CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6465 |
0.6475 |
0.0010 |
0.2% |
0.6470 |
| High |
0.6467 |
0.6479 |
0.0012 |
0.2% |
0.6470 |
| Low |
0.6431 |
0.6431 |
0.0000 |
0.0% |
0.6327 |
| Close |
0.6462 |
0.6444 |
-0.0018 |
-0.3% |
0.6433 |
| Range |
0.0037 |
0.0048 |
0.0012 |
31.5% |
0.0144 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
51 |
47 |
-4 |
-7.8% |
232 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6595 |
0.6568 |
0.6470 |
|
| R3 |
0.6547 |
0.6520 |
0.6457 |
|
| R2 |
0.6499 |
0.6499 |
0.6453 |
|
| R1 |
0.6472 |
0.6472 |
0.6448 |
0.6461 |
| PP |
0.6451 |
0.6451 |
0.6451 |
0.6446 |
| S1 |
0.6424 |
0.6424 |
0.6440 |
0.6413 |
| S2 |
0.6403 |
0.6403 |
0.6435 |
|
| S3 |
0.6355 |
0.6376 |
0.6431 |
|
| S4 |
0.6307 |
0.6328 |
0.6418 |
|
|
| 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 |
0.6479 |
0.6351 |
0.0128 |
2.0% |
0.0056 |
0.9% |
73% |
True |
False |
49 |
| 10 |
0.6535 |
0.6327 |
0.0208 |
3.2% |
0.0057 |
0.9% |
56% |
False |
False |
42 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0049 |
0.8% |
53% |
False |
False |
29 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0034 |
0.5% |
53% |
False |
False |
17 |
| 60 |
0.6830 |
0.6327 |
0.0503 |
7.8% |
0.0028 |
0.4% |
23% |
False |
False |
12 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0024 |
0.4% |
19% |
False |
False |
9 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0021 |
0.3% |
19% |
False |
False |
7 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.5% |
0.0019 |
0.3% |
19% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6683 |
|
2.618 |
0.6604 |
|
1.618 |
0.6556 |
|
1.000 |
0.6527 |
|
0.618 |
0.6508 |
|
HIGH |
0.6479 |
|
0.618 |
0.6460 |
|
0.500 |
0.6455 |
|
0.382 |
0.6449 |
|
LOW |
0.6431 |
|
0.618 |
0.6401 |
|
1.000 |
0.6383 |
|
1.618 |
0.6353 |
|
2.618 |
0.6305 |
|
4.250 |
0.6227 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6455 |
0.6439 |
| PP |
0.6451 |
0.6435 |
| S1 |
0.6448 |
0.6430 |
|