CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6714 |
0.0014 |
0.2% |
0.6824 |
| High |
0.6727 |
0.6749 |
0.0022 |
0.3% |
0.6856 |
| Low |
0.6691 |
0.6660 |
-0.0031 |
-0.5% |
0.6655 |
| Close |
0.6715 |
0.6701 |
-0.0014 |
-0.2% |
0.6729 |
| Range |
0.0037 |
0.0089 |
0.0053 |
143.8% |
0.0201 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
3.0% |
0.0000 |
| Volume |
66,279 |
119,717 |
53,438 |
80.6% |
396,958 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6924 |
0.6749 |
|
| R3 |
0.6881 |
0.6835 |
0.6725 |
|
| R2 |
0.6792 |
0.6792 |
0.6717 |
|
| R1 |
0.6746 |
0.6746 |
0.6709 |
0.6725 |
| PP |
0.6703 |
0.6703 |
0.6703 |
0.6692 |
| S1 |
0.6657 |
0.6657 |
0.6692 |
0.6636 |
| S2 |
0.6614 |
0.6614 |
0.6684 |
|
| S3 |
0.6525 |
0.6568 |
0.6676 |
|
| S4 |
0.6436 |
0.6479 |
0.6652 |
|
|
| 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 |
0.6763 |
0.6655 |
0.0108 |
1.6% |
0.0070 |
1.0% |
42% |
False |
False |
95,594 |
| 10 |
0.6888 |
0.6655 |
0.0233 |
3.5% |
0.0067 |
1.0% |
20% |
False |
False |
92,451 |
| 20 |
0.6888 |
0.6561 |
0.0327 |
4.9% |
0.0065 |
1.0% |
43% |
False |
False |
83,440 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0066 |
1.0% |
65% |
False |
False |
46,309 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0062 |
0.9% |
68% |
False |
False |
30,913 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0060 |
0.9% |
68% |
False |
False |
23,194 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0052 |
0.8% |
68% |
False |
False |
18,557 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0046 |
0.7% |
68% |
False |
False |
15,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7127 |
|
2.618 |
0.6982 |
|
1.618 |
0.6893 |
|
1.000 |
0.6838 |
|
0.618 |
0.6804 |
|
HIGH |
0.6749 |
|
0.618 |
0.6715 |
|
0.500 |
0.6705 |
|
0.382 |
0.6694 |
|
LOW |
0.6660 |
|
0.618 |
0.6605 |
|
1.000 |
0.6571 |
|
1.618 |
0.6516 |
|
2.618 |
0.6427 |
|
4.250 |
0.6282 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6705 |
0.6705 |
| PP |
0.6703 |
0.6703 |
| S1 |
0.6702 |
0.6702 |
|