CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6841 |
0.6799 |
-0.0043 |
-0.6% |
0.6834 |
| High |
0.6865 |
0.6799 |
-0.0066 |
-1.0% |
0.6900 |
| Low |
0.6789 |
0.6738 |
-0.0051 |
-0.7% |
0.6812 |
| Close |
0.6791 |
0.6760 |
-0.0031 |
-0.4% |
0.6844 |
| Range |
0.0076 |
0.0061 |
-0.0016 |
-20.4% |
0.0089 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.3% |
0.0000 |
| Volume |
101 |
42 |
-59 |
-58.4% |
358 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6914 |
0.6793 |
|
| R3 |
0.6887 |
0.6854 |
0.6777 |
|
| R2 |
0.6826 |
0.6826 |
0.6771 |
|
| R1 |
0.6793 |
0.6793 |
0.6766 |
0.6779 |
| PP |
0.6766 |
0.6766 |
0.6766 |
0.6759 |
| S1 |
0.6733 |
0.6733 |
0.6754 |
0.6719 |
| S2 |
0.6705 |
0.6705 |
0.6749 |
|
| S3 |
0.6645 |
0.6672 |
0.6743 |
|
| S4 |
0.6584 |
0.6612 |
0.6727 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7117 |
0.7069 |
0.6893 |
|
| R3 |
0.7029 |
0.6981 |
0.6868 |
|
| R2 |
0.6940 |
0.6940 |
0.6860 |
|
| R1 |
0.6892 |
0.6892 |
0.6852 |
0.6916 |
| PP |
0.6852 |
0.6852 |
0.6852 |
0.6864 |
| S1 |
0.6804 |
0.6804 |
0.6836 |
0.6828 |
| S2 |
0.6763 |
0.6763 |
0.6828 |
|
| S3 |
0.6675 |
0.6715 |
0.6820 |
|
| S4 |
0.6586 |
0.6627 |
0.6795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6900 |
0.6738 |
0.0162 |
2.4% |
0.0055 |
0.8% |
14% |
False |
True |
96 |
| 10 |
0.6900 |
0.6734 |
0.0167 |
2.5% |
0.0051 |
0.8% |
16% |
False |
False |
106 |
| 20 |
0.6900 |
0.6565 |
0.0335 |
5.0% |
0.0054 |
0.8% |
58% |
False |
False |
92 |
| 40 |
0.6900 |
0.6388 |
0.0513 |
7.6% |
0.0040 |
0.6% |
73% |
False |
False |
63 |
| 60 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0034 |
0.5% |
75% |
False |
False |
44 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0031 |
0.5% |
75% |
False |
False |
34 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.2% |
0.0027 |
0.4% |
75% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7056 |
|
2.618 |
0.6957 |
|
1.618 |
0.6896 |
|
1.000 |
0.6859 |
|
0.618 |
0.6836 |
|
HIGH |
0.6799 |
|
0.618 |
0.6775 |
|
0.500 |
0.6768 |
|
0.382 |
0.6761 |
|
LOW |
0.6738 |
|
0.618 |
0.6701 |
|
1.000 |
0.6678 |
|
1.618 |
0.6640 |
|
2.618 |
0.6580 |
|
4.250 |
0.6481 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6768 |
0.6806 |
| PP |
0.6766 |
0.6791 |
| S1 |
0.6763 |
0.6775 |
|