CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6466 |
0.6470 |
0.0005 |
0.1% |
0.6472 |
| High |
0.6535 |
0.6470 |
-0.0065 |
-1.0% |
0.6535 |
| Low |
0.6465 |
0.6403 |
-0.0063 |
-1.0% |
0.6392 |
| Close |
0.6475 |
0.6403 |
-0.0073 |
-1.1% |
0.6475 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0143 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
5.0% |
0.0000 |
| Volume |
40 |
29 |
-11 |
-27.5% |
82 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6628 |
0.6583 |
0.6440 |
|
| R3 |
0.6560 |
0.6515 |
0.6421 |
|
| R2 |
0.6493 |
0.6493 |
0.6415 |
|
| R1 |
0.6448 |
0.6448 |
0.6409 |
0.6436 |
| PP |
0.6425 |
0.6425 |
0.6425 |
0.6419 |
| S1 |
0.6380 |
0.6380 |
0.6396 |
0.6369 |
| S2 |
0.6358 |
0.6358 |
0.6390 |
|
| S3 |
0.6290 |
0.6313 |
0.6384 |
|
| S4 |
0.6223 |
0.6245 |
0.6365 |
|
|
| 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% |
0.0052 |
0.8% |
8% |
False |
False |
19 |
| 10 |
0.6550 |
0.6392 |
0.0159 |
2.5% |
0.0050 |
0.8% |
7% |
False |
False |
18 |
| 20 |
0.6550 |
0.6392 |
0.0159 |
2.5% |
0.0038 |
0.6% |
7% |
False |
False |
13 |
| 40 |
0.6621 |
0.6392 |
0.0229 |
3.6% |
0.0026 |
0.4% |
5% |
False |
False |
9 |
| 60 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0023 |
0.4% |
2% |
False |
False |
6 |
| 80 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0020 |
0.3% |
2% |
False |
False |
4 |
| 100 |
0.6938 |
0.6392 |
0.0547 |
8.5% |
0.0018 |
0.3% |
2% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6757 |
|
2.618 |
0.6647 |
|
1.618 |
0.6579 |
|
1.000 |
0.6538 |
|
0.618 |
0.6512 |
|
HIGH |
0.6470 |
|
0.618 |
0.6444 |
|
0.500 |
0.6436 |
|
0.382 |
0.6428 |
|
LOW |
0.6403 |
|
0.618 |
0.6361 |
|
1.000 |
0.6335 |
|
1.618 |
0.6293 |
|
2.618 |
0.6226 |
|
4.250 |
0.6116 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6436 |
0.6469 |
| PP |
0.6425 |
0.6447 |
| S1 |
0.6414 |
0.6425 |
|