CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6386 |
0.6334 |
-0.0052 |
-0.8% |
0.6348 |
| High |
0.6426 |
0.6360 |
-0.0066 |
-1.0% |
0.6425 |
| Low |
0.6338 |
0.6300 |
-0.0038 |
-0.6% |
0.6331 |
| Close |
0.6339 |
0.6358 |
0.0020 |
0.3% |
0.6347 |
| Range |
0.0088 |
0.0060 |
-0.0028 |
-31.8% |
0.0094 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
230 |
75 |
-155 |
-67.4% |
368 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6519 |
0.6499 |
0.6391 |
|
| R3 |
0.6459 |
0.6439 |
0.6375 |
|
| R2 |
0.6399 |
0.6399 |
0.6369 |
|
| R1 |
0.6379 |
0.6379 |
0.6364 |
0.6389 |
| PP |
0.6339 |
0.6339 |
0.6339 |
0.6345 |
| S1 |
0.6319 |
0.6319 |
0.6353 |
0.6329 |
| S2 |
0.6279 |
0.6279 |
0.6347 |
|
| S3 |
0.6219 |
0.6259 |
0.6342 |
|
| S4 |
0.6159 |
0.6199 |
0.6325 |
|
|
| 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 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0053 |
0.8% |
46% |
False |
True |
108 |
| 10 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0049 |
0.8% |
46% |
False |
True |
90 |
| 20 |
0.6535 |
0.6300 |
0.0235 |
3.7% |
0.0057 |
0.9% |
25% |
False |
True |
73 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0045 |
0.7% |
23% |
False |
True |
42 |
| 60 |
0.6621 |
0.6300 |
0.0321 |
5.0% |
0.0034 |
0.5% |
18% |
False |
True |
29 |
| 80 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0030 |
0.5% |
9% |
False |
True |
22 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0026 |
0.4% |
9% |
False |
True |
18 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0023 |
0.4% |
9% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6615 |
|
2.618 |
0.6517 |
|
1.618 |
0.6457 |
|
1.000 |
0.6420 |
|
0.618 |
0.6397 |
|
HIGH |
0.6360 |
|
0.618 |
0.6337 |
|
0.500 |
0.6330 |
|
0.382 |
0.6323 |
|
LOW |
0.6300 |
|
0.618 |
0.6263 |
|
1.000 |
0.6240 |
|
1.618 |
0.6203 |
|
2.618 |
0.6143 |
|
4.250 |
0.6045 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6349 |
0.6363 |
| PP |
0.6339 |
0.6361 |
| S1 |
0.6330 |
0.6360 |
|