CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6565 |
0.6525 |
-0.0041 |
-0.6% |
0.6621 |
High |
0.6576 |
0.6525 |
-0.0052 |
-0.8% |
0.6621 |
Low |
0.6539 |
0.6525 |
-0.0015 |
-0.2% |
0.6539 |
Close |
0.6539 |
0.6525 |
-0.0015 |
-0.2% |
0.6539 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0082 |
ATR |
0.0038 |
0.0036 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
5 |
0 |
-5 |
-100.0% |
9 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6525 |
0.6525 |
0.6525 |
|
R3 |
0.6525 |
0.6525 |
0.6525 |
|
R2 |
0.6525 |
0.6525 |
0.6525 |
|
R1 |
0.6525 |
0.6525 |
0.6525 |
0.6525 |
PP |
0.6525 |
0.6525 |
0.6525 |
0.6525 |
S1 |
0.6525 |
0.6525 |
0.6525 |
0.6525 |
S2 |
0.6525 |
0.6525 |
0.6525 |
|
S3 |
0.6525 |
0.6525 |
0.6525 |
|
S4 |
0.6525 |
0.6525 |
0.6525 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6811 |
0.6756 |
0.6584 |
|
R3 |
0.6729 |
0.6675 |
0.6561 |
|
R2 |
0.6648 |
0.6648 |
0.6554 |
|
R1 |
0.6593 |
0.6593 |
0.6546 |
0.6580 |
PP |
0.6566 |
0.6566 |
0.6566 |
0.6559 |
S1 |
0.6512 |
0.6512 |
0.6532 |
0.6498 |
S2 |
0.6485 |
0.6485 |
0.6524 |
|
S3 |
0.6403 |
0.6430 |
0.6517 |
|
S4 |
0.6322 |
0.6349 |
0.6494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6586 |
0.6525 |
0.0061 |
0.9% |
0.0014 |
0.2% |
0% |
False |
True |
1 |
10 |
0.6710 |
0.6525 |
0.0186 |
2.8% |
0.0019 |
0.3% |
0% |
False |
True |
1 |
20 |
0.6861 |
0.6525 |
0.0337 |
5.2% |
0.0015 |
0.2% |
0% |
False |
True |
1 |
40 |
0.6938 |
0.6525 |
0.0414 |
6.3% |
0.0014 |
0.2% |
0% |
False |
True |
|
60 |
0.6938 |
0.6525 |
0.0414 |
6.3% |
0.0013 |
0.2% |
0% |
False |
True |
|
80 |
0.6938 |
0.6525 |
0.0414 |
6.3% |
0.0011 |
0.2% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6525 |
2.618 |
0.6525 |
1.618 |
0.6525 |
1.000 |
0.6525 |
0.618 |
0.6525 |
HIGH |
0.6525 |
0.618 |
0.6525 |
0.500 |
0.6525 |
0.382 |
0.6525 |
LOW |
0.6525 |
0.618 |
0.6525 |
1.000 |
0.6525 |
1.618 |
0.6525 |
2.618 |
0.6525 |
4.250 |
0.6525 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6525 |
0.6554 |
PP |
0.6525 |
0.6544 |
S1 |
0.6525 |
0.6534 |
|