CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6408 |
0.6398 |
-0.0010 |
-0.2% |
0.6470 |
| High |
0.6435 |
0.6450 |
0.0015 |
0.2% |
0.6470 |
| Low |
0.6351 |
0.6381 |
0.0030 |
0.5% |
0.6327 |
| Close |
0.6433 |
0.6449 |
0.0016 |
0.2% |
0.6433 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-17.9% |
0.0144 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.8% |
0.0000 |
| Volume |
76 |
47 |
-29 |
-38.2% |
232 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6634 |
0.6610 |
0.6487 |
|
| R3 |
0.6565 |
0.6541 |
0.6468 |
|
| R2 |
0.6496 |
0.6496 |
0.6462 |
|
| R1 |
0.6472 |
0.6472 |
0.6455 |
0.6484 |
| PP |
0.6427 |
0.6427 |
0.6427 |
0.6433 |
| S1 |
0.6403 |
0.6403 |
0.6443 |
0.6415 |
| S2 |
0.6358 |
0.6358 |
0.6436 |
|
| S3 |
0.6289 |
0.6334 |
0.6430 |
|
| S4 |
0.6220 |
0.6265 |
0.6411 |
|
|
| 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 |
0.6450 |
0.6327 |
0.0124 |
1.9% |
0.0063 |
1.0% |
99% |
True |
False |
50 |
| 10 |
0.6535 |
0.6327 |
0.0208 |
3.2% |
0.0057 |
0.9% |
59% |
False |
False |
34 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0046 |
0.7% |
55% |
False |
False |
25 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0032 |
0.5% |
55% |
False |
False |
15 |
| 60 |
0.6870 |
0.6327 |
0.0544 |
8.4% |
0.0027 |
0.4% |
23% |
False |
False |
10 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0023 |
0.4% |
20% |
False |
False |
8 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0021 |
0.3% |
20% |
False |
False |
6 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0018 |
0.3% |
20% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6743 |
|
2.618 |
0.6631 |
|
1.618 |
0.6562 |
|
1.000 |
0.6519 |
|
0.618 |
0.6493 |
|
HIGH |
0.6450 |
|
0.618 |
0.6424 |
|
0.500 |
0.6416 |
|
0.382 |
0.6407 |
|
LOW |
0.6381 |
|
0.618 |
0.6338 |
|
1.000 |
0.6312 |
|
1.618 |
0.6269 |
|
2.618 |
0.6200 |
|
4.250 |
0.6088 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6438 |
0.6433 |
| PP |
0.6427 |
0.6417 |
| S1 |
0.6416 |
0.6401 |
|