CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6595 |
0.6584 |
-0.0011 |
-0.2% |
0.6609 |
| High |
0.6620 |
0.6626 |
0.0006 |
0.1% |
0.6631 |
| Low |
0.6583 |
0.6580 |
-0.0003 |
0.0% |
0.6563 |
| Close |
0.6592 |
0.6608 |
0.0016 |
0.2% |
0.6592 |
| Range |
0.0037 |
0.0046 |
0.0009 |
24.3% |
0.0069 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
60,763 |
65,732 |
4,969 |
8.2% |
400,748 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6743 |
0.6721 |
0.6633 |
|
| R3 |
0.6697 |
0.6675 |
0.6621 |
|
| R2 |
0.6651 |
0.6651 |
0.6616 |
|
| R1 |
0.6629 |
0.6629 |
0.6612 |
0.6640 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6610 |
| S1 |
0.6583 |
0.6583 |
0.6604 |
0.6594 |
| S2 |
0.6559 |
0.6559 |
0.6600 |
|
| S3 |
0.6513 |
0.6537 |
0.6595 |
|
| S4 |
0.6467 |
0.6491 |
0.6583 |
|
|
| 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% |
66% |
False |
False |
79,781 |
| 10 |
0.6718 |
0.6538 |
0.0180 |
2.7% |
0.0057 |
0.9% |
39% |
False |
False |
96,175 |
| 20 |
0.6863 |
0.6538 |
0.0325 |
4.9% |
0.0063 |
0.9% |
22% |
False |
False |
94,964 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
20% |
False |
False |
72,626 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.1% |
0.0063 |
1.0% |
48% |
False |
False |
48,566 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
52% |
False |
False |
36,444 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0056 |
0.9% |
52% |
False |
False |
29,158 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0050 |
0.8% |
52% |
False |
False |
24,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6822 |
|
2.618 |
0.6746 |
|
1.618 |
0.6700 |
|
1.000 |
0.6672 |
|
0.618 |
0.6654 |
|
HIGH |
0.6626 |
|
0.618 |
0.6608 |
|
0.500 |
0.6603 |
|
0.382 |
0.6598 |
|
LOW |
0.6580 |
|
0.618 |
0.6552 |
|
1.000 |
0.6534 |
|
1.618 |
0.6506 |
|
2.618 |
0.6460 |
|
4.250 |
0.6385 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6606 |
0.6606 |
| PP |
0.6605 |
0.6604 |
| S1 |
0.6603 |
0.6601 |
|