CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6372 |
0.6358 |
-0.0015 |
-0.2% |
0.6348 |
| High |
0.6388 |
0.6358 |
-0.0031 |
-0.5% |
0.6425 |
| Low |
0.6331 |
0.6331 |
0.0000 |
0.0% |
0.6331 |
| Close |
0.6361 |
0.6347 |
-0.0014 |
-0.2% |
0.6347 |
| Range |
0.0057 |
0.0027 |
-0.0031 |
-53.5% |
0.0094 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
144 |
73 |
-71 |
-49.3% |
368 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6425 |
0.6412 |
0.6361 |
|
| R3 |
0.6398 |
0.6386 |
0.6354 |
|
| R2 |
0.6372 |
0.6372 |
0.6351 |
|
| R1 |
0.6359 |
0.6359 |
0.6349 |
0.6352 |
| PP |
0.6345 |
0.6345 |
0.6345 |
0.6342 |
| S1 |
0.6333 |
0.6333 |
0.6344 |
0.6326 |
| S2 |
0.6319 |
0.6319 |
0.6342 |
|
| S3 |
0.6292 |
0.6306 |
0.6339 |
|
| S4 |
0.6266 |
0.6280 |
0.6332 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6648 |
0.6591 |
0.6398 |
|
| R3 |
0.6554 |
0.6497 |
0.6372 |
|
| R2 |
0.6461 |
0.6461 |
0.6364 |
|
| R1 |
0.6404 |
0.6404 |
0.6355 |
0.6386 |
| PP |
0.6367 |
0.6367 |
0.6367 |
0.6358 |
| S1 |
0.6310 |
0.6310 |
0.6338 |
0.6292 |
| S2 |
0.6274 |
0.6274 |
0.6329 |
|
| S3 |
0.6180 |
0.6217 |
0.6321 |
|
| S4 |
0.6087 |
0.6123 |
0.6295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6425 |
0.6331 |
0.0094 |
1.5% |
0.0042 |
0.7% |
17% |
False |
True |
73 |
| 10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0052 |
0.8% |
13% |
False |
False |
73 |
| 20 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0052 |
0.8% |
10% |
False |
False |
52 |
| 40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0041 |
0.6% |
9% |
False |
False |
30 |
| 60 |
0.6766 |
0.6327 |
0.0439 |
6.9% |
0.0033 |
0.5% |
5% |
False |
False |
21 |
| 80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0027 |
0.4% |
3% |
False |
False |
16 |
| 100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0024 |
0.4% |
3% |
False |
False |
13 |
| 120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0021 |
0.3% |
3% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6470 |
|
2.618 |
0.6427 |
|
1.618 |
0.6400 |
|
1.000 |
0.6384 |
|
0.618 |
0.6374 |
|
HIGH |
0.6358 |
|
0.618 |
0.6347 |
|
0.500 |
0.6344 |
|
0.382 |
0.6341 |
|
LOW |
0.6331 |
|
0.618 |
0.6315 |
|
1.000 |
0.6305 |
|
1.618 |
0.6288 |
|
2.618 |
0.6262 |
|
4.250 |
0.6218 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6346 |
0.6378 |
| PP |
0.6345 |
0.6367 |
| S1 |
0.6344 |
0.6357 |
|