CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6614 |
0.6615 |
0.0001 |
0.0% |
0.6607 |
High |
0.6614 |
0.6633 |
0.0019 |
0.3% |
0.6633 |
Low |
0.6614 |
0.6611 |
-0.0003 |
0.0% |
0.6605 |
Close |
0.6614 |
0.6615 |
0.0001 |
0.0% |
0.6615 |
Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0028 |
ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6686 |
0.6672 |
0.6627 |
|
R3 |
0.6664 |
0.6650 |
0.6621 |
|
R2 |
0.6642 |
0.6642 |
0.6619 |
|
R1 |
0.6628 |
0.6628 |
0.6617 |
0.6626 |
PP |
0.6620 |
0.6620 |
0.6620 |
0.6619 |
S1 |
0.6606 |
0.6606 |
0.6613 |
0.6604 |
S2 |
0.6598 |
0.6598 |
0.6611 |
|
S3 |
0.6576 |
0.6584 |
0.6609 |
|
S4 |
0.6554 |
0.6562 |
0.6603 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6702 |
0.6686 |
0.6630 |
|
R3 |
0.6674 |
0.6658 |
0.6623 |
|
R2 |
0.6646 |
0.6646 |
0.6620 |
|
R1 |
0.6630 |
0.6630 |
0.6618 |
0.6638 |
PP |
0.6618 |
0.6618 |
0.6618 |
0.6622 |
S1 |
0.6602 |
0.6602 |
0.6612 |
0.6610 |
S2 |
0.6590 |
0.6590 |
0.6610 |
|
S3 |
0.6562 |
0.6574 |
0.6607 |
|
S4 |
0.6534 |
0.6546 |
0.6600 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6633 |
0.6605 |
0.0028 |
0.4% |
0.0008 |
0.1% |
36% |
True |
False |
|
10 |
0.6746 |
0.6567 |
0.0179 |
2.7% |
0.0016 |
0.2% |
27% |
False |
False |
1 |
20 |
0.6881 |
0.6567 |
0.0314 |
4.7% |
0.0019 |
0.3% |
15% |
False |
False |
4 |
40 |
0.6881 |
0.6567 |
0.0314 |
4.7% |
0.0019 |
0.3% |
15% |
False |
False |
5 |
60 |
0.6881 |
0.6388 |
0.0493 |
7.4% |
0.0013 |
0.2% |
46% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6727 |
2.618 |
0.6691 |
1.618 |
0.6669 |
1.000 |
0.6655 |
0.618 |
0.6647 |
HIGH |
0.6633 |
0.618 |
0.6625 |
0.500 |
0.6622 |
0.382 |
0.6619 |
LOW |
0.6611 |
0.618 |
0.6597 |
1.000 |
0.6589 |
1.618 |
0.6575 |
2.618 |
0.6553 |
4.250 |
0.6518 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6622 |
0.6622 |
PP |
0.6620 |
0.6620 |
S1 |
0.6617 |
0.6617 |
|