CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6746 |
0.6719 |
-0.0027 |
-0.4% |
0.6824 |
| High |
0.6775 |
0.6763 |
-0.0013 |
-0.2% |
0.6856 |
| Low |
0.6712 |
0.6655 |
-0.0057 |
-0.8% |
0.6655 |
| Close |
0.6719 |
0.6729 |
0.0010 |
0.1% |
0.6729 |
| Range |
0.0063 |
0.0108 |
0.0045 |
70.6% |
0.0201 |
| ATR |
0.0062 |
0.0066 |
0.0003 |
5.1% |
0.0000 |
| Volume |
76,089 |
125,662 |
49,573 |
65.2% |
396,958 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7038 |
0.6991 |
0.6788 |
|
| R3 |
0.6930 |
0.6883 |
0.6758 |
|
| R2 |
0.6823 |
0.6823 |
0.6748 |
|
| R1 |
0.6776 |
0.6776 |
0.6738 |
0.6799 |
| PP |
0.6715 |
0.6715 |
0.6715 |
0.6727 |
| S1 |
0.6668 |
0.6668 |
0.6719 |
0.6692 |
| S2 |
0.6608 |
0.6608 |
0.6709 |
|
| S3 |
0.6500 |
0.6561 |
0.6699 |
|
| S4 |
0.6393 |
0.6453 |
0.6669 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7239 |
0.6839 |
|
| R3 |
0.7147 |
0.7038 |
0.6784 |
|
| R2 |
0.6947 |
0.6947 |
0.6765 |
|
| R1 |
0.6838 |
0.6838 |
0.6747 |
0.6792 |
| PP |
0.6746 |
0.6746 |
0.6746 |
0.6724 |
| S1 |
0.6637 |
0.6637 |
0.6710 |
0.6592 |
| S2 |
0.6546 |
0.6546 |
0.6692 |
|
| S3 |
0.6345 |
0.6437 |
0.6673 |
|
| S4 |
0.6145 |
0.6236 |
0.6618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6863 |
0.6655 |
0.0208 |
3.1% |
0.0077 |
1.2% |
35% |
False |
True |
97,353 |
| 10 |
0.6888 |
0.6655 |
0.0233 |
3.5% |
0.0062 |
0.9% |
32% |
False |
True |
83,812 |
| 20 |
0.6888 |
0.6546 |
0.0342 |
5.1% |
0.0066 |
1.0% |
53% |
False |
False |
74,126 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0065 |
1.0% |
70% |
False |
False |
37,517 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0062 |
0.9% |
73% |
False |
False |
25,046 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0059 |
0.9% |
73% |
False |
False |
18,791 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0051 |
0.8% |
73% |
False |
False |
15,034 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0045 |
0.7% |
73% |
False |
False |
12,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7219 |
|
2.618 |
0.7044 |
|
1.618 |
0.6936 |
|
1.000 |
0.6870 |
|
0.618 |
0.6829 |
|
HIGH |
0.6763 |
|
0.618 |
0.6721 |
|
0.500 |
0.6709 |
|
0.382 |
0.6696 |
|
LOW |
0.6655 |
|
0.618 |
0.6589 |
|
1.000 |
0.6548 |
|
1.618 |
0.6481 |
|
2.618 |
0.6374 |
|
4.250 |
0.6198 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6726 |
| PP |
0.6715 |
0.6724 |
| S1 |
0.6709 |
0.6721 |
|