CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6734 |
0.6700 |
-0.0034 |
-0.5% |
0.6824 |
| High |
0.6749 |
0.6727 |
-0.0022 |
-0.3% |
0.6856 |
| Low |
0.6692 |
0.6691 |
-0.0001 |
0.0% |
0.6655 |
| Close |
0.6698 |
0.6715 |
0.0017 |
0.2% |
0.6729 |
| Range |
0.0058 |
0.0037 |
-0.0021 |
-36.5% |
0.0201 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
80,533 |
66,279 |
-14,254 |
-17.7% |
396,958 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6820 |
0.6804 |
0.6735 |
|
| R3 |
0.6784 |
0.6767 |
0.6725 |
|
| R2 |
0.6747 |
0.6747 |
0.6721 |
|
| R1 |
0.6731 |
0.6731 |
0.6718 |
0.6739 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6715 |
| S1 |
0.6694 |
0.6694 |
0.6711 |
0.6703 |
| S2 |
0.6674 |
0.6674 |
0.6708 |
|
| S3 |
0.6638 |
0.6658 |
0.6704 |
|
| S4 |
0.6601 |
0.6621 |
0.6694 |
|
|
| 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 |
0.6775 |
0.6655 |
0.0120 |
1.8% |
0.0064 |
1.0% |
50% |
False |
False |
86,869 |
| 10 |
0.6888 |
0.6655 |
0.0233 |
3.5% |
0.0062 |
0.9% |
26% |
False |
False |
86,553 |
| 20 |
0.6888 |
0.6559 |
0.0329 |
4.9% |
0.0064 |
1.0% |
47% |
False |
False |
83,071 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0065 |
1.0% |
68% |
False |
False |
43,318 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0061 |
0.9% |
71% |
False |
False |
28,918 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0059 |
0.9% |
71% |
False |
False |
21,698 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0052 |
0.8% |
71% |
False |
False |
17,360 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0046 |
0.7% |
71% |
False |
False |
14,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6882 |
|
2.618 |
0.6823 |
|
1.618 |
0.6786 |
|
1.000 |
0.6764 |
|
0.618 |
0.6750 |
|
HIGH |
0.6727 |
|
0.618 |
0.6713 |
|
0.500 |
0.6709 |
|
0.382 |
0.6704 |
|
LOW |
0.6691 |
|
0.618 |
0.6668 |
|
1.000 |
0.6654 |
|
1.618 |
0.6631 |
|
2.618 |
0.6595 |
|
4.250 |
0.6535 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6713 |
0.6720 |
| PP |
0.6711 |
0.6718 |
| S1 |
0.6709 |
0.6716 |
|