CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6334 |
0.6356 |
0.0022 |
0.3% |
0.6352 |
| High |
0.6360 |
0.6394 |
0.0034 |
0.5% |
0.6426 |
| Low |
0.6300 |
0.6355 |
0.0055 |
0.9% |
0.6300 |
| Close |
0.6358 |
0.6364 |
0.0006 |
0.1% |
0.6364 |
| Range |
0.0060 |
0.0040 |
-0.0021 |
-34.2% |
0.0126 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
75 |
46 |
-29 |
-38.7% |
514 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6489 |
0.6466 |
0.6386 |
|
| R3 |
0.6450 |
0.6427 |
0.6375 |
|
| R2 |
0.6410 |
0.6410 |
0.6371 |
|
| R1 |
0.6387 |
0.6387 |
0.6368 |
0.6399 |
| PP |
0.6371 |
0.6371 |
0.6371 |
0.6377 |
| S1 |
0.6348 |
0.6348 |
0.6360 |
0.6359 |
| S2 |
0.6331 |
0.6331 |
0.6357 |
|
| S3 |
0.6292 |
0.6308 |
0.6353 |
|
| S4 |
0.6252 |
0.6269 |
0.6342 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6740 |
0.6677 |
0.6433 |
|
| R3 |
0.6614 |
0.6552 |
0.6399 |
|
| R2 |
0.6489 |
0.6489 |
0.6387 |
|
| R1 |
0.6426 |
0.6426 |
0.6376 |
0.6458 |
| PP |
0.6363 |
0.6363 |
0.6363 |
0.6379 |
| S1 |
0.6301 |
0.6301 |
0.6352 |
0.6332 |
| S2 |
0.6238 |
0.6238 |
0.6341 |
|
| S3 |
0.6112 |
0.6175 |
0.6329 |
|
| S4 |
0.5987 |
0.6050 |
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% |
0.0055 |
0.9% |
51% |
False |
False |
102 |
| 10 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0049 |
0.8% |
51% |
False |
False |
88 |
| 20 |
0.6479 |
0.6300 |
0.0179 |
2.8% |
0.0055 |
0.9% |
36% |
False |
False |
73 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0046 |
0.7% |
26% |
False |
False |
43 |
| 60 |
0.6621 |
0.6300 |
0.0321 |
5.0% |
0.0035 |
0.5% |
20% |
False |
False |
30 |
| 80 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0030 |
0.5% |
10% |
False |
False |
22 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0026 |
0.4% |
10% |
False |
False |
18 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0024 |
0.4% |
10% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6562 |
|
2.618 |
0.6497 |
|
1.618 |
0.6458 |
|
1.000 |
0.6434 |
|
0.618 |
0.6418 |
|
HIGH |
0.6394 |
|
0.618 |
0.6379 |
|
0.500 |
0.6374 |
|
0.382 |
0.6370 |
|
LOW |
0.6355 |
|
0.618 |
0.6330 |
|
1.000 |
0.6315 |
|
1.618 |
0.6291 |
|
2.618 |
0.6251 |
|
4.250 |
0.6187 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6374 |
0.6364 |
| PP |
0.6371 |
0.6363 |
| S1 |
0.6367 |
0.6363 |
|