CME Australian Dollar Future June 2024
Trading Metrics calculated at close of trading on 29-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6609 |
0.6598 |
-0.0011 |
-0.2% |
0.6622 |
High |
0.6635 |
0.6639 |
0.0005 |
0.1% |
0.6643 |
Low |
0.6600 |
0.6598 |
-0.0002 |
0.0% |
0.6580 |
Close |
0.6607 |
0.6623 |
0.0016 |
0.2% |
0.6607 |
Range |
0.0035 |
0.0041 |
0.0007 |
18.8% |
0.0064 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
112 |
50 |
-62 |
-55.4% |
401 |
|
Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6743 |
0.6724 |
0.6646 |
|
R3 |
0.6702 |
0.6683 |
0.6634 |
|
R2 |
0.6661 |
0.6661 |
0.6631 |
|
R1 |
0.6642 |
0.6642 |
0.6627 |
0.6652 |
PP |
0.6620 |
0.6620 |
0.6620 |
0.6625 |
S1 |
0.6601 |
0.6601 |
0.6619 |
0.6611 |
S2 |
0.6579 |
0.6579 |
0.6615 |
|
S3 |
0.6538 |
0.6560 |
0.6612 |
|
S4 |
0.6497 |
0.6519 |
0.6600 |
|
|
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% |
0.0041 |
0.6% |
69% |
False |
False |
85 |
10 |
0.6728 |
0.6556 |
0.0172 |
2.6% |
0.0047 |
0.7% |
39% |
False |
False |
138 |
20 |
0.6875 |
0.6556 |
0.0319 |
4.8% |
0.0052 |
0.8% |
21% |
False |
False |
107 |
40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
19% |
False |
False |
102 |
60 |
0.6900 |
0.6388 |
0.0513 |
7.7% |
0.0042 |
0.6% |
46% |
False |
False |
75 |
80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0037 |
0.6% |
50% |
False |
False |
57 |
100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0033 |
0.5% |
50% |
False |
False |
46 |
120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0030 |
0.4% |
50% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6813 |
2.618 |
0.6746 |
1.618 |
0.6705 |
1.000 |
0.6680 |
0.618 |
0.6664 |
HIGH |
0.6639 |
0.618 |
0.6623 |
0.500 |
0.6619 |
0.382 |
0.6614 |
LOW |
0.6598 |
0.618 |
0.6573 |
1.000 |
0.6557 |
1.618 |
0.6532 |
2.618 |
0.6491 |
4.250 |
0.6424 |
|
|
Fisher Pivots for day following 29-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6622 |
0.6621 |
PP |
0.6620 |
0.6619 |
S1 |
0.6619 |
0.6618 |
|