CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.6467 |
0.6468 |
0.0001 |
0.0% |
0.6462 |
High |
0.6477 |
0.6472 |
-0.0006 |
-0.1% |
0.6519 |
Low |
0.6462 |
0.6468 |
0.0007 |
0.1% |
0.6462 |
Close |
0.6467 |
0.6472 |
0.0005 |
0.1% |
0.6467 |
Range |
0.0016 |
0.0004 |
-0.0012 |
-77.4% |
0.0057 |
ATR |
0.0033 |
0.0031 |
-0.0002 |
-6.2% |
0.0000 |
Volume |
0 |
2 |
2 |
|
64 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6481 |
0.6480 |
0.6473 |
|
R3 |
0.6477 |
0.6476 |
0.6472 |
|
R2 |
0.6474 |
0.6474 |
0.6472 |
|
R1 |
0.6473 |
0.6473 |
0.6472 |
0.6473 |
PP |
0.6470 |
0.6470 |
0.6470 |
0.6471 |
S1 |
0.6469 |
0.6469 |
0.6471 |
0.6470 |
S2 |
0.6467 |
0.6467 |
0.6471 |
|
S3 |
0.6463 |
0.6466 |
0.6471 |
|
S4 |
0.6460 |
0.6462 |
0.6470 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6653 |
0.6617 |
0.6498 |
|
R3 |
0.6596 |
0.6560 |
0.6483 |
|
R2 |
0.6539 |
0.6539 |
0.6477 |
|
R1 |
0.6503 |
0.6503 |
0.6472 |
0.6521 |
PP |
0.6482 |
0.6482 |
0.6482 |
0.6491 |
S1 |
0.6446 |
0.6446 |
0.6462 |
0.6464 |
S2 |
0.6425 |
0.6425 |
0.6457 |
|
S3 |
0.6368 |
0.6389 |
0.6451 |
|
S4 |
0.6311 |
0.6332 |
0.6436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6519 |
0.6462 |
0.0057 |
0.9% |
0.0014 |
0.2% |
18% |
False |
False |
13 |
10 |
0.6542 |
0.6430 |
0.0113 |
1.7% |
0.0014 |
0.2% |
37% |
False |
False |
7 |
20 |
0.6710 |
0.6430 |
0.0281 |
4.3% |
0.0016 |
0.3% |
15% |
False |
False |
4 |
40 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0014 |
0.2% |
8% |
False |
False |
2 |
60 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0013 |
0.2% |
8% |
False |
False |
1 |
80 |
0.6938 |
0.6430 |
0.0509 |
7.9% |
0.0012 |
0.2% |
8% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6486 |
2.618 |
0.6481 |
1.618 |
0.6477 |
1.000 |
0.6475 |
0.618 |
0.6474 |
HIGH |
0.6472 |
0.618 |
0.6470 |
0.500 |
0.6470 |
0.382 |
0.6469 |
LOW |
0.6468 |
0.618 |
0.6466 |
1.000 |
0.6465 |
1.618 |
0.6462 |
2.618 |
0.6459 |
4.250 |
0.6453 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6471 |
0.6471 |
PP |
0.6470 |
0.6470 |
S1 |
0.6470 |
0.6469 |
|