CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6392 |
0.6392 |
-0.0001 |
0.0% |
0.6398 |
High |
0.6406 |
0.6425 |
0.0019 |
0.3% |
0.6479 |
Low |
0.6374 |
0.6365 |
-0.0009 |
-0.1% |
0.6327 |
Close |
0.6393 |
0.6372 |
-0.0022 |
-0.3% |
0.6335 |
Range |
0.0033 |
0.0060 |
0.0028 |
84.6% |
0.0152 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
Volume |
63 |
46 |
-17 |
-27.0% |
363 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6567 |
0.6529 |
0.6405 |
|
R3 |
0.6507 |
0.6469 |
0.6388 |
|
R2 |
0.6447 |
0.6447 |
0.6383 |
|
R1 |
0.6409 |
0.6409 |
0.6377 |
0.6398 |
PP |
0.6387 |
0.6387 |
0.6387 |
0.6381 |
S1 |
0.6349 |
0.6349 |
0.6366 |
0.6338 |
S2 |
0.6327 |
0.6327 |
0.6361 |
|
S3 |
0.6267 |
0.6289 |
0.6355 |
|
S4 |
0.6207 |
0.6229 |
0.6339 |
|
|
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 |
0.6464 |
0.6327 |
0.0137 |
2.1% |
0.0056 |
0.9% |
33% |
False |
False |
73 |
10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0056 |
0.9% |
29% |
False |
False |
61 |
20 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0054 |
0.8% |
22% |
False |
False |
43 |
40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0040 |
0.6% |
20% |
False |
False |
26 |
60 |
0.6828 |
0.6327 |
0.0502 |
7.9% |
0.0032 |
0.5% |
9% |
False |
False |
18 |
80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0027 |
0.4% |
7% |
False |
False |
13 |
100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0024 |
0.4% |
7% |
False |
False |
11 |
120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0021 |
0.3% |
7% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6680 |
2.618 |
0.6582 |
1.618 |
0.6522 |
1.000 |
0.6485 |
0.618 |
0.6462 |
HIGH |
0.6425 |
0.618 |
0.6402 |
0.500 |
0.6395 |
0.382 |
0.6387 |
LOW |
0.6365 |
0.618 |
0.6327 |
1.000 |
0.6305 |
1.618 |
0.6267 |
2.618 |
0.6207 |
4.250 |
0.6110 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6395 |
0.6385 |
PP |
0.6387 |
0.6380 |
S1 |
0.6379 |
0.6376 |
|