CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6582 |
0.6591 |
0.0010 |
0.1% |
0.6700 |
| High |
0.6624 |
0.6631 |
0.0008 |
0.1% |
0.6718 |
| Low |
0.6563 |
0.6576 |
0.0013 |
0.2% |
0.6538 |
| Close |
0.6582 |
0.6591 |
0.0009 |
0.1% |
0.6608 |
| Range |
0.0061 |
0.0056 |
-0.0006 |
-9.0% |
0.0180 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
87,079 |
99,915 |
12,836 |
14.7% |
495,270 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6734 |
0.6621 |
|
| R3 |
0.6710 |
0.6678 |
0.6606 |
|
| R2 |
0.6655 |
0.6655 |
0.6601 |
|
| R1 |
0.6623 |
0.6623 |
0.6596 |
0.6611 |
| PP |
0.6599 |
0.6599 |
0.6599 |
0.6593 |
| S1 |
0.6567 |
0.6567 |
0.6585 |
0.6555 |
| S2 |
0.6544 |
0.6544 |
0.6580 |
|
| S3 |
0.6488 |
0.6512 |
0.6575 |
|
| S4 |
0.6433 |
0.6456 |
0.6560 |
|
|
| 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 |
0.6631 |
0.6538 |
0.0094 |
1.4% |
0.0050 |
0.8% |
57% |
True |
False |
88,119 |
| 10 |
0.6749 |
0.6538 |
0.0212 |
3.2% |
0.0062 |
0.9% |
25% |
False |
False |
103,429 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0062 |
0.9% |
15% |
False |
False |
93,064 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0065 |
1.0% |
15% |
False |
False |
67,434 |
| 60 |
0.6888 |
0.6344 |
0.0544 |
8.2% |
0.0064 |
1.0% |
45% |
False |
False |
45,038 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0062 |
0.9% |
49% |
False |
False |
33,797 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0056 |
0.9% |
49% |
False |
False |
27,039 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
49% |
False |
False |
22,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6867 |
|
2.618 |
0.6776 |
|
1.618 |
0.6721 |
|
1.000 |
0.6687 |
|
0.618 |
0.6665 |
|
HIGH |
0.6631 |
|
0.618 |
0.6610 |
|
0.500 |
0.6603 |
|
0.382 |
0.6597 |
|
LOW |
0.6576 |
|
0.618 |
0.6541 |
|
1.000 |
0.6520 |
|
1.618 |
0.6486 |
|
2.618 |
0.6430 |
|
4.250 |
0.6340 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6603 |
0.6597 |
| PP |
0.6599 |
0.6595 |
| S1 |
0.6595 |
0.6593 |
|