CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6600 |
0.6565 |
-0.0035 |
-0.5% |
0.6728 |
| High |
0.6607 |
0.6587 |
-0.0021 |
-0.3% |
0.6749 |
| Low |
0.6538 |
0.6538 |
0.0000 |
0.0% |
0.6660 |
| Close |
0.6555 |
0.6572 |
0.0017 |
0.3% |
0.6701 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-29.5% |
0.0089 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
121,356 |
104,028 |
-17,328 |
-14.3% |
450,768 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6712 |
0.6691 |
0.6598 |
|
| R3 |
0.6663 |
0.6642 |
0.6585 |
|
| R2 |
0.6614 |
0.6614 |
0.6580 |
|
| R1 |
0.6593 |
0.6593 |
0.6576 |
0.6604 |
| PP |
0.6565 |
0.6565 |
0.6565 |
0.6571 |
| S1 |
0.6544 |
0.6544 |
0.6567 |
0.6555 |
| S2 |
0.6516 |
0.6516 |
0.6563 |
|
| S3 |
0.6467 |
0.6495 |
0.6558 |
|
| S4 |
0.6418 |
0.6446 |
0.6545 |
|
|
| 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% |
0.0077 |
1.2% |
16% |
False |
True |
126,288 |
| 10 |
0.6775 |
0.6538 |
0.0238 |
3.6% |
0.0071 |
1.1% |
14% |
False |
True |
106,579 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
10% |
False |
True |
93,659 |
| 40 |
0.6888 |
0.6525 |
0.0363 |
5.5% |
0.0065 |
1.0% |
13% |
False |
False |
59,067 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
46% |
False |
False |
39,436 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
46% |
False |
False |
29,590 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0055 |
0.8% |
46% |
False |
False |
23,674 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
46% |
False |
False |
19,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6795 |
|
2.618 |
0.6715 |
|
1.618 |
0.6666 |
|
1.000 |
0.6636 |
|
0.618 |
0.6617 |
|
HIGH |
0.6587 |
|
0.618 |
0.6568 |
|
0.500 |
0.6562 |
|
0.382 |
0.6556 |
|
LOW |
0.6538 |
|
0.618 |
0.6507 |
|
1.000 |
0.6489 |
|
1.618 |
0.6458 |
|
2.618 |
0.6409 |
|
4.250 |
0.6329 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6568 |
0.6628 |
| PP |
0.6565 |
0.6609 |
| S1 |
0.6562 |
0.6590 |
|