CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6426 |
0.6466 |
0.0040 |
0.6% |
0.6472 |
| High |
0.6463 |
0.6535 |
0.0072 |
1.1% |
0.6535 |
| Low |
0.6426 |
0.6465 |
0.0040 |
0.6% |
0.6392 |
| Close |
0.6459 |
0.6475 |
0.0016 |
0.2% |
0.6475 |
| Range |
0.0038 |
0.0070 |
0.0032 |
85.3% |
0.0143 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
6.3% |
0.0000 |
| Volume |
6 |
40 |
34 |
566.7% |
82 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6700 |
0.6657 |
0.6513 |
|
| R3 |
0.6631 |
0.6588 |
0.6494 |
|
| R2 |
0.6561 |
0.6561 |
0.6488 |
|
| R1 |
0.6518 |
0.6518 |
0.6481 |
0.6540 |
| PP |
0.6492 |
0.6492 |
0.6492 |
0.6502 |
| S1 |
0.6449 |
0.6449 |
0.6469 |
0.6470 |
| S2 |
0.6422 |
0.6422 |
0.6462 |
|
| S3 |
0.6353 |
0.6379 |
0.6456 |
|
| S4 |
0.6283 |
0.6310 |
0.6437 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6896 |
0.6829 |
0.6554 |
|
| R3 |
0.6753 |
0.6686 |
0.6514 |
|
| R2 |
0.6610 |
0.6610 |
0.6501 |
|
| R1 |
0.6543 |
0.6543 |
0.6488 |
0.6576 |
| PP |
0.6467 |
0.6467 |
0.6467 |
0.6484 |
| S1 |
0.6400 |
0.6400 |
0.6462 |
0.6433 |
| S2 |
0.6324 |
0.6324 |
0.6449 |
|
| S3 |
0.6181 |
0.6257 |
0.6436 |
|
| S4 |
0.6038 |
0.6114 |
0.6396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6535 |
0.6392 |
0.0143 |
2.2% |
0.0043 |
0.7% |
58% |
True |
False |
16 |
| 10 |
0.6550 |
0.6392 |
0.0159 |
2.4% |
0.0044 |
0.7% |
53% |
False |
False |
15 |
| 20 |
0.6550 |
0.6392 |
0.0159 |
2.4% |
0.0037 |
0.6% |
53% |
False |
False |
12 |
| 40 |
0.6621 |
0.6392 |
0.0229 |
3.5% |
0.0024 |
0.4% |
36% |
False |
False |
8 |
| 60 |
0.6938 |
0.6392 |
0.0547 |
8.4% |
0.0022 |
0.3% |
15% |
False |
False |
5 |
| 80 |
0.6938 |
0.6392 |
0.0547 |
8.4% |
0.0019 |
0.3% |
15% |
False |
False |
4 |
| 100 |
0.6938 |
0.6392 |
0.0547 |
8.4% |
0.0017 |
0.3% |
15% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6830 |
|
2.618 |
0.6716 |
|
1.618 |
0.6647 |
|
1.000 |
0.6604 |
|
0.618 |
0.6577 |
|
HIGH |
0.6535 |
|
0.618 |
0.6508 |
|
0.500 |
0.6500 |
|
0.382 |
0.6492 |
|
LOW |
0.6465 |
|
0.618 |
0.6422 |
|
1.000 |
0.6396 |
|
1.618 |
0.6353 |
|
2.618 |
0.6283 |
|
4.250 |
0.6170 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6500 |
0.6471 |
| PP |
0.6492 |
0.6467 |
| S1 |
0.6483 |
0.6463 |
|