CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6587 |
0.6595 |
0.0009 |
0.1% |
0.6609 |
| High |
0.6620 |
0.6620 |
0.0000 |
0.0% |
0.6631 |
| Low |
0.6577 |
0.6583 |
0.0007 |
0.1% |
0.6563 |
| Close |
0.6592 |
0.6592 |
0.0001 |
0.0% |
0.6592 |
| Range |
0.0044 |
0.0037 |
-0.0007 |
-14.9% |
0.0069 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
85,416 |
60,763 |
-24,653 |
-28.9% |
400,748 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6709 |
0.6688 |
0.6612 |
|
| R3 |
0.6672 |
0.6651 |
0.6602 |
|
| R2 |
0.6635 |
0.6635 |
0.6599 |
|
| R1 |
0.6614 |
0.6614 |
0.6595 |
0.6606 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6595 |
| S1 |
0.6577 |
0.6577 |
0.6589 |
0.6569 |
| S2 |
0.6561 |
0.6561 |
0.6585 |
|
| S3 |
0.6524 |
0.6540 |
0.6582 |
|
| S4 |
0.6487 |
0.6503 |
0.6572 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6765 |
0.6630 |
|
| R3 |
0.6732 |
0.6696 |
0.6611 |
|
| R2 |
0.6664 |
0.6664 |
0.6605 |
|
| R1 |
0.6628 |
0.6628 |
0.6598 |
0.6612 |
| PP |
0.6595 |
0.6595 |
0.6595 |
0.6587 |
| S1 |
0.6559 |
0.6559 |
0.6586 |
0.6543 |
| S2 |
0.6527 |
0.6527 |
0.6579 |
|
| S3 |
0.6458 |
0.6491 |
0.6573 |
|
| S4 |
0.6390 |
0.6422 |
0.6554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6631 |
0.6563 |
0.0069 |
1.0% |
0.0049 |
0.7% |
43% |
False |
False |
80,149 |
| 10 |
0.6742 |
0.6538 |
0.0205 |
3.1% |
0.0058 |
0.9% |
27% |
False |
False |
99,447 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0063 |
1.0% |
16% |
False |
False |
95,949 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
16% |
False |
False |
71,005 |
| 60 |
0.6888 |
0.6344 |
0.0544 |
8.2% |
0.0064 |
1.0% |
46% |
False |
False |
47,472 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
50% |
False |
False |
35,623 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0057 |
0.9% |
50% |
False |
False |
28,501 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0050 |
0.8% |
50% |
False |
False |
23,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6777 |
|
2.618 |
0.6717 |
|
1.618 |
0.6680 |
|
1.000 |
0.6657 |
|
0.618 |
0.6643 |
|
HIGH |
0.6620 |
|
0.618 |
0.6606 |
|
0.500 |
0.6602 |
|
0.382 |
0.6597 |
|
LOW |
0.6583 |
|
0.618 |
0.6560 |
|
1.000 |
0.6546 |
|
1.618 |
0.6523 |
|
2.618 |
0.6486 |
|
4.250 |
0.6426 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6603 |
| PP |
0.6598 |
0.6600 |
| S1 |
0.6595 |
0.6596 |
|