CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6520 |
0.6525 |
0.0005 |
0.1% |
0.6468 |
High |
0.6520 |
0.6544 |
0.0024 |
0.4% |
0.6544 |
Low |
0.6520 |
0.6495 |
-0.0026 |
-0.4% |
0.6468 |
Close |
0.6520 |
0.6495 |
-0.0025 |
-0.4% |
0.6495 |
Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0076 |
ATR |
0.0029 |
0.0031 |
0.0001 |
4.9% |
0.0000 |
Volume |
0 |
5 |
5 |
|
11 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6660 |
0.6627 |
0.6522 |
|
R3 |
0.6610 |
0.6577 |
0.6509 |
|
R2 |
0.6561 |
0.6561 |
0.6504 |
|
R1 |
0.6528 |
0.6528 |
0.6500 |
0.6520 |
PP |
0.6511 |
0.6511 |
0.6511 |
0.6507 |
S1 |
0.6478 |
0.6478 |
0.6490 |
0.6470 |
S2 |
0.6462 |
0.6462 |
0.6486 |
|
S3 |
0.6412 |
0.6429 |
0.6481 |
|
S4 |
0.6363 |
0.6379 |
0.6468 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6730 |
0.6689 |
0.6537 |
|
R3 |
0.6654 |
0.6613 |
0.6516 |
|
R2 |
0.6578 |
0.6578 |
0.6509 |
|
R1 |
0.6537 |
0.6537 |
0.6502 |
0.6558 |
PP |
0.6502 |
0.6502 |
0.6502 |
0.6513 |
S1 |
0.6461 |
0.6461 |
0.6488 |
0.6482 |
S2 |
0.6426 |
0.6426 |
0.6481 |
|
S3 |
0.6350 |
0.6385 |
0.6474 |
|
S4 |
0.6274 |
0.6309 |
0.6453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6544 |
0.6468 |
0.0076 |
1.2% |
0.0019 |
0.3% |
36% |
True |
False |
2 |
10 |
0.6544 |
0.6462 |
0.0083 |
1.3% |
0.0016 |
0.2% |
41% |
True |
False |
7 |
20 |
0.6621 |
0.6430 |
0.0191 |
2.9% |
0.0015 |
0.2% |
34% |
False |
False |
4 |
40 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0016 |
0.2% |
13% |
False |
False |
2 |
60 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0014 |
0.2% |
13% |
False |
False |
2 |
80 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0013 |
0.2% |
13% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6754 |
2.618 |
0.6674 |
1.618 |
0.6624 |
1.000 |
0.6594 |
0.618 |
0.6575 |
HIGH |
0.6544 |
0.618 |
0.6525 |
0.500 |
0.6519 |
0.382 |
0.6513 |
LOW |
0.6495 |
0.618 |
0.6464 |
1.000 |
0.6445 |
1.618 |
0.6414 |
2.618 |
0.6365 |
4.250 |
0.6284 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6519 |
0.6519 |
PP |
0.6511 |
0.6511 |
S1 |
0.6503 |
0.6503 |
|