CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6596 |
0.6620 |
0.0025 |
0.4% |
0.6724 |
High |
0.6596 |
0.6618 |
0.0023 |
0.3% |
0.6766 |
Low |
0.6596 |
0.6620 |
0.0025 |
0.4% |
0.6595 |
Close |
0.6596 |
0.6620 |
0.0025 |
0.4% |
0.6620 |
Range |
0.0000 |
-0.0002 |
-0.0002 |
|
0.0171 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6613 |
0.6615 |
0.6619 |
|
R3 |
0.6615 |
0.6617 |
0.6619 |
|
R2 |
0.6617 |
0.6617 |
0.6620 |
|
R1 |
0.6619 |
0.6619 |
0.6620 |
0.6619 |
PP |
0.6619 |
0.6619 |
0.6619 |
0.6620 |
S1 |
0.6621 |
0.6621 |
0.6620 |
0.6621 |
S2 |
0.6621 |
0.6621 |
0.6620 |
|
S3 |
0.6623 |
0.6623 |
0.6621 |
|
S4 |
0.6625 |
0.6625 |
0.6621 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7173 |
0.7068 |
0.6714 |
|
R3 |
0.7002 |
0.6897 |
0.6667 |
|
R2 |
0.6831 |
0.6831 |
0.6651 |
|
R1 |
0.6726 |
0.6726 |
0.6636 |
0.6693 |
PP |
0.6660 |
0.6660 |
0.6660 |
0.6644 |
S1 |
0.6555 |
0.6555 |
0.6604 |
0.6522 |
S2 |
0.6489 |
0.6489 |
0.6589 |
|
S3 |
0.6318 |
0.6384 |
0.6573 |
|
S4 |
0.6147 |
0.6213 |
0.6526 |
|
|
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% |
0.0032 |
0.5% |
15% |
False |
False |
1 |
10 |
0.6830 |
0.6595 |
0.0235 |
3.5% |
0.0018 |
0.3% |
11% |
False |
False |
|
20 |
0.6938 |
0.6595 |
0.0344 |
5.2% |
0.0017 |
0.3% |
7% |
False |
False |
|
40 |
0.6938 |
0.6595 |
0.0344 |
5.2% |
0.0013 |
0.2% |
7% |
False |
False |
|
60 |
0.6938 |
0.6551 |
0.0388 |
5.9% |
0.0013 |
0.2% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6610 |
2.618 |
0.6613 |
1.618 |
0.6615 |
1.000 |
0.6616 |
0.618 |
0.6617 |
HIGH |
0.6618 |
0.618 |
0.6619 |
0.500 |
0.6619 |
0.382 |
0.6619 |
LOW |
0.6620 |
0.618 |
0.6621 |
1.000 |
0.6622 |
1.618 |
0.6623 |
2.618 |
0.6625 |
4.250 |
0.6629 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6620 |
0.6629 |
PP |
0.6619 |
0.6626 |
S1 |
0.6619 |
0.6623 |
|