CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
0.6398 |
0.6362 |
-0.0036 |
-0.6% |
0.6352 |
High |
0.6400 |
0.6425 |
0.0025 |
0.4% |
0.6426 |
Low |
0.6344 |
0.6352 |
0.0008 |
0.1% |
0.6300 |
Close |
0.6370 |
0.6406 |
0.0036 |
0.6% |
0.6364 |
Range |
0.0056 |
0.0073 |
0.0017 |
30.4% |
0.0126 |
ATR |
0.0052 |
0.0054 |
0.0001 |
2.8% |
0.0000 |
Volume |
81 |
120 |
39 |
48.1% |
514 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6613 |
0.6582 |
0.6446 |
|
R3 |
0.6540 |
0.6509 |
0.6426 |
|
R2 |
0.6467 |
0.6467 |
0.6419 |
|
R1 |
0.6436 |
0.6436 |
0.6412 |
0.6452 |
PP |
0.6394 |
0.6394 |
0.6394 |
0.6402 |
S1 |
0.6363 |
0.6363 |
0.6399 |
0.6379 |
S2 |
0.6321 |
0.6321 |
0.6392 |
|
S3 |
0.6248 |
0.6290 |
0.6385 |
|
S4 |
0.6175 |
0.6217 |
0.6365 |
|
|
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 |
0.6425 |
0.6300 |
0.0125 |
2.0% |
0.0055 |
0.9% |
84% |
True |
False |
75 |
10 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0054 |
0.8% |
84% |
False |
False |
98 |
20 |
0.6479 |
0.6300 |
0.0179 |
2.8% |
0.0055 |
0.9% |
59% |
False |
False |
80 |
40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0047 |
0.7% |
42% |
False |
False |
49 |
60 |
0.6586 |
0.6300 |
0.0286 |
4.5% |
0.0037 |
0.6% |
37% |
False |
False |
34 |
80 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0032 |
0.5% |
17% |
False |
False |
26 |
100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0027 |
0.4% |
17% |
False |
False |
21 |
120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0025 |
0.4% |
17% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6735 |
2.618 |
0.6616 |
1.618 |
0.6543 |
1.000 |
0.6498 |
0.618 |
0.6470 |
HIGH |
0.6425 |
0.618 |
0.6397 |
0.500 |
0.6389 |
0.382 |
0.6380 |
LOW |
0.6352 |
0.618 |
0.6307 |
1.000 |
0.6279 |
1.618 |
0.6234 |
2.618 |
0.6161 |
4.250 |
0.6042 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6400 |
0.6399 |
PP |
0.6394 |
0.6392 |
S1 |
0.6389 |
0.6385 |
|