CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6472 |
0.6459 |
-0.0013 |
-0.2% |
0.6490 |
| High |
0.6472 |
0.6466 |
-0.0007 |
-0.1% |
0.6550 |
| Low |
0.6446 |
0.6433 |
-0.0014 |
-0.2% |
0.6438 |
| Close |
0.6460 |
0.6433 |
-0.0027 |
-0.4% |
0.6482 |
| Range |
0.0026 |
0.0033 |
0.0007 |
26.9% |
0.0112 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
13 |
10 |
-3 |
-23.1% |
75 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6543 |
0.6521 |
0.6451 |
|
| R3 |
0.6510 |
0.6488 |
0.6442 |
|
| R2 |
0.6477 |
0.6477 |
0.6439 |
|
| R1 |
0.6455 |
0.6455 |
0.6436 |
0.6449 |
| PP |
0.6444 |
0.6444 |
0.6444 |
0.6441 |
| S1 |
0.6422 |
0.6422 |
0.6429 |
0.6416 |
| S2 |
0.6411 |
0.6411 |
0.6426 |
|
| S3 |
0.6378 |
0.6389 |
0.6423 |
|
| S4 |
0.6345 |
0.6356 |
0.6414 |
|
|
| 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 |
0.6433 |
0.0118 |
1.8% |
0.0046 |
0.7% |
0% |
False |
True |
17 |
| 10 |
0.6550 |
0.6433 |
0.0118 |
1.8% |
0.0037 |
0.6% |
0% |
False |
True |
16 |
| 20 |
0.6550 |
0.6416 |
0.0135 |
2.1% |
0.0031 |
0.5% |
13% |
False |
False |
9 |
| 40 |
0.6710 |
0.6416 |
0.0295 |
4.6% |
0.0024 |
0.4% |
6% |
False |
False |
7 |
| 60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0020 |
0.3% |
3% |
False |
False |
5 |
| 80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0017 |
0.3% |
3% |
False |
False |
3 |
| 100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0016 |
0.2% |
3% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6606 |
|
2.618 |
0.6552 |
|
1.618 |
0.6519 |
|
1.000 |
0.6499 |
|
0.618 |
0.6486 |
|
HIGH |
0.6466 |
|
0.618 |
0.6453 |
|
0.500 |
0.6449 |
|
0.382 |
0.6445 |
|
LOW |
0.6433 |
|
0.618 |
0.6412 |
|
1.000 |
0.6400 |
|
1.618 |
0.6379 |
|
2.618 |
0.6346 |
|
4.250 |
0.6292 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6449 |
0.6468 |
| PP |
0.6444 |
0.6456 |
| S1 |
0.6438 |
0.6444 |
|