CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6348 |
0.6392 |
0.0045 |
0.7% |
0.6398 |
| High |
0.6378 |
0.6406 |
0.0028 |
0.4% |
0.6479 |
| Low |
0.6345 |
0.6374 |
0.0029 |
0.5% |
0.6327 |
| Close |
0.6377 |
0.6393 |
0.0017 |
0.3% |
0.6335 |
| Range |
0.0034 |
0.0033 |
-0.0001 |
-3.0% |
0.0152 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
42 |
63 |
21 |
50.0% |
363 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6488 |
0.6473 |
0.6411 |
|
| R3 |
0.6456 |
0.6441 |
0.6402 |
|
| R2 |
0.6423 |
0.6423 |
0.6399 |
|
| R1 |
0.6408 |
0.6408 |
0.6396 |
0.6416 |
| PP |
0.6391 |
0.6391 |
0.6391 |
0.6395 |
| S1 |
0.6376 |
0.6376 |
0.6390 |
0.6383 |
| S2 |
0.6358 |
0.6358 |
0.6387 |
|
| S3 |
0.6326 |
0.6343 |
0.6384 |
|
| S4 |
0.6293 |
0.6311 |
0.6375 |
|
|
| 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% |
0.0054 |
0.8% |
44% |
False |
False |
74 |
| 10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0055 |
0.9% |
44% |
False |
False |
60 |
| 20 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0054 |
0.8% |
30% |
False |
False |
42 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0038 |
0.6% |
30% |
False |
False |
25 |
| 60 |
0.6830 |
0.6327 |
0.0503 |
7.9% |
0.0031 |
0.5% |
13% |
False |
False |
17 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0026 |
0.4% |
11% |
False |
False |
13 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0023 |
0.4% |
11% |
False |
False |
10 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0021 |
0.3% |
11% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6544 |
|
2.618 |
0.6491 |
|
1.618 |
0.6459 |
|
1.000 |
0.6439 |
|
0.618 |
0.6426 |
|
HIGH |
0.6406 |
|
0.618 |
0.6394 |
|
0.500 |
0.6390 |
|
0.382 |
0.6386 |
|
LOW |
0.6374 |
|
0.618 |
0.6353 |
|
1.000 |
0.6341 |
|
1.618 |
0.6321 |
|
2.618 |
0.6288 |
|
4.250 |
0.6235 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6392 |
0.6384 |
| PP |
0.6391 |
0.6375 |
| S1 |
0.6390 |
0.6367 |
|