CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6347 |
0.6367 |
0.0020 |
0.3% |
0.6472 |
| High |
0.6375 |
0.6409 |
0.0034 |
0.5% |
0.6535 |
| Low |
0.6327 |
0.6367 |
0.0041 |
0.6% |
0.6392 |
| Close |
0.6359 |
0.6409 |
0.0050 |
0.8% |
0.6475 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-14.4% |
0.0143 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.4% |
0.0000 |
| Volume |
35 |
28 |
-7 |
-20.0% |
82 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6519 |
0.6505 |
0.6431 |
|
| R3 |
0.6478 |
0.6464 |
0.6420 |
|
| R2 |
0.6436 |
0.6436 |
0.6416 |
|
| R1 |
0.6422 |
0.6422 |
0.6412 |
0.6429 |
| PP |
0.6395 |
0.6395 |
0.6395 |
0.6398 |
| S1 |
0.6381 |
0.6381 |
0.6405 |
0.6388 |
| S2 |
0.6353 |
0.6353 |
0.6401 |
|
| S3 |
0.6312 |
0.6339 |
0.6397 |
|
| S4 |
0.6270 |
0.6298 |
0.6386 |
|
|
| 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 |
3.2% |
0.0060 |
0.9% |
39% |
False |
False |
39 |
| 10 |
0.6535 |
0.6327 |
0.0208 |
3.2% |
0.0050 |
0.8% |
39% |
False |
False |
25 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0042 |
0.7% |
37% |
False |
False |
19 |
| 40 |
0.6584 |
0.6327 |
0.0257 |
4.0% |
0.0030 |
0.5% |
32% |
False |
False |
12 |
| 60 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0024 |
0.4% |
13% |
False |
False |
8 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0021 |
0.3% |
13% |
False |
False |
6 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0019 |
0.3% |
13% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6585 |
|
2.618 |
0.6517 |
|
1.618 |
0.6476 |
|
1.000 |
0.6450 |
|
0.618 |
0.6434 |
|
HIGH |
0.6409 |
|
0.618 |
0.6393 |
|
0.500 |
0.6388 |
|
0.382 |
0.6383 |
|
LOW |
0.6367 |
|
0.618 |
0.6341 |
|
1.000 |
0.6326 |
|
1.618 |
0.6300 |
|
2.618 |
0.6258 |
|
4.250 |
0.6191 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6402 |
0.6395 |
| PP |
0.6395 |
0.6381 |
| S1 |
0.6388 |
0.6368 |
|