CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6422 |
0.6416 |
-0.0006 |
-0.1% |
0.6502 |
High |
0.6422 |
0.6424 |
0.0002 |
0.0% |
0.6502 |
Low |
0.6422 |
0.6416 |
-0.0006 |
-0.1% |
0.6416 |
Close |
0.6422 |
0.6416 |
-0.0006 |
-0.1% |
0.6416 |
Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0086 |
ATR |
0.0030 |
0.0028 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6442 |
0.6437 |
0.6420 |
|
R3 |
0.6434 |
0.6429 |
0.6418 |
|
R2 |
0.6426 |
0.6426 |
0.6417 |
|
R1 |
0.6421 |
0.6421 |
0.6416 |
0.6420 |
PP |
0.6418 |
0.6418 |
0.6418 |
0.6418 |
S1 |
0.6413 |
0.6413 |
0.6415 |
0.6412 |
S2 |
0.6410 |
0.6410 |
0.6414 |
|
S3 |
0.6402 |
0.6405 |
0.6413 |
|
S4 |
0.6394 |
0.6397 |
0.6411 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6702 |
0.6645 |
0.6463 |
|
R3 |
0.6616 |
0.6559 |
0.6439 |
|
R2 |
0.6530 |
0.6530 |
0.6431 |
|
R1 |
0.6473 |
0.6473 |
0.6423 |
0.6459 |
PP |
0.6444 |
0.6444 |
0.6444 |
0.6437 |
S1 |
0.6387 |
0.6387 |
0.6408 |
0.6373 |
S2 |
0.6358 |
0.6358 |
0.6400 |
|
S3 |
0.6272 |
0.6301 |
0.6392 |
|
S4 |
0.6186 |
0.6215 |
0.6368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0027 |
0.4% |
0% |
False |
True |
1 |
10 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0020 |
0.3% |
0% |
False |
True |
1 |
20 |
0.6576 |
0.6416 |
0.0161 |
2.5% |
0.0018 |
0.3% |
0% |
False |
True |
4 |
40 |
0.6887 |
0.6416 |
0.0472 |
7.3% |
0.0016 |
0.2% |
0% |
False |
True |
2 |
60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0014 |
0.2% |
0% |
False |
True |
2 |
80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0013 |
0.2% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6458 |
2.618 |
0.6444 |
1.618 |
0.6436 |
1.000 |
0.6432 |
0.618 |
0.6428 |
HIGH |
0.6424 |
0.618 |
0.6420 |
0.500 |
0.6420 |
0.382 |
0.6419 |
LOW |
0.6416 |
0.618 |
0.6411 |
1.000 |
0.6408 |
1.618 |
0.6403 |
2.618 |
0.6395 |
4.250 |
0.6382 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6420 |
0.6420 |
PP |
0.6418 |
0.6419 |
S1 |
0.6417 |
0.6417 |
|