CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6452 |
0.6472 |
0.0020 |
0.3% |
0.6490 |
High |
0.6504 |
0.6472 |
-0.0032 |
-0.5% |
0.6550 |
Low |
0.6446 |
0.6446 |
0.0001 |
0.0% |
0.6438 |
Close |
0.6482 |
0.6460 |
-0.0022 |
-0.3% |
0.6482 |
Range |
0.0059 |
0.0026 |
-0.0033 |
-55.6% |
0.0112 |
ATR |
0.0037 |
0.0037 |
0.0000 |
-0.3% |
0.0000 |
Volume |
19 |
13 |
-6 |
-31.6% |
75 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6537 |
0.6524 |
0.6474 |
|
R3 |
0.6511 |
0.6498 |
0.6467 |
|
R2 |
0.6485 |
0.6485 |
0.6464 |
|
R1 |
0.6472 |
0.6472 |
0.6462 |
0.6466 |
PP |
0.6459 |
0.6459 |
0.6459 |
0.6456 |
S1 |
0.6446 |
0.6446 |
0.6457 |
0.6440 |
S2 |
0.6433 |
0.6433 |
0.6455 |
|
S3 |
0.6407 |
0.6420 |
0.6452 |
|
S4 |
0.6381 |
0.6394 |
0.6445 |
|
|
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% |
0.0048 |
0.7% |
19% |
False |
False |
17 |
10 |
0.6550 |
0.6438 |
0.0112 |
1.7% |
0.0036 |
0.5% |
19% |
False |
False |
16 |
20 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0029 |
0.5% |
33% |
False |
False |
9 |
40 |
0.6766 |
0.6416 |
0.0350 |
5.4% |
0.0024 |
0.4% |
13% |
False |
False |
6 |
60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0019 |
0.3% |
8% |
False |
False |
4 |
80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0017 |
0.3% |
8% |
False |
False |
3 |
100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0015 |
0.2% |
8% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6583 |
2.618 |
0.6540 |
1.618 |
0.6514 |
1.000 |
0.6498 |
0.618 |
0.6488 |
HIGH |
0.6472 |
0.618 |
0.6462 |
0.500 |
0.6459 |
0.382 |
0.6456 |
LOW |
0.6446 |
0.618 |
0.6430 |
1.000 |
0.6420 |
1.618 |
0.6404 |
2.618 |
0.6378 |
4.250 |
0.6336 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6459 |
0.6471 |
PP |
0.6459 |
0.6467 |
S1 |
0.6459 |
0.6463 |
|