CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6430 |
0.6451 |
0.0021 |
0.3% |
0.6525 |
High |
0.6446 |
0.6451 |
0.0005 |
0.1% |
0.6542 |
Low |
0.6430 |
0.6433 |
0.0003 |
0.0% |
0.6430 |
Close |
0.6441 |
0.6451 |
0.0010 |
0.1% |
0.6451 |
Range |
0.0017 |
0.0018 |
0.0002 |
9.1% |
0.0113 |
ATR |
0.0037 |
0.0035 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
7 |
0 |
-7 |
-100.0% |
9 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6499 |
0.6493 |
0.6460 |
|
R3 |
0.6481 |
0.6475 |
0.6455 |
|
R2 |
0.6463 |
0.6463 |
0.6454 |
|
R1 |
0.6457 |
0.6457 |
0.6452 |
0.6460 |
PP |
0.6445 |
0.6445 |
0.6445 |
0.6446 |
S1 |
0.6439 |
0.6439 |
0.6449 |
0.6442 |
S2 |
0.6427 |
0.6427 |
0.6447 |
|
S3 |
0.6409 |
0.6421 |
0.6446 |
|
S4 |
0.6391 |
0.6403 |
0.6441 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6812 |
0.6744 |
0.6512 |
|
R3 |
0.6699 |
0.6631 |
0.6481 |
|
R2 |
0.6587 |
0.6587 |
0.6471 |
|
R1 |
0.6519 |
0.6519 |
0.6461 |
0.6496 |
PP |
0.6474 |
0.6474 |
0.6474 |
0.6463 |
S1 |
0.6406 |
0.6406 |
0.6440 |
0.6384 |
S2 |
0.6362 |
0.6362 |
0.6430 |
|
S3 |
0.6249 |
0.6294 |
0.6420 |
|
S4 |
0.6137 |
0.6181 |
0.6389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6542 |
0.6430 |
0.0113 |
1.7% |
0.0014 |
0.2% |
19% |
False |
False |
1 |
10 |
0.6621 |
0.6430 |
0.0191 |
3.0% |
0.0014 |
0.2% |
11% |
False |
False |
1 |
20 |
0.6830 |
0.6430 |
0.0400 |
6.2% |
0.0016 |
0.3% |
5% |
False |
False |
1 |
40 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0016 |
0.2% |
4% |
False |
False |
1 |
60 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0013 |
0.2% |
4% |
False |
False |
|
80 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0012 |
0.2% |
4% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6527 |
2.618 |
0.6498 |
1.618 |
0.6480 |
1.000 |
0.6469 |
0.618 |
0.6462 |
HIGH |
0.6451 |
0.618 |
0.6444 |
0.500 |
0.6442 |
0.382 |
0.6439 |
LOW |
0.6433 |
0.618 |
0.6421 |
1.000 |
0.6415 |
1.618 |
0.6403 |
2.618 |
0.6385 |
4.250 |
0.6356 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6448 |
0.6451 |
PP |
0.6445 |
0.6451 |
S1 |
0.6442 |
0.6451 |
|