CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6490 |
0.6482 |
-0.0008 |
-0.1% |
0.6441 |
| High |
0.6490 |
0.6512 |
0.0022 |
0.3% |
0.6515 |
| Low |
0.6475 |
0.6472 |
-0.0003 |
0.0% |
0.6441 |
| Close |
0.6475 |
0.6497 |
0.0022 |
0.3% |
0.6475 |
| Range |
0.0015 |
0.0040 |
0.0025 |
166.7% |
0.0075 |
| ATR |
0.0030 |
0.0030 |
0.0001 |
2.5% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
85 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6614 |
0.6595 |
0.6519 |
|
| R3 |
0.6574 |
0.6555 |
0.6508 |
|
| R2 |
0.6534 |
0.6534 |
0.6504 |
|
| R1 |
0.6515 |
0.6515 |
0.6501 |
0.6525 |
| PP |
0.6494 |
0.6494 |
0.6494 |
0.6498 |
| S1 |
0.6475 |
0.6475 |
0.6493 |
0.6485 |
| S2 |
0.6454 |
0.6454 |
0.6490 |
|
| S3 |
0.6414 |
0.6435 |
0.6486 |
|
| S4 |
0.6374 |
0.6395 |
0.6475 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6700 |
0.6662 |
0.6515 |
|
| R3 |
0.6626 |
0.6587 |
0.6495 |
|
| R2 |
0.6551 |
0.6551 |
0.6488 |
|
| R1 |
0.6513 |
0.6513 |
0.6481 |
0.6532 |
| PP |
0.6477 |
0.6477 |
0.6477 |
0.6486 |
| S1 |
0.6438 |
0.6438 |
0.6468 |
0.6458 |
| S2 |
0.6402 |
0.6402 |
0.6461 |
|
| S3 |
0.6328 |
0.6364 |
0.6454 |
|
| S4 |
0.6253 |
0.6289 |
0.6434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6515 |
0.6447 |
0.0068 |
1.0% |
0.0028 |
0.4% |
74% |
False |
False |
16 |
| 10 |
0.6515 |
0.6416 |
0.0100 |
1.5% |
0.0022 |
0.3% |
82% |
False |
False |
9 |
| 20 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0023 |
0.3% |
63% |
False |
False |
8 |
| 40 |
0.6830 |
0.6416 |
0.0414 |
6.4% |
0.0019 |
0.3% |
20% |
False |
False |
5 |
| 60 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0016 |
0.3% |
16% |
False |
False |
3 |
| 80 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0015 |
0.2% |
16% |
False |
False |
2 |
| 100 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0014 |
0.2% |
16% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6682 |
|
2.618 |
0.6617 |
|
1.618 |
0.6577 |
|
1.000 |
0.6552 |
|
0.618 |
0.6537 |
|
HIGH |
0.6512 |
|
0.618 |
0.6497 |
|
0.500 |
0.6492 |
|
0.382 |
0.6487 |
|
LOW |
0.6472 |
|
0.618 |
0.6447 |
|
1.000 |
0.6432 |
|
1.618 |
0.6407 |
|
2.618 |
0.6367 |
|
4.250 |
0.6302 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6495 |
0.6496 |
| PP |
0.6494 |
0.6495 |
| S1 |
0.6492 |
0.6494 |
|