CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6392 |
0.6372 |
-0.0020 |
-0.3% |
0.6398 |
| High |
0.6425 |
0.6388 |
-0.0037 |
-0.6% |
0.6479 |
| Low |
0.6365 |
0.6331 |
-0.0034 |
-0.5% |
0.6327 |
| Close |
0.6372 |
0.6361 |
-0.0011 |
-0.2% |
0.6335 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0152 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
46 |
144 |
98 |
213.0% |
363 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6531 |
0.6503 |
0.6392 |
|
| R3 |
0.6474 |
0.6446 |
0.6376 |
|
| R2 |
0.6417 |
0.6417 |
0.6371 |
|
| R1 |
0.6389 |
0.6389 |
0.6366 |
0.6374 |
| PP |
0.6360 |
0.6360 |
0.6360 |
0.6353 |
| S1 |
0.6332 |
0.6332 |
0.6355 |
0.6317 |
| S2 |
0.6303 |
0.6303 |
0.6350 |
|
| S3 |
0.6246 |
0.6275 |
0.6345 |
|
| S4 |
0.6189 |
0.6218 |
0.6329 |
|
|
| 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 |
0.6425 |
0.6327 |
0.0098 |
1.5% |
0.0045 |
0.7% |
34% |
False |
False |
72 |
| 10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0058 |
0.9% |
22% |
False |
False |
73 |
| 20 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0054 |
0.8% |
16% |
False |
False |
49 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0040 |
0.6% |
15% |
False |
False |
28 |
| 60 |
0.6766 |
0.6327 |
0.0439 |
6.9% |
0.0033 |
0.5% |
8% |
False |
False |
20 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0027 |
0.4% |
6% |
False |
False |
15 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0024 |
0.4% |
6% |
False |
False |
12 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0021 |
0.3% |
6% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6630 |
|
2.618 |
0.6537 |
|
1.618 |
0.6480 |
|
1.000 |
0.6445 |
|
0.618 |
0.6423 |
|
HIGH |
0.6388 |
|
0.618 |
0.6366 |
|
0.500 |
0.6360 |
|
0.382 |
0.6353 |
|
LOW |
0.6331 |
|
0.618 |
0.6296 |
|
1.000 |
0.6274 |
|
1.618 |
0.6239 |
|
2.618 |
0.6182 |
|
4.250 |
0.6089 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6360 |
0.6378 |
| PP |
0.6360 |
0.6372 |
| S1 |
0.6360 |
0.6366 |
|