CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6601 |
0.6609 |
0.0008 |
0.1% |
0.6622 |
High |
0.6631 |
0.6635 |
0.0004 |
0.1% |
0.6643 |
Low |
0.6596 |
0.6600 |
0.0004 |
0.1% |
0.6580 |
Close |
0.6607 |
0.6607 |
0.0001 |
0.0% |
0.6607 |
Range |
0.0035 |
0.0035 |
-0.0001 |
-1.4% |
0.0064 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
61 |
112 |
51 |
83.6% |
401 |
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6717 |
0.6697 |
0.6626 |
|
R3 |
0.6683 |
0.6662 |
0.6616 |
|
R2 |
0.6648 |
0.6648 |
0.6613 |
|
R1 |
0.6628 |
0.6628 |
0.6610 |
0.6621 |
PP |
0.6614 |
0.6614 |
0.6614 |
0.6610 |
S1 |
0.6593 |
0.6593 |
0.6604 |
0.6586 |
S2 |
0.6579 |
0.6579 |
0.6601 |
|
S3 |
0.6545 |
0.6559 |
0.6598 |
|
S4 |
0.6510 |
0.6524 |
0.6588 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6800 |
0.6767 |
0.6642 |
|
R3 |
0.6737 |
0.6704 |
0.6624 |
|
R2 |
0.6673 |
0.6673 |
0.6619 |
|
R1 |
0.6640 |
0.6640 |
0.6613 |
0.6625 |
PP |
0.6610 |
0.6610 |
0.6610 |
0.6602 |
S1 |
0.6577 |
0.6577 |
0.6601 |
0.6562 |
S2 |
0.6546 |
0.6546 |
0.6595 |
|
S3 |
0.6483 |
0.6513 |
0.6590 |
|
S4 |
0.6419 |
0.6450 |
0.6572 |
|
|
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 |
80 |
10 |
0.6755 |
0.6556 |
0.0199 |
3.0% |
0.0047 |
0.7% |
26% |
False |
False |
140 |
20 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
15% |
False |
False |
114 |
40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
15% |
False |
False |
102 |
60 |
0.6900 |
0.6382 |
0.0518 |
7.8% |
0.0042 |
0.6% |
43% |
False |
False |
74 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0037 |
0.6% |
47% |
False |
False |
56 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0034 |
0.5% |
47% |
False |
False |
46 |
120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0029 |
0.4% |
47% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6781 |
2.618 |
0.6725 |
1.618 |
0.6690 |
1.000 |
0.6669 |
0.618 |
0.6656 |
HIGH |
0.6635 |
0.618 |
0.6621 |
0.500 |
0.6617 |
0.382 |
0.6613 |
LOW |
0.6600 |
0.618 |
0.6579 |
1.000 |
0.6566 |
1.618 |
0.6544 |
2.618 |
0.6510 |
4.250 |
0.6453 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6617 |
0.6620 |
PP |
0.6614 |
0.6615 |
S1 |
0.6610 |
0.6611 |
|