CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6442 |
0.6426 |
-0.0016 |
-0.2% |
0.6490 |
High |
0.6442 |
0.6463 |
0.0022 |
0.3% |
0.6550 |
Low |
0.6392 |
0.6426 |
0.0034 |
0.5% |
0.6438 |
Close |
0.6392 |
0.6459 |
0.0068 |
1.1% |
0.6482 |
Range |
0.0050 |
0.0038 |
-0.0013 |
-25.0% |
0.0112 |
ATR |
0.0038 |
0.0040 |
0.0002 |
6.4% |
0.0000 |
Volume |
13 |
6 |
-7 |
-53.8% |
75 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6562 |
0.6548 |
0.6480 |
|
R3 |
0.6524 |
0.6510 |
0.6469 |
|
R2 |
0.6487 |
0.6487 |
0.6466 |
|
R1 |
0.6473 |
0.6473 |
0.6462 |
0.6480 |
PP |
0.6449 |
0.6449 |
0.6449 |
0.6453 |
S1 |
0.6435 |
0.6435 |
0.6456 |
0.6442 |
S2 |
0.6412 |
0.6412 |
0.6452 |
|
S3 |
0.6374 |
0.6398 |
0.6449 |
|
S4 |
0.6337 |
0.6360 |
0.6438 |
|
|
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 |
0.6504 |
0.6392 |
0.0113 |
1.7% |
0.0041 |
0.6% |
60% |
False |
False |
12 |
10 |
0.6550 |
0.6392 |
0.0159 |
2.5% |
0.0041 |
0.6% |
43% |
False |
False |
17 |
20 |
0.6550 |
0.6392 |
0.0159 |
2.5% |
0.0033 |
0.5% |
43% |
False |
False |
10 |
40 |
0.6621 |
0.6392 |
0.0229 |
3.5% |
0.0023 |
0.4% |
29% |
False |
False |
7 |
60 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0021 |
0.3% |
12% |
False |
False |
5 |
80 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0018 |
0.3% |
12% |
False |
False |
4 |
100 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0017 |
0.3% |
12% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6622 |
2.618 |
0.6561 |
1.618 |
0.6524 |
1.000 |
0.6501 |
0.618 |
0.6486 |
HIGH |
0.6463 |
0.618 |
0.6449 |
0.500 |
0.6444 |
0.382 |
0.6440 |
LOW |
0.6426 |
0.618 |
0.6402 |
1.000 |
0.6388 |
1.618 |
0.6365 |
2.618 |
0.6327 |
4.250 |
0.6266 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6454 |
0.6449 |
PP |
0.6449 |
0.6439 |
S1 |
0.6444 |
0.6429 |
|