CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6352 |
0.6367 |
0.0015 |
0.2% |
0.6348 |
High |
0.6379 |
0.6406 |
0.0027 |
0.4% |
0.6425 |
Low |
0.6330 |
0.6367 |
0.0038 |
0.6% |
0.6331 |
Close |
0.6377 |
0.6389 |
0.0013 |
0.2% |
0.6347 |
Range |
0.0050 |
0.0039 |
-0.0011 |
-21.2% |
0.0094 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
109 |
54 |
-55 |
-50.5% |
368 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6504 |
0.6486 |
0.6410 |
|
R3 |
0.6465 |
0.6447 |
0.6400 |
|
R2 |
0.6426 |
0.6426 |
0.6396 |
|
R1 |
0.6408 |
0.6408 |
0.6393 |
0.6417 |
PP |
0.6387 |
0.6387 |
0.6387 |
0.6392 |
S1 |
0.6369 |
0.6369 |
0.6385 |
0.6378 |
S2 |
0.6348 |
0.6348 |
0.6382 |
|
S3 |
0.6309 |
0.6330 |
0.6378 |
|
S4 |
0.6270 |
0.6291 |
0.6368 |
|
|
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% |
0.0046 |
0.7% |
63% |
False |
False |
85 |
10 |
0.6479 |
0.6327 |
0.0152 |
2.4% |
0.0050 |
0.8% |
41% |
False |
False |
79 |
20 |
0.6535 |
0.6327 |
0.0208 |
3.3% |
0.0054 |
0.8% |
30% |
False |
False |
59 |
40 |
0.6550 |
0.6327 |
0.0224 |
3.5% |
0.0042 |
0.7% |
28% |
False |
False |
34 |
60 |
0.6710 |
0.6327 |
0.0384 |
6.0% |
0.0034 |
0.5% |
16% |
False |
False |
24 |
80 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0028 |
0.4% |
10% |
False |
False |
18 |
100 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0025 |
0.4% |
10% |
False |
False |
14 |
120 |
0.6938 |
0.6327 |
0.0612 |
9.6% |
0.0022 |
0.3% |
10% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6572 |
2.618 |
0.6508 |
1.618 |
0.6469 |
1.000 |
0.6445 |
0.618 |
0.6430 |
HIGH |
0.6406 |
0.618 |
0.6391 |
0.500 |
0.6387 |
0.382 |
0.6382 |
LOW |
0.6367 |
0.618 |
0.6343 |
1.000 |
0.6328 |
1.618 |
0.6304 |
2.618 |
0.6265 |
4.250 |
0.6201 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6388 |
0.6382 |
PP |
0.6387 |
0.6375 |
S1 |
0.6387 |
0.6368 |
|