CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6600 |
-0.0101 |
-1.5% |
0.6728 |
| High |
0.6718 |
0.6607 |
-0.0111 |
-1.6% |
0.6749 |
| Low |
0.6589 |
0.6538 |
-0.0052 |
-0.8% |
0.6660 |
| Close |
0.6598 |
0.6555 |
-0.0043 |
-0.6% |
0.6701 |
| Range |
0.0129 |
0.0070 |
-0.0059 |
-45.9% |
0.0089 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
187,887 |
121,356 |
-66,531 |
-35.4% |
450,768 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6775 |
0.6735 |
0.6593 |
|
| R3 |
0.6706 |
0.6665 |
0.6574 |
|
| R2 |
0.6636 |
0.6636 |
0.6568 |
|
| R1 |
0.6596 |
0.6596 |
0.6561 |
0.6581 |
| PP |
0.6567 |
0.6567 |
0.6567 |
0.6559 |
| S1 |
0.6526 |
0.6526 |
0.6549 |
0.6512 |
| S2 |
0.6497 |
0.6497 |
0.6542 |
|
| S3 |
0.6428 |
0.6457 |
0.6536 |
|
| S4 |
0.6358 |
0.6387 |
0.6517 |
|
|
| 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 |
0.6538 |
0.0212 |
3.2% |
0.0075 |
1.1% |
8% |
False |
True |
118,739 |
| 10 |
0.6787 |
0.6538 |
0.0250 |
3.8% |
0.0073 |
1.1% |
7% |
False |
True |
106,392 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
5% |
False |
True |
91,715 |
| 40 |
0.6888 |
0.6476 |
0.0412 |
6.3% |
0.0065 |
1.0% |
19% |
False |
False |
56,470 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0064 |
1.0% |
43% |
False |
False |
37,703 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0061 |
0.9% |
43% |
False |
False |
28,290 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0054 |
0.8% |
43% |
False |
False |
22,633 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0048 |
0.7% |
43% |
False |
False |
18,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6902 |
|
2.618 |
0.6789 |
|
1.618 |
0.6719 |
|
1.000 |
0.6677 |
|
0.618 |
0.6650 |
|
HIGH |
0.6607 |
|
0.618 |
0.6580 |
|
0.500 |
0.6572 |
|
0.382 |
0.6564 |
|
LOW |
0.6538 |
|
0.618 |
0.6495 |
|
1.000 |
0.6468 |
|
1.618 |
0.6425 |
|
2.618 |
0.6356 |
|
4.250 |
0.6242 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6572 |
0.6640 |
| PP |
0.6567 |
0.6612 |
| S1 |
0.6561 |
0.6583 |
|