CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6367 |
0.6408 |
0.0041 |
0.6% |
0.6470 |
| High |
0.6409 |
0.6435 |
0.0027 |
0.4% |
0.6470 |
| Low |
0.6367 |
0.6351 |
-0.0016 |
-0.3% |
0.6327 |
| Close |
0.6409 |
0.6433 |
0.0025 |
0.4% |
0.6433 |
| Range |
0.0042 |
0.0084 |
0.0043 |
102.4% |
0.0144 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.6% |
0.0000 |
| Volume |
28 |
76 |
48 |
171.4% |
232 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6658 |
0.6630 |
0.6479 |
|
| R3 |
0.6574 |
0.6546 |
0.6456 |
|
| R2 |
0.6490 |
0.6490 |
0.6448 |
|
| R1 |
0.6462 |
0.6462 |
0.6441 |
0.6476 |
| PP |
0.6406 |
0.6406 |
0.6406 |
0.6414 |
| S1 |
0.6378 |
0.6378 |
0.6425 |
0.6392 |
| S2 |
0.6322 |
0.6322 |
0.6418 |
|
| S3 |
0.6238 |
0.6294 |
0.6410 |
|
| S4 |
0.6154 |
0.6210 |
0.6387 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6840 |
0.6780 |
0.6512 |
|
| R3 |
0.6697 |
0.6637 |
0.6472 |
|
| R2 |
0.6553 |
0.6553 |
0.6459 |
|
| R1 |
0.6493 |
0.6493 |
0.6446 |
0.6452 |
| PP |
0.6410 |
0.6410 |
0.6410 |
0.6389 |
| S1 |
0.6350 |
0.6350 |
0.6420 |
0.6308 |
| S2 |
0.6266 |
0.6266 |
0.6407 |
|
| S3 |
0.6123 |
0.6206 |
0.6394 |
|
| S4 |
0.5979 |
0.6063 |
0.6354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6470 |
0.6327 |
0.0144 |
2.2% |
0.0063 |
1.0% |
74% |
False |
False |
46 |
| 10 |
0.6535 |
0.6327 |
0.0208 |
3.2% |
0.0053 |
0.8% |
51% |
False |
False |
31 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0046 |
0.7% |
48% |
False |
False |
23 |
| 40 |
0.6576 |
0.6327 |
0.0250 |
3.9% |
0.0032 |
0.5% |
43% |
False |
False |
14 |
| 60 |
0.6887 |
0.6327 |
0.0561 |
8.7% |
0.0026 |
0.4% |
19% |
False |
False |
9 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0022 |
0.3% |
17% |
False |
False |
7 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0020 |
0.3% |
17% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6792 |
|
2.618 |
0.6655 |
|
1.618 |
0.6571 |
|
1.000 |
0.6519 |
|
0.618 |
0.6487 |
|
HIGH |
0.6435 |
|
0.618 |
0.6403 |
|
0.500 |
0.6393 |
|
0.382 |
0.6383 |
|
LOW |
0.6351 |
|
0.618 |
0.6299 |
|
1.000 |
0.6267 |
|
1.618 |
0.6215 |
|
2.618 |
0.6131 |
|
4.250 |
0.5994 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6420 |
0.6416 |
| PP |
0.6406 |
0.6398 |
| S1 |
0.6393 |
0.6381 |
|