CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6607 |
0.6625 |
0.0019 |
0.3% |
0.6681 |
High |
0.6607 |
0.6625 |
0.0019 |
0.3% |
0.6681 |
Low |
0.6607 |
0.6605 |
-0.0002 |
0.0% |
0.6567 |
Close |
0.6607 |
0.6605 |
-0.0002 |
0.0% |
0.6630 |
Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0114 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
0 |
2 |
2 |
|
9 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6672 |
0.6658 |
0.6616 |
|
R3 |
0.6652 |
0.6638 |
0.6611 |
|
R2 |
0.6632 |
0.6632 |
0.6609 |
|
R1 |
0.6618 |
0.6618 |
0.6607 |
0.6615 |
PP |
0.6612 |
0.6612 |
0.6612 |
0.6610 |
S1 |
0.6598 |
0.6598 |
0.6603 |
0.6595 |
S2 |
0.6592 |
0.6592 |
0.6601 |
|
S3 |
0.6572 |
0.6578 |
0.6600 |
|
S4 |
0.6552 |
0.6558 |
0.6594 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6966 |
0.6912 |
0.6692 |
|
R3 |
0.6853 |
0.6798 |
0.6661 |
|
R2 |
0.6739 |
0.6739 |
0.6651 |
|
R1 |
0.6685 |
0.6685 |
0.6640 |
0.6655 |
PP |
0.6626 |
0.6626 |
0.6626 |
0.6611 |
S1 |
0.6571 |
0.6571 |
0.6620 |
0.6542 |
S2 |
0.6512 |
0.6512 |
0.6609 |
|
S3 |
0.6399 |
0.6458 |
0.6599 |
|
S4 |
0.6285 |
0.6344 |
0.6568 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6632 |
0.6567 |
0.0065 |
1.0% |
0.0008 |
0.1% |
58% |
False |
False |
1 |
10 |
0.6746 |
0.6567 |
0.0179 |
2.7% |
0.0014 |
0.2% |
21% |
False |
False |
1 |
20 |
0.6881 |
0.6567 |
0.0314 |
4.7% |
0.0020 |
0.3% |
12% |
False |
False |
4 |
40 |
0.6881 |
0.6567 |
0.0314 |
4.7% |
0.0018 |
0.3% |
12% |
False |
False |
5 |
60 |
0.6881 |
0.6381 |
0.0500 |
7.6% |
0.0012 |
0.2% |
45% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6710 |
2.618 |
0.6677 |
1.618 |
0.6657 |
1.000 |
0.6645 |
0.618 |
0.6637 |
HIGH |
0.6625 |
0.618 |
0.6617 |
0.500 |
0.6615 |
0.382 |
0.6613 |
LOW |
0.6605 |
0.618 |
0.6593 |
1.000 |
0.6585 |
1.618 |
0.6573 |
2.618 |
0.6553 |
4.250 |
0.6520 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6615 |
0.6619 |
PP |
0.6612 |
0.6614 |
S1 |
0.6608 |
0.6610 |
|