CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6663 |
0.6596 |
-0.0067 |
-1.0% |
0.6787 |
High |
0.6663 |
0.6596 |
-0.0067 |
-1.0% |
0.6830 |
Low |
0.6595 |
0.6596 |
0.0001 |
0.0% |
0.6675 |
Close |
0.6595 |
0.6596 |
0.0001 |
0.0% |
0.6700 |
Range |
0.0068 |
0.0000 |
-0.0068 |
-100.0% |
0.0155 |
ATR |
0.0049 |
0.0046 |
-0.0003 |
-7.0% |
0.0000 |
Volume |
5 |
0 |
-5 |
-100.0% |
0 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6596 |
0.6596 |
0.6596 |
|
R3 |
0.6596 |
0.6596 |
0.6596 |
|
R2 |
0.6596 |
0.6596 |
0.6596 |
|
R1 |
0.6596 |
0.6596 |
0.6596 |
0.6596 |
PP |
0.6596 |
0.6596 |
0.6596 |
0.6596 |
S1 |
0.6596 |
0.6596 |
0.6596 |
0.6596 |
S2 |
0.6596 |
0.6596 |
0.6596 |
|
S3 |
0.6596 |
0.6596 |
0.6596 |
|
S4 |
0.6596 |
0.6596 |
0.6596 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7198 |
0.7103 |
0.6784 |
|
R3 |
0.7044 |
0.6949 |
0.6742 |
|
R2 |
0.6889 |
0.6889 |
0.6728 |
|
R1 |
0.6794 |
0.6794 |
0.6714 |
0.6765 |
PP |
0.6735 |
0.6735 |
0.6735 |
0.6720 |
S1 |
0.6640 |
0.6640 |
0.6685 |
0.6610 |
S2 |
0.6580 |
0.6580 |
0.6671 |
|
S3 |
0.6426 |
0.6485 |
0.6657 |
|
S4 |
0.6271 |
0.6331 |
0.6615 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6766 |
0.6595 |
0.0171 |
2.6% |
0.0037 |
0.6% |
1% |
False |
False |
1 |
10 |
0.6830 |
0.6595 |
0.0235 |
3.6% |
0.0024 |
0.4% |
0% |
False |
False |
1 |
20 |
0.6938 |
0.6595 |
0.0344 |
5.2% |
0.0017 |
0.3% |
0% |
False |
False |
|
40 |
0.6938 |
0.6595 |
0.0344 |
5.2% |
0.0013 |
0.2% |
0% |
False |
False |
|
60 |
0.6938 |
0.6551 |
0.0388 |
5.9% |
0.0013 |
0.2% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6596 |
2.618 |
0.6596 |
1.618 |
0.6596 |
1.000 |
0.6596 |
0.618 |
0.6596 |
HIGH |
0.6596 |
0.618 |
0.6596 |
0.500 |
0.6596 |
0.382 |
0.6596 |
LOW |
0.6596 |
0.618 |
0.6596 |
1.000 |
0.6596 |
1.618 |
0.6596 |
2.618 |
0.6596 |
4.250 |
0.6596 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6596 |
0.6652 |
PP |
0.6596 |
0.6633 |
S1 |
0.6596 |
0.6614 |
|