CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6455 |
0.6354 |
-0.0102 |
-1.6% |
0.6398 |
High |
0.6464 |
0.6368 |
-0.0096 |
-1.5% |
0.6479 |
Low |
0.6349 |
0.6327 |
-0.0022 |
-0.3% |
0.6327 |
Close |
0.6349 |
0.6335 |
-0.0014 |
-0.2% |
0.6335 |
Range |
0.0115 |
0.0041 |
-0.0075 |
-64.8% |
0.0152 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
149 |
69 |
-80 |
-53.7% |
363 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6465 |
0.6440 |
0.6357 |
|
R3 |
0.6424 |
0.6400 |
0.6346 |
|
R2 |
0.6384 |
0.6384 |
0.6342 |
|
R1 |
0.6359 |
0.6359 |
0.6338 |
0.6351 |
PP |
0.6343 |
0.6343 |
0.6343 |
0.6339 |
S1 |
0.6319 |
0.6319 |
0.6331 |
0.6311 |
S2 |
0.6303 |
0.6303 |
0.6327 |
|
S3 |
0.6262 |
0.6278 |
0.6323 |
|
S4 |
0.6222 |
0.6238 |
0.6312 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6835 |
0.6736 |
0.6418 |
|
R3 |
0.6683 |
0.6585 |
0.6376 |
|
R2 |
0.6532 |
0.6532 |
0.6362 |
|
R1 |
0.6433 |
0.6433 |
0.6348 |
0.6407 |
PP |
0.6380 |
0.6380 |
0.6380 |
0.6367 |
S1 |
0.6282 |
0.6282 |
0.6321 |
0.6255 |
S2 |
0.6229 |
0.6229 |
0.6307 |
|
S3 |
0.6077 |
0.6130 |
0.6293 |
|
S4 |
0.5926 |
0.5979 |
0.6251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0062 |
1.0% |
5% |
False |
True |
72 |
10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0062 |
1.0% |
5% |
False |
False |
59 |
20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0053 |
0.8% |
4% |
False |
False |
37 |
40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0037 |
0.6% |
4% |
False |
False |
22 |
60 |
0.6830 |
0.6327 |
0.0503 |
7.9% |
0.0031 |
0.5% |
2% |
False |
False |
15 |
80 |
0.6938 |
0.6327 |
0.0612 |
9.7% |
0.0026 |
0.4% |
1% |
False |
False |
12 |
100 |
0.6938 |
0.6327 |
0.0612 |
9.7% |
0.0023 |
0.4% |
1% |
False |
False |
9 |
120 |
0.6938 |
0.6327 |
0.0612 |
9.7% |
0.0020 |
0.3% |
1% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6540 |
2.618 |
0.6474 |
1.618 |
0.6433 |
1.000 |
0.6408 |
0.618 |
0.6393 |
HIGH |
0.6368 |
0.618 |
0.6352 |
0.500 |
0.6347 |
0.382 |
0.6342 |
LOW |
0.6327 |
0.618 |
0.6302 |
1.000 |
0.6287 |
1.618 |
0.6261 |
2.618 |
0.6221 |
4.250 |
0.6155 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6347 |
0.6403 |
PP |
0.6343 |
0.6380 |
S1 |
0.6339 |
0.6357 |
|