CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6490 |
0.6452 |
-0.0038 |
-0.6% |
0.6490 |
| High |
0.6490 |
0.6504 |
0.0014 |
0.2% |
0.6550 |
| Low |
0.6438 |
0.6446 |
0.0008 |
0.1% |
0.6438 |
| Close |
0.6457 |
0.6482 |
0.0025 |
0.4% |
0.6482 |
| Range |
0.0052 |
0.0059 |
0.0007 |
12.5% |
0.0112 |
| ATR |
0.0036 |
0.0037 |
0.0002 |
4.6% |
0.0000 |
| Volume |
17 |
19 |
2 |
11.8% |
75 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6653 |
0.6626 |
0.6514 |
|
| R3 |
0.6594 |
0.6567 |
0.6498 |
|
| R2 |
0.6536 |
0.6536 |
0.6492 |
|
| R1 |
0.6509 |
0.6509 |
0.6487 |
0.6522 |
| PP |
0.6477 |
0.6477 |
0.6477 |
0.6484 |
| S1 |
0.6450 |
0.6450 |
0.6476 |
0.6464 |
| S2 |
0.6419 |
0.6419 |
0.6471 |
|
| S3 |
0.6360 |
0.6392 |
0.6465 |
|
| S4 |
0.6302 |
0.6333 |
0.6449 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6826 |
0.6766 |
0.6543 |
|
| R3 |
0.6714 |
0.6654 |
0.6512 |
|
| R2 |
0.6602 |
0.6602 |
0.6502 |
|
| R1 |
0.6542 |
0.6542 |
0.6492 |
0.6516 |
| PP |
0.6490 |
0.6490 |
0.6490 |
0.6477 |
| S1 |
0.6430 |
0.6430 |
0.6471 |
0.6404 |
| S2 |
0.6378 |
0.6378 |
0.6461 |
|
| S3 |
0.6266 |
0.6318 |
0.6451 |
|
| S4 |
0.6154 |
0.6206 |
0.6420 |
|
|
| 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% |
0.0045 |
0.7% |
39% |
False |
False |
15 |
| 10 |
0.6550 |
0.6438 |
0.0112 |
1.7% |
0.0038 |
0.6% |
39% |
False |
False |
16 |
| 20 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0029 |
0.4% |
49% |
False |
False |
8 |
| 40 |
0.6766 |
0.6416 |
0.0350 |
5.4% |
0.0024 |
0.4% |
19% |
False |
False |
6 |
| 60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0019 |
0.3% |
13% |
False |
False |
4 |
| 80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0017 |
0.3% |
13% |
False |
False |
3 |
| 100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0015 |
0.2% |
13% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6753 |
|
2.618 |
0.6657 |
|
1.618 |
0.6599 |
|
1.000 |
0.6563 |
|
0.618 |
0.6540 |
|
HIGH |
0.6504 |
|
0.618 |
0.6482 |
|
0.500 |
0.6475 |
|
0.382 |
0.6468 |
|
LOW |
0.6446 |
|
0.618 |
0.6409 |
|
1.000 |
0.6387 |
|
1.618 |
0.6351 |
|
2.618 |
0.6292 |
|
4.250 |
0.6197 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6479 |
0.6494 |
| PP |
0.6477 |
0.6490 |
| S1 |
0.6475 |
0.6486 |
|