CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6490 |
0.6490 |
0.0000 |
0.0% |
0.6441 |
| High |
0.6550 |
0.6490 |
-0.0060 |
-0.9% |
0.6515 |
| Low |
0.6489 |
0.6438 |
-0.0051 |
-0.8% |
0.6441 |
| Close |
0.6512 |
0.6457 |
-0.0055 |
-0.8% |
0.6475 |
| Range |
0.0062 |
0.0052 |
-0.0010 |
-15.4% |
0.0075 |
| ATR |
0.0033 |
0.0036 |
0.0003 |
9.0% |
0.0000 |
| Volume |
27 |
17 |
-10 |
-37.0% |
85 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6618 |
0.6589 |
0.6486 |
|
| R3 |
0.6566 |
0.6537 |
0.6471 |
|
| R2 |
0.6514 |
0.6514 |
0.6467 |
|
| R1 |
0.6485 |
0.6485 |
0.6462 |
0.6474 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6456 |
| S1 |
0.6433 |
0.6433 |
0.6452 |
0.6422 |
| S2 |
0.6410 |
0.6410 |
0.6447 |
|
| S3 |
0.6358 |
0.6381 |
0.6443 |
|
| S4 |
0.6306 |
0.6329 |
0.6428 |
|
|
| 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 |
0.6438 |
0.0112 |
1.7% |
0.0042 |
0.6% |
17% |
False |
True |
22 |
| 10 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0033 |
0.5% |
31% |
False |
False |
14 |
| 20 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0026 |
0.4% |
31% |
False |
False |
7 |
| 40 |
0.6766 |
0.6416 |
0.0350 |
5.4% |
0.0022 |
0.3% |
12% |
False |
False |
6 |
| 60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0018 |
0.3% |
8% |
False |
False |
4 |
| 80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0016 |
0.3% |
8% |
False |
False |
3 |
| 100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0015 |
0.2% |
8% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6711 |
|
2.618 |
0.6626 |
|
1.618 |
0.6574 |
|
1.000 |
0.6542 |
|
0.618 |
0.6522 |
|
HIGH |
0.6490 |
|
0.618 |
0.6470 |
|
0.500 |
0.6464 |
|
0.382 |
0.6458 |
|
LOW |
0.6438 |
|
0.618 |
0.6406 |
|
1.000 |
0.6386 |
|
1.618 |
0.6354 |
|
2.618 |
0.6302 |
|
4.250 |
0.6217 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6464 |
0.6494 |
| PP |
0.6462 |
0.6482 |
| S1 |
0.6459 |
0.6469 |
|