |
False |
110 |
| 40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0051 |
0.8% |
15% |
False |
False |
99 |
| 60 |
0.6900 |
0.6382 |
0.0518 |
7.8% |
0.0041 |
0.6% |
43% |
False |
False |
72 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0037 |
0.6% |
47% |
False |
False |
55 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0034 |
0.5% |
47% |
False |
False |
44 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0029 |
0.4% |
47% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6780 |
|
2.618 |
0.6723 |
|
1.618 |
0.6688 |
|
1.000 |
0.6666 |
|
0.618 |
0.6653 |
|
HIGH |
0.6631 |
|
0.618 |
0.6618 |
|
0.500 |
0.6614 |
|
0.382 |
0.6609 |
|
LOW |
0.6596 |
|
0.618 |
0.6574 |
|
1.000 |
0.6561 |
|
1.618 |
0.6539 |
|
2.618 |
0.6504 |
|
4.250 |
0.6447 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6614 |
0.6611 |
| PP |
0.6611 |
0.6610 |
| S1 |
0.6609 |
0.6608 |
|