CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6354 |
0.6348 |
-0.0006 |
-0.1% |
0.6398 |
| High |
0.6368 |
0.6378 |
0.0011 |
0.2% |
0.6479 |
| Low |
0.6327 |
0.6345 |
0.0018 |
0.3% |
0.6327 |
| Close |
0.6335 |
0.6377 |
0.0042 |
0.7% |
0.6335 |
| Range |
0.0041 |
0.0034 |
-0.0007 |
-17.3% |
0.0152 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
69 |
42 |
-27 |
-39.1% |
363 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6467 |
0.6455 |
0.6395 |
|
| R3 |
0.6433 |
0.6422 |
0.6386 |
|
| R2 |
0.6400 |
0.6400 |
0.6383 |
|
| R1 |
0.6388 |
0.6388 |
0.6380 |
0.6394 |
| PP |
0.6366 |
0.6366 |
0.6366 |
0.6369 |
| S1 |
0.6355 |
0.6355 |
0.6373 |
0.6361 |
| S2 |
0.6333 |
0.6333 |
0.6370 |
|
| S3 |
0.6299 |
0.6321 |
0.6367 |
|
| S4 |
0.6266 |
0.6288 |
0.6358 |
|
|
| 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% |
0.0055 |
0.9% |
33% |
False |
False |
71 |
| 10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0059 |
0.9% |
33% |
False |
False |
60 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0054 |
0.8% |
22% |
False |
False |
39 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0037 |
0.6% |
22% |
False |
False |
23 |
| 60 |
0.6830 |
0.6327 |
0.0503 |
7.9% |
0.0030 |
0.5% |
10% |
False |
False |
16 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0027 |
0.4% |
8% |
False |
False |
12 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0023 |
0.4% |
8% |
False |
False |
10 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0020 |
0.3% |
8% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6520 |
|
2.618 |
0.6466 |
|
1.618 |
0.6432 |
|
1.000 |
0.6412 |
|
0.618 |
0.6399 |
|
HIGH |
0.6378 |
|
0.618 |
0.6365 |
|
0.500 |
0.6361 |
|
0.382 |
0.6357 |
|
LOW |
0.6345 |
|
0.618 |
0.6324 |
|
1.000 |
0.6311 |
|
1.618 |
0.6290 |
|
2.618 |
0.6257 |
|
4.250 |
0.6202 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6371 |
0.6395 |
| PP |
0.6366 |
0.6389 |
| S1 |
0.6361 |
0.6383 |
|