CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6609 |
0.6582 |
-0.0027 |
-0.4% |
0.6700 |
| High |
0.6626 |
0.6624 |
-0.0002 |
0.0% |
0.6718 |
| Low |
0.6578 |
0.6563 |
-0.0015 |
-0.2% |
0.6538 |
| Close |
0.6584 |
0.6582 |
-0.0002 |
0.0% |
0.6608 |
| Range |
0.0048 |
0.0061 |
0.0013 |
27.1% |
0.0180 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
67,575 |
87,079 |
19,504 |
28.9% |
495,270 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6772 |
0.6738 |
0.6616 |
|
| R3 |
0.6711 |
0.6677 |
0.6599 |
|
| R2 |
0.6650 |
0.6650 |
0.6593 |
|
| R1 |
0.6616 |
0.6616 |
0.6588 |
0.6633 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6598 |
| S1 |
0.6555 |
0.6555 |
0.6576 |
0.6572 |
| S2 |
0.6528 |
0.6528 |
0.6571 |
|
| S3 |
0.6467 |
0.6494 |
0.6565 |
|
| S4 |
0.6406 |
0.6433 |
0.6548 |
|
|
| 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 |
0.6626 |
0.6538 |
0.0088 |
1.3% |
0.0053 |
0.8% |
51% |
False |
False |
92,407 |
| 10 |
0.6749 |
0.6538 |
0.0212 |
3.2% |
0.0063 |
1.0% |
21% |
False |
False |
101,490 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0062 |
0.9% |
13% |
False |
False |
91,899 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0065 |
1.0% |
13% |
False |
False |
64,953 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
48% |
False |
False |
43,374 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0062 |
0.9% |
48% |
False |
False |
32,548 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0056 |
0.8% |
48% |
False |
False |
26,040 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
48% |
False |
False |
21,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6783 |
|
1.618 |
0.6722 |
|
1.000 |
0.6685 |
|
0.618 |
0.6661 |
|
HIGH |
0.6624 |
|
0.618 |
0.6600 |
|
0.500 |
0.6593 |
|
0.382 |
0.6586 |
|
LOW |
0.6563 |
|
0.618 |
0.6525 |
|
1.000 |
0.6502 |
|
1.618 |
0.6464 |
|
2.618 |
0.6403 |
|
4.250 |
0.6303 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6593 |
0.6594 |
| PP |
0.6589 |
0.6590 |
| S1 |
0.6586 |
0.6586 |
|