CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 22-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.6586 |
0.6609 |
0.0023 |
0.3% |
0.6700 |
High |
0.6613 |
0.6626 |
0.0013 |
0.2% |
0.6718 |
Low |
0.6577 |
0.6578 |
0.0001 |
0.0% |
0.6538 |
Close |
0.6608 |
0.6584 |
-0.0024 |
-0.4% |
0.6608 |
Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0180 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
81,999 |
67,575 |
-14,424 |
-17.6% |
495,270 |
|
Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6740 |
0.6710 |
0.6610 |
|
R3 |
0.6692 |
0.6662 |
0.6597 |
|
R2 |
0.6644 |
0.6644 |
0.6592 |
|
R1 |
0.6614 |
0.6614 |
0.6588 |
0.6605 |
PP |
0.6596 |
0.6596 |
0.6596 |
0.6591 |
S1 |
0.6566 |
0.6566 |
0.6579 |
0.6557 |
S2 |
0.6548 |
0.6548 |
0.6575 |
|
S3 |
0.6500 |
0.6518 |
0.6570 |
|
S4 |
0.6452 |
0.6470 |
0.6557 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7161 |
0.7064 |
0.6707 |
|
R3 |
0.6981 |
0.6884 |
0.6657 |
|
R2 |
0.6801 |
0.6801 |
0.6641 |
|
R1 |
0.6704 |
0.6704 |
0.6624 |
0.6663 |
PP |
0.6621 |
0.6621 |
0.6621 |
0.6600 |
S1 |
0.6524 |
0.6524 |
0.6591 |
0.6483 |
S2 |
0.6441 |
0.6441 |
0.6575 |
|
S3 |
0.6261 |
0.6344 |
0.6558 |
|
S4 |
0.6081 |
0.6164 |
0.6509 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6718 |
0.6538 |
0.0180 |
2.7% |
0.0066 |
1.0% |
26% |
False |
False |
112,569 |
10 |
0.6749 |
0.6538 |
0.0212 |
3.2% |
0.0062 |
0.9% |
22% |
False |
False |
101,361 |
20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0062 |
0.9% |
13% |
False |
False |
92,587 |
40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
13% |
False |
False |
62,787 |
60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
48% |
False |
False |
41,926 |
80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0062 |
0.9% |
48% |
False |
False |
31,459 |
100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0056 |
0.8% |
48% |
False |
False |
25,169 |
120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
48% |
False |
False |
20,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6830 |
2.618 |
0.6751 |
1.618 |
0.6703 |
1.000 |
0.6674 |
0.618 |
0.6655 |
HIGH |
0.6626 |
0.618 |
0.6607 |
0.500 |
0.6602 |
0.382 |
0.6596 |
LOW |
0.6578 |
0.618 |
0.6548 |
1.000 |
0.6530 |
1.618 |
0.6500 |
2.618 |
0.6452 |
4.250 |
0.6374 |
|
|
Fisher Pivots for day following 22-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6602 |
0.6583 |
PP |
0.6596 |
0.6582 |
S1 |
0.6590 |
0.6582 |
|