CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6472 |
0.6430 |
-0.0042 |
-0.6% |
0.6621 |
High |
0.6472 |
0.6446 |
-0.0026 |
-0.4% |
0.6621 |
Low |
0.6472 |
0.6430 |
-0.0042 |
-0.6% |
0.6539 |
Close |
0.6472 |
0.6441 |
-0.0031 |
-0.5% |
0.6539 |
Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0082 |
ATR |
0.0036 |
0.0037 |
0.0000 |
1.1% |
0.0000 |
Volume |
0 |
7 |
7 |
|
9 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6488 |
0.6481 |
0.6450 |
|
R3 |
0.6472 |
0.6465 |
0.6446 |
|
R2 |
0.6455 |
0.6455 |
0.6444 |
|
R1 |
0.6448 |
0.6448 |
0.6443 |
0.6452 |
PP |
0.6439 |
0.6439 |
0.6439 |
0.6441 |
S1 |
0.6432 |
0.6432 |
0.6439 |
0.6435 |
S2 |
0.6422 |
0.6422 |
0.6438 |
|
S3 |
0.6406 |
0.6415 |
0.6436 |
|
S4 |
0.6389 |
0.6399 |
0.6432 |
|
|
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 |
0.6576 |
0.6430 |
0.0147 |
2.3% |
0.0018 |
0.3% |
8% |
False |
True |
2 |
10 |
0.6621 |
0.6430 |
0.0191 |
3.0% |
0.0012 |
0.2% |
6% |
False |
True |
1 |
20 |
0.6830 |
0.6430 |
0.0400 |
6.2% |
0.0018 |
0.3% |
3% |
False |
True |
1 |
40 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0015 |
0.2% |
2% |
False |
True |
1 |
60 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0013 |
0.2% |
2% |
False |
True |
|
80 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0012 |
0.2% |
2% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6516 |
2.618 |
0.6489 |
1.618 |
0.6473 |
1.000 |
0.6463 |
0.618 |
0.6456 |
HIGH |
0.6446 |
0.618 |
0.6440 |
0.500 |
0.6438 |
0.382 |
0.6436 |
LOW |
0.6430 |
0.618 |
0.6419 |
1.000 |
0.6413 |
1.618 |
0.6403 |
2.618 |
0.6386 |
4.250 |
0.6359 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6440 |
0.6486 |
PP |
0.6439 |
0.6471 |
S1 |
0.6438 |
0.6456 |
|