CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6441 |
0.6465 |
0.0025 |
0.4% |
0.6502 |
High |
0.6492 |
0.6475 |
-0.0017 |
-0.3% |
0.6502 |
Low |
0.6441 |
0.6459 |
0.0019 |
0.3% |
0.6416 |
Close |
0.6471 |
0.6467 |
-0.0004 |
-0.1% |
0.6416 |
Range |
0.0052 |
0.0016 |
-0.0036 |
-68.9% |
0.0086 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
8 |
7 |
-1 |
-12.5% |
4 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6515 |
0.6507 |
0.6476 |
|
R3 |
0.6499 |
0.6491 |
0.6471 |
|
R2 |
0.6483 |
0.6483 |
0.6470 |
|
R1 |
0.6475 |
0.6475 |
0.6468 |
0.6479 |
PP |
0.6467 |
0.6467 |
0.6467 |
0.6469 |
S1 |
0.6459 |
0.6459 |
0.6466 |
0.6463 |
S2 |
0.6451 |
0.6451 |
0.6464 |
|
S3 |
0.6435 |
0.6443 |
0.6463 |
|
S4 |
0.6419 |
0.6427 |
0.6458 |
|
|
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 |
0.6492 |
0.6416 |
0.0077 |
1.2% |
0.0016 |
0.2% |
67% |
False |
False |
3 |
10 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0024 |
0.4% |
40% |
False |
False |
2 |
20 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0019 |
0.3% |
40% |
False |
False |
5 |
40 |
0.6861 |
0.6416 |
0.0446 |
6.9% |
0.0017 |
0.3% |
12% |
False |
False |
3 |
60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0016 |
0.2% |
10% |
False |
False |
2 |
80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0014 |
0.2% |
10% |
False |
False |
1 |
100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0013 |
0.2% |
10% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6543 |
2.618 |
0.6517 |
1.618 |
0.6501 |
1.000 |
0.6491 |
0.618 |
0.6485 |
HIGH |
0.6475 |
0.618 |
0.6469 |
0.500 |
0.6467 |
0.382 |
0.6465 |
LOW |
0.6459 |
0.618 |
0.6449 |
1.000 |
0.6443 |
1.618 |
0.6433 |
2.618 |
0.6417 |
4.250 |
0.6391 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6467 |
0.6463 |
PP |
0.6467 |
0.6458 |
S1 |
0.6467 |
0.6454 |
|