CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6737 |
0.6721 |
-0.0016 |
-0.2% |
0.6820 |
High |
0.6737 |
0.6721 |
-0.0016 |
-0.2% |
0.6820 |
Low |
0.6737 |
0.6721 |
-0.0016 |
-0.2% |
0.6691 |
Close |
0.6737 |
0.6721 |
-0.0016 |
-0.2% |
0.6750 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0035 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6721 |
0.6721 |
0.6721 |
|
R3 |
0.6721 |
0.6721 |
0.6721 |
|
R2 |
0.6721 |
0.6721 |
0.6721 |
|
R1 |
0.6721 |
0.6721 |
0.6721 |
0.6721 |
PP |
0.6721 |
0.6721 |
0.6721 |
0.6721 |
S1 |
0.6721 |
0.6721 |
0.6721 |
0.6721 |
S2 |
0.6721 |
0.6721 |
0.6721 |
|
S3 |
0.6721 |
0.6721 |
0.6721 |
|
S4 |
0.6721 |
0.6721 |
0.6721 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7142 |
0.7075 |
0.6821 |
|
R3 |
0.7012 |
0.6946 |
0.6785 |
|
R2 |
0.6883 |
0.6883 |
0.6773 |
|
R1 |
0.6816 |
0.6816 |
0.6761 |
0.6785 |
PP |
0.6753 |
0.6753 |
0.6753 |
0.6738 |
S1 |
0.6687 |
0.6687 |
0.6738 |
0.6655 |
S2 |
0.6624 |
0.6624 |
0.6726 |
|
S3 |
0.6494 |
0.6557 |
0.6714 |
|
S4 |
0.6365 |
0.6428 |
0.6678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6771 |
0.6691 |
0.0081 |
1.2% |
0.0018 |
0.3% |
38% |
False |
False |
9 |
10 |
0.6881 |
0.6691 |
0.0190 |
2.8% |
0.0023 |
0.3% |
16% |
False |
False |
8 |
20 |
0.6881 |
0.6601 |
0.0280 |
4.2% |
0.0023 |
0.3% |
43% |
False |
False |
8 |
40 |
0.6881 |
0.6515 |
0.0366 |
5.4% |
0.0015 |
0.2% |
56% |
False |
False |
4 |
60 |
0.6881 |
0.6361 |
0.0520 |
7.7% |
0.0011 |
0.2% |
69% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6721 |
2.618 |
0.6721 |
1.618 |
0.6721 |
1.000 |
0.6721 |
0.618 |
0.6721 |
HIGH |
0.6721 |
0.618 |
0.6721 |
0.500 |
0.6721 |
0.382 |
0.6721 |
LOW |
0.6721 |
0.618 |
0.6721 |
1.000 |
0.6721 |
1.618 |
0.6721 |
2.618 |
0.6721 |
4.250 |
0.6721 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6721 |
0.6728 |
PP |
0.6721 |
0.6726 |
S1 |
0.6721 |
0.6723 |
|