CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6714 |
0.6701 |
-0.0014 |
-0.2% |
0.6728 |
| High |
0.6749 |
0.6742 |
-0.0007 |
-0.1% |
0.6749 |
| Low |
0.6660 |
0.6691 |
0.0031 |
0.5% |
0.6660 |
| Close |
0.6701 |
0.6701 |
0.0000 |
0.0% |
0.6701 |
| Range |
0.0089 |
0.0051 |
-0.0038 |
-42.7% |
0.0089 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
119,717 |
98,456 |
-21,261 |
-17.8% |
450,768 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6864 |
0.6833 |
0.6729 |
|
| R3 |
0.6813 |
0.6782 |
0.6715 |
|
| R2 |
0.6762 |
0.6762 |
0.6710 |
|
| R1 |
0.6731 |
0.6731 |
0.6705 |
0.6726 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6709 |
| S1 |
0.6680 |
0.6680 |
0.6696 |
0.6675 |
| S2 |
0.6660 |
0.6660 |
0.6691 |
|
| S3 |
0.6609 |
0.6629 |
0.6686 |
|
| S4 |
0.6558 |
0.6578 |
0.6672 |
|
|
| Weekly Pivots for week ending 12-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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6749 |
0.6660 |
0.0089 |
1.3% |
0.0058 |
0.9% |
46% |
False |
False |
90,153 |
| 10 |
0.6863 |
0.6655 |
0.0208 |
3.1% |
0.0068 |
1.0% |
22% |
False |
False |
93,753 |
| 20 |
0.6888 |
0.6655 |
0.0233 |
3.5% |
0.0061 |
0.9% |
20% |
False |
False |
85,670 |
| 40 |
0.6888 |
0.6476 |
0.0412 |
6.1% |
0.0063 |
0.9% |
55% |
False |
False |
48,759 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0063 |
0.9% |
68% |
False |
False |
32,553 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0060 |
0.9% |
68% |
False |
False |
24,425 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0053 |
0.8% |
68% |
False |
False |
19,542 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0047 |
0.7% |
68% |
False |
False |
16,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6959 |
|
2.618 |
0.6876 |
|
1.618 |
0.6825 |
|
1.000 |
0.6793 |
|
0.618 |
0.6774 |
|
HIGH |
0.6742 |
|
0.618 |
0.6723 |
|
0.500 |
0.6717 |
|
0.382 |
0.6710 |
|
LOW |
0.6691 |
|
0.618 |
0.6659 |
|
1.000 |
0.6640 |
|
1.618 |
0.6608 |
|
2.618 |
0.6557 |
|
4.250 |
0.6474 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6717 |
0.6705 |
| PP |
0.6711 |
0.6703 |
| S1 |
0.6706 |
0.6702 |
|