CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
0.6367 |
0.6398 |
0.0031 |
0.5% |
0.6352 |
High |
0.6410 |
0.6400 |
-0.0010 |
-0.2% |
0.6426 |
Low |
0.6363 |
0.6344 |
-0.0019 |
-0.3% |
0.6300 |
Close |
0.6404 |
0.6370 |
-0.0034 |
-0.5% |
0.6364 |
Range |
0.0047 |
0.0056 |
0.0009 |
19.1% |
0.0126 |
ATR |
0.0052 |
0.0052 |
0.0001 |
1.1% |
0.0000 |
Volume |
57 |
81 |
24 |
42.1% |
514 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6539 |
0.6511 |
0.6401 |
|
R3 |
0.6483 |
0.6455 |
0.6385 |
|
R2 |
0.6427 |
0.6427 |
0.6380 |
|
R1 |
0.6399 |
0.6399 |
0.6375 |
0.6385 |
PP |
0.6371 |
0.6371 |
0.6371 |
0.6365 |
S1 |
0.6343 |
0.6343 |
0.6365 |
0.6329 |
S2 |
0.6315 |
0.6315 |
0.6360 |
|
S3 |
0.6259 |
0.6287 |
0.6355 |
|
S4 |
0.6203 |
0.6231 |
0.6339 |
|
|
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% |
0.0058 |
0.9% |
56% |
False |
False |
97 |
10 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0052 |
0.8% |
56% |
False |
False |
91 |
20 |
0.6479 |
0.6300 |
0.0179 |
2.8% |
0.0054 |
0.8% |
39% |
False |
False |
76 |
40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0045 |
0.7% |
28% |
False |
False |
46 |
60 |
0.6586 |
0.6300 |
0.0286 |
4.5% |
0.0037 |
0.6% |
25% |
False |
False |
32 |
80 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0031 |
0.5% |
11% |
False |
False |
24 |
100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0027 |
0.4% |
11% |
False |
False |
19 |
120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0025 |
0.4% |
11% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6638 |
2.618 |
0.6547 |
1.618 |
0.6491 |
1.000 |
0.6456 |
0.618 |
0.6435 |
HIGH |
0.6400 |
0.618 |
0.6379 |
0.500 |
0.6372 |
0.382 |
0.6365 |
LOW |
0.6344 |
0.618 |
0.6309 |
1.000 |
0.6288 |
1.618 |
0.6253 |
2.618 |
0.6197 |
4.250 |
0.6106 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6372 |
0.6377 |
PP |
0.6371 |
0.6375 |
S1 |
0.6371 |
0.6372 |
|