CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6502 |
0.6425 |
-0.0077 |
-1.2% |
0.6468 |
High |
0.6502 |
0.6425 |
-0.0077 |
-1.2% |
0.6544 |
Low |
0.6427 |
0.6421 |
-0.0006 |
-0.1% |
0.6468 |
Close |
0.6427 |
0.6423 |
-0.0004 |
-0.1% |
0.6495 |
Range |
0.0075 |
0.0004 |
-0.0071 |
-95.3% |
0.0076 |
ATR |
0.0034 |
0.0032 |
-0.0002 |
-5.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6433 |
0.6432 |
0.6425 |
|
R3 |
0.6430 |
0.6428 |
0.6424 |
|
R2 |
0.6426 |
0.6426 |
0.6424 |
|
R1 |
0.6425 |
0.6425 |
0.6423 |
0.6424 |
PP |
0.6423 |
0.6423 |
0.6423 |
0.6422 |
S1 |
0.6421 |
0.6421 |
0.6423 |
0.6420 |
S2 |
0.6419 |
0.6419 |
0.6422 |
|
S3 |
0.6416 |
0.6418 |
0.6422 |
|
S4 |
0.6412 |
0.6414 |
0.6421 |
|
|
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 |
0.6421 |
0.0123 |
1.9% |
0.0027 |
0.4% |
2% |
False |
True |
2 |
10 |
0.6544 |
0.6421 |
0.0123 |
1.9% |
0.0024 |
0.4% |
2% |
False |
True |
7 |
20 |
0.6586 |
0.6421 |
0.0165 |
2.6% |
0.0018 |
0.3% |
1% |
False |
True |
4 |
40 |
0.6938 |
0.6421 |
0.0517 |
8.0% |
0.0017 |
0.3% |
0% |
False |
True |
2 |
60 |
0.6938 |
0.6421 |
0.0517 |
8.0% |
0.0014 |
0.2% |
0% |
False |
True |
2 |
80 |
0.6938 |
0.6421 |
0.0517 |
8.0% |
0.0014 |
0.2% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6439 |
2.618 |
0.6434 |
1.618 |
0.6430 |
1.000 |
0.6428 |
0.618 |
0.6427 |
HIGH |
0.6425 |
0.618 |
0.6423 |
0.500 |
0.6423 |
0.382 |
0.6422 |
LOW |
0.6421 |
0.618 |
0.6419 |
1.000 |
0.6418 |
1.618 |
0.6415 |
2.618 |
0.6412 |
4.250 |
0.6406 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6423 |
0.6483 |
PP |
0.6423 |
0.6463 |
S1 |
0.6423 |
0.6443 |
|