CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6482 |
0.6490 |
0.0008 |
0.1% |
0.6441 |
| High |
0.6512 |
0.6550 |
0.0038 |
0.6% |
0.6515 |
| Low |
0.6472 |
0.6489 |
0.0017 |
0.3% |
0.6441 |
| Close |
0.6497 |
0.6512 |
0.0015 |
0.2% |
0.6475 |
| Range |
0.0040 |
0.0062 |
0.0022 |
53.8% |
0.0075 |
| ATR |
0.0030 |
0.0033 |
0.0002 |
7.3% |
0.0000 |
| Volume |
9 |
27 |
18 |
200.0% |
85 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6701 |
0.6668 |
0.6545 |
|
| R3 |
0.6640 |
0.6606 |
0.6528 |
|
| R2 |
0.6578 |
0.6578 |
0.6523 |
|
| R1 |
0.6545 |
0.6545 |
0.6517 |
0.6562 |
| PP |
0.6517 |
0.6517 |
0.6517 |
0.6525 |
| S1 |
0.6483 |
0.6483 |
0.6506 |
0.6500 |
| S2 |
0.6455 |
0.6455 |
0.6500 |
|
| S3 |
0.6394 |
0.6422 |
0.6495 |
|
| S4 |
0.6332 |
0.6360 |
0.6478 |
|
|
| 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 |
0.6550 |
0.6467 |
0.0084 |
1.3% |
0.0037 |
0.6% |
54% |
True |
False |
20 |
| 10 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0028 |
0.4% |
71% |
True |
False |
12 |
| 20 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0026 |
0.4% |
71% |
True |
False |
10 |
| 40 |
0.6828 |
0.6416 |
0.0413 |
6.3% |
0.0021 |
0.3% |
23% |
False |
False |
5 |
| 60 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0017 |
0.3% |
18% |
False |
False |
4 |
| 80 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0016 |
0.2% |
18% |
False |
False |
3 |
| 100 |
0.6938 |
0.6416 |
0.0523 |
8.0% |
0.0015 |
0.2% |
18% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6811 |
|
2.618 |
0.6711 |
|
1.618 |
0.6650 |
|
1.000 |
0.6612 |
|
0.618 |
0.6588 |
|
HIGH |
0.6550 |
|
0.618 |
0.6527 |
|
0.500 |
0.6519 |
|
0.382 |
0.6512 |
|
LOW |
0.6489 |
|
0.618 |
0.6450 |
|
1.000 |
0.6427 |
|
1.618 |
0.6389 |
|
2.618 |
0.6327 |
|
4.250 |
0.6227 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6519 |
0.6511 |
| PP |
0.6517 |
0.6511 |
| S1 |
0.6514 |
0.6511 |
|