CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6475 |
0.6455 |
-0.0020 |
-0.3% |
0.6470 |
| High |
0.6479 |
0.6464 |
-0.0015 |
-0.2% |
0.6470 |
| Low |
0.6431 |
0.6349 |
-0.0082 |
-1.3% |
0.6327 |
| Close |
0.6444 |
0.6349 |
-0.0096 |
-1.5% |
0.6433 |
| Range |
0.0048 |
0.0115 |
0.0067 |
139.6% |
0.0144 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
9.3% |
0.0000 |
| Volume |
47 |
149 |
102 |
217.0% |
232 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6732 |
0.6655 |
0.6412 |
|
| R3 |
0.6617 |
0.6540 |
0.6380 |
|
| R2 |
0.6502 |
0.6502 |
0.6370 |
|
| R1 |
0.6425 |
0.6425 |
0.6359 |
0.6406 |
| PP |
0.6387 |
0.6387 |
0.6387 |
0.6377 |
| S1 |
0.6310 |
0.6310 |
0.6338 |
0.6291 |
| S2 |
0.6272 |
0.6272 |
0.6327 |
|
| S3 |
0.6157 |
0.6195 |
0.6317 |
|
| S4 |
0.6042 |
0.6080 |
0.6285 |
|
|
| 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 |
0.6349 |
0.0130 |
2.0% |
0.0071 |
1.1% |
0% |
False |
True |
74 |
| 10 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0065 |
1.0% |
11% |
False |
False |
56 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0053 |
0.8% |
10% |
False |
False |
36 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0036 |
0.6% |
10% |
False |
False |
21 |
| 60 |
0.6830 |
0.6327 |
0.0503 |
7.9% |
0.0030 |
0.5% |
4% |
False |
False |
14 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0026 |
0.4% |
4% |
False |
False |
11 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0022 |
0.4% |
4% |
False |
False |
9 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0020 |
0.3% |
4% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6952 |
|
2.618 |
0.6765 |
|
1.618 |
0.6650 |
|
1.000 |
0.6579 |
|
0.618 |
0.6535 |
|
HIGH |
0.6464 |
|
0.618 |
0.6420 |
|
0.500 |
0.6406 |
|
0.382 |
0.6392 |
|
LOW |
0.6349 |
|
0.618 |
0.6277 |
|
1.000 |
0.6234 |
|
1.618 |
0.6162 |
|
2.618 |
0.6047 |
|
4.250 |
0.5860 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6406 |
0.6414 |
| PP |
0.6387 |
0.6392 |
| S1 |
0.6368 |
0.6370 |
|