CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 18-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6567 |
0.6595 |
0.0028 |
0.4% |
0.6750 |
High |
0.6576 |
0.6603 |
0.0027 |
0.4% |
0.6759 |
Low |
0.6567 |
0.6592 |
0.0025 |
0.4% |
0.6715 |
Close |
0.6576 |
0.6592 |
0.0016 |
0.2% |
0.6718 |
Range |
0.0009 |
0.0011 |
0.0002 |
22.2% |
0.0045 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
2 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6629 |
0.6621 |
0.6598 |
|
R3 |
0.6618 |
0.6610 |
0.6595 |
|
R2 |
0.6607 |
0.6607 |
0.6594 |
|
R1 |
0.6599 |
0.6599 |
0.6593 |
0.6598 |
PP |
0.6596 |
0.6596 |
0.6596 |
0.6595 |
S1 |
0.6588 |
0.6588 |
0.6591 |
0.6587 |
S2 |
0.6585 |
0.6585 |
0.6590 |
|
S3 |
0.6574 |
0.6577 |
0.6589 |
|
S4 |
0.6563 |
0.6566 |
0.6586 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6864 |
0.6835 |
0.6742 |
|
R3 |
0.6819 |
0.6791 |
0.6730 |
|
R2 |
0.6775 |
0.6775 |
0.6726 |
|
R1 |
0.6746 |
0.6746 |
0.6722 |
0.6738 |
PP |
0.6730 |
0.6730 |
0.6730 |
0.6726 |
S1 |
0.6702 |
0.6702 |
0.6713 |
0.6694 |
S2 |
0.6686 |
0.6686 |
0.6709 |
|
S3 |
0.6641 |
0.6657 |
0.6705 |
|
S4 |
0.6597 |
0.6613 |
0.6693 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6746 |
0.6567 |
0.0179 |
2.7% |
0.0023 |
0.3% |
14% |
False |
False |
1 |
10 |
0.6792 |
0.6567 |
0.0225 |
3.4% |
0.0026 |
0.4% |
11% |
False |
False |
8 |
20 |
0.6881 |
0.6567 |
0.0314 |
4.8% |
0.0022 |
0.3% |
8% |
False |
False |
7 |
40 |
0.6881 |
0.6567 |
0.0314 |
4.8% |
0.0018 |
0.3% |
8% |
False |
False |
5 |
60 |
0.6881 |
0.6362 |
0.0519 |
7.9% |
0.0012 |
0.2% |
44% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6650 |
2.618 |
0.6632 |
1.618 |
0.6621 |
1.000 |
0.6614 |
0.618 |
0.6610 |
HIGH |
0.6603 |
0.618 |
0.6599 |
0.500 |
0.6598 |
0.382 |
0.6596 |
LOW |
0.6592 |
0.618 |
0.6585 |
1.000 |
0.6581 |
1.618 |
0.6574 |
2.618 |
0.6563 |
4.250 |
0.6545 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6598 |
0.6624 |
PP |
0.6596 |
0.6613 |
S1 |
0.6594 |
0.6603 |
|