CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6640 |
0.6615 |
-0.0025 |
-0.4% |
0.6622 |
| High |
0.6647 |
0.6639 |
-0.0008 |
-0.1% |
0.6643 |
| Low |
0.6605 |
0.6579 |
-0.0027 |
-0.4% |
0.6580 |
| Close |
0.6631 |
0.6621 |
-0.0010 |
-0.1% |
0.6607 |
| Range |
0.0042 |
0.0060 |
0.0019 |
44.6% |
0.0064 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
54 |
283 |
229 |
424.1% |
401 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6793 |
0.6767 |
0.6654 |
|
| R3 |
0.6733 |
0.6707 |
0.6638 |
|
| R2 |
0.6673 |
0.6673 |
0.6632 |
|
| R1 |
0.6647 |
0.6647 |
0.6627 |
0.6660 |
| PP |
0.6613 |
0.6613 |
0.6613 |
0.6619 |
| S1 |
0.6587 |
0.6587 |
0.6616 |
0.6600 |
| S2 |
0.6553 |
0.6553 |
0.6610 |
|
| S3 |
0.6493 |
0.6527 |
0.6605 |
|
| S4 |
0.6433 |
0.6467 |
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 |
0.6647 |
0.6579 |
0.0068 |
1.0% |
0.0042 |
0.6% |
63% |
False |
True |
112 |
| 10 |
0.6647 |
0.6567 |
0.0080 |
1.2% |
0.0039 |
0.6% |
68% |
False |
False |
99 |
| 20 |
0.6799 |
0.6556 |
0.0243 |
3.7% |
0.0050 |
0.8% |
27% |
False |
False |
113 |
| 40 |
0.6900 |
0.6556 |
0.0344 |
5.2% |
0.0052 |
0.8% |
19% |
False |
False |
104 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.7% |
0.0044 |
0.7% |
46% |
False |
False |
80 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0038 |
0.6% |
50% |
False |
False |
61 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0034 |
0.5% |
50% |
False |
False |
49 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0030 |
0.5% |
50% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6894 |
|
2.618 |
0.6796 |
|
1.618 |
0.6736 |
|
1.000 |
0.6699 |
|
0.618 |
0.6676 |
|
HIGH |
0.6639 |
|
0.618 |
0.6616 |
|
0.500 |
0.6609 |
|
0.382 |
0.6601 |
|
LOW |
0.6579 |
|
0.618 |
0.6541 |
|
1.000 |
0.6519 |
|
1.618 |
0.6481 |
|
2.618 |
0.6421 |
|
4.250 |
0.6324 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6617 |
0.6618 |
| PP |
0.6613 |
0.6615 |
| S1 |
0.6609 |
0.6613 |
|