CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6358 |
0.6352 |
-0.0006 |
-0.1% |
0.6348 |
High |
0.6358 |
0.6379 |
0.0022 |
0.3% |
0.6425 |
Low |
0.6331 |
0.6330 |
-0.0002 |
0.0% |
0.6331 |
Close |
0.6347 |
0.6377 |
0.0030 |
0.5% |
0.6347 |
Range |
0.0027 |
0.0050 |
0.0023 |
86.8% |
0.0094 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
Volume |
73 |
109 |
36 |
49.3% |
368 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6510 |
0.6493 |
0.6404 |
|
R3 |
0.6461 |
0.6443 |
0.6390 |
|
R2 |
0.6411 |
0.6411 |
0.6386 |
|
R1 |
0.6394 |
0.6394 |
0.6381 |
0.6403 |
PP |
0.6362 |
0.6362 |
0.6362 |
0.6366 |
S1 |
0.6344 |
0.6344 |
0.6372 |
0.6353 |
S2 |
0.6312 |
0.6312 |
0.6367 |
|
S3 |
0.6263 |
0.6295 |
0.6363 |
|
S4 |
0.6213 |
0.6245 |
0.6349 |
|
|
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 |
0.6330 |
0.0095 |
1.5% |
0.0045 |
0.7% |
49% |
False |
True |
87 |
10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0050 |
0.8% |
33% |
False |
False |
79 |
20 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0054 |
0.8% |
24% |
False |
False |
57 |
40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0041 |
0.7% |
22% |
False |
False |
33 |
60 |
0.6766 |
0.6327 |
0.0439 |
6.9% |
0.0034 |
0.5% |
11% |
False |
False |
23 |
80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0028 |
0.4% |
8% |
False |
False |
17 |
100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0024 |
0.4% |
8% |
False |
False |
14 |
120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0022 |
0.3% |
8% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6589 |
2.618 |
0.6509 |
1.618 |
0.6459 |
1.000 |
0.6429 |
0.618 |
0.6410 |
HIGH |
0.6379 |
0.618 |
0.6360 |
0.500 |
0.6354 |
0.382 |
0.6348 |
LOW |
0.6330 |
0.618 |
0.6299 |
1.000 |
0.6280 |
1.618 |
0.6249 |
2.618 |
0.6200 |
4.250 |
0.6119 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6369 |
0.6371 |
PP |
0.6362 |
0.6365 |
S1 |
0.6354 |
0.6359 |
|