CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6492 |
0.6535 |
0.0043 |
0.7% |
0.6462 |
| High |
0.6522 |
0.6535 |
0.0013 |
0.2% |
0.6519 |
| Low |
0.6488 |
0.6529 |
0.0041 |
0.6% |
0.6462 |
| Close |
0.6522 |
0.6529 |
0.0007 |
0.1% |
0.6467 |
| Range |
0.0035 |
0.0007 |
-0.0028 |
-81.2% |
0.0057 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-4.3% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
64 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6550 |
0.6546 |
0.6532 |
|
| R3 |
0.6544 |
0.6539 |
0.6530 |
|
| R2 |
0.6537 |
0.6537 |
0.6530 |
|
| R1 |
0.6533 |
0.6533 |
0.6529 |
0.6532 |
| PP |
0.6531 |
0.6531 |
0.6531 |
0.6530 |
| S1 |
0.6526 |
0.6526 |
0.6528 |
0.6525 |
| S2 |
0.6524 |
0.6524 |
0.6527 |
|
| S3 |
0.6518 |
0.6520 |
0.6527 |
|
| S4 |
0.6511 |
0.6513 |
0.6525 |
|
|
| 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 |
0.6535 |
0.6462 |
0.0074 |
1.1% |
0.0012 |
0.2% |
91% |
True |
False |
1 |
| 10 |
0.6535 |
0.6430 |
0.0106 |
1.6% |
0.0015 |
0.2% |
94% |
True |
False |
7 |
| 20 |
0.6621 |
0.6430 |
0.0191 |
2.9% |
0.0012 |
0.2% |
52% |
False |
False |
4 |
| 40 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0015 |
0.2% |
19% |
False |
False |
2 |
| 60 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0013 |
0.2% |
19% |
False |
False |
2 |
| 80 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0013 |
0.2% |
19% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6563 |
|
2.618 |
0.6552 |
|
1.618 |
0.6546 |
|
1.000 |
0.6542 |
|
0.618 |
0.6539 |
|
HIGH |
0.6535 |
|
0.618 |
0.6533 |
|
0.500 |
0.6532 |
|
0.382 |
0.6531 |
|
LOW |
0.6529 |
|
0.618 |
0.6524 |
|
1.000 |
0.6522 |
|
1.618 |
0.6518 |
|
2.618 |
0.6511 |
|
4.250 |
0.6501 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6532 |
0.6520 |
| PP |
0.6531 |
0.6511 |
| S1 |
0.6530 |
0.6502 |
|