CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6824 |
0.6780 |
-0.0044 |
-0.6% |
0.6819 |
| High |
0.6856 |
0.6787 |
-0.0069 |
-1.0% |
0.6888 |
| Low |
0.6773 |
0.6719 |
-0.0054 |
-0.8% |
0.6798 |
| Close |
0.6778 |
0.6746 |
-0.0032 |
-0.5% |
0.6831 |
| Range |
0.0083 |
0.0069 |
-0.0015 |
-17.5% |
0.0090 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
93,048 |
102,159 |
9,111 |
9.8% |
263,718 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6956 |
0.6920 |
0.6784 |
|
| R3 |
0.6888 |
0.6851 |
0.6765 |
|
| R2 |
0.6819 |
0.6819 |
0.6759 |
|
| R1 |
0.6783 |
0.6783 |
0.6752 |
0.6767 |
| PP |
0.6751 |
0.6751 |
0.6751 |
0.6743 |
| S1 |
0.6714 |
0.6714 |
0.6740 |
0.6698 |
| S2 |
0.6682 |
0.6682 |
0.6733 |
|
| S3 |
0.6614 |
0.6646 |
0.6727 |
|
| S4 |
0.6545 |
0.6577 |
0.6708 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7109 |
0.7060 |
0.6880 |
|
| R3 |
0.7019 |
0.6970 |
0.6855 |
|
| R2 |
0.6929 |
0.6929 |
0.6847 |
|
| R1 |
0.6880 |
0.6880 |
0.6839 |
0.6904 |
| PP |
0.6839 |
0.6839 |
0.6839 |
0.6851 |
| S1 |
0.6790 |
0.6790 |
0.6822 |
0.6814 |
| S2 |
0.6749 |
0.6749 |
0.6814 |
|
| S3 |
0.6659 |
0.6700 |
0.6806 |
|
| S4 |
0.6569 |
0.6610 |
0.6781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6888 |
0.6719 |
0.0169 |
2.5% |
0.0060 |
0.9% |
16% |
False |
True |
86,237 |
| 10 |
0.6888 |
0.6719 |
0.0169 |
2.5% |
0.0058 |
0.9% |
16% |
False |
True |
80,739 |
| 20 |
0.6888 |
0.6546 |
0.0342 |
5.1% |
0.0064 |
0.9% |
59% |
False |
False |
64,324 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0064 |
0.9% |
74% |
False |
False |
32,482 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0061 |
0.9% |
76% |
False |
False |
21,685 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0057 |
0.8% |
76% |
False |
False |
16,270 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0049 |
0.7% |
76% |
False |
False |
13,016 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0043 |
0.6% |
76% |
False |
False |
10,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7078 |
|
2.618 |
0.6966 |
|
1.618 |
0.6898 |
|
1.000 |
0.6856 |
|
0.618 |
0.6829 |
|
HIGH |
0.6787 |
|
0.618 |
0.6761 |
|
0.500 |
0.6753 |
|
0.382 |
0.6745 |
|
LOW |
0.6719 |
|
0.618 |
0.6676 |
|
1.000 |
0.6650 |
|
1.618 |
0.6608 |
|
2.618 |
0.6539 |
|
4.250 |
0.6427 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6753 |
0.6791 |
| PP |
0.6751 |
0.6776 |
| S1 |
0.6748 |
0.6761 |
|