CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6401 |
0.6347 |
-0.0054 |
-0.8% |
0.6472 |
High |
0.6401 |
0.6375 |
-0.0026 |
-0.4% |
0.6535 |
Low |
0.6329 |
0.6327 |
-0.0003 |
0.0% |
0.6392 |
Close |
0.6342 |
0.6359 |
0.0017 |
0.3% |
0.6475 |
Range |
0.0072 |
0.0049 |
-0.0024 |
-32.6% |
0.0143 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.3% |
0.0000 |
Volume |
64 |
35 |
-29 |
-45.3% |
82 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6499 |
0.6478 |
0.6386 |
|
R3 |
0.6451 |
0.6429 |
0.6372 |
|
R2 |
0.6402 |
0.6402 |
0.6368 |
|
R1 |
0.6381 |
0.6381 |
0.6363 |
0.6391 |
PP |
0.6354 |
0.6354 |
0.6354 |
0.6359 |
S1 |
0.6332 |
0.6332 |
0.6355 |
0.6343 |
S2 |
0.6305 |
0.6305 |
0.6350 |
|
S3 |
0.6257 |
0.6284 |
0.6346 |
|
S4 |
0.6208 |
0.6235 |
0.6332 |
|
|
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 |
0.6327 |
0.0208 |
3.3% |
0.0059 |
0.9% |
16% |
False |
True |
34 |
10 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0051 |
0.8% |
16% |
False |
True |
24 |
20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0040 |
0.6% |
15% |
False |
True |
18 |
40 |
0.6586 |
0.6327 |
0.0259 |
4.1% |
0.0029 |
0.4% |
13% |
False |
True |
11 |
60 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0025 |
0.4% |
5% |
False |
True |
8 |
80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0021 |
0.3% |
5% |
False |
True |
6 |
100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0019 |
0.3% |
5% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6581 |
2.618 |
0.6502 |
1.618 |
0.6453 |
1.000 |
0.6424 |
0.618 |
0.6405 |
HIGH |
0.6375 |
0.618 |
0.6356 |
0.500 |
0.6351 |
0.382 |
0.6345 |
LOW |
0.6327 |
0.618 |
0.6297 |
1.000 |
0.6278 |
1.618 |
0.6248 |
2.618 |
0.6200 |
4.250 |
0.6120 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6356 |
0.6398 |
PP |
0.6354 |
0.6385 |
S1 |
0.6351 |
0.6372 |
|