CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6500 |
0.6498 |
-0.0002 |
0.0% |
0.6568 |
| High |
0.6534 |
0.6537 |
0.0003 |
0.0% |
0.6572 |
| Low |
0.6490 |
0.6493 |
0.0003 |
0.0% |
0.6490 |
| Close |
0.6497 |
0.6534 |
0.0037 |
0.6% |
0.6534 |
| Range |
0.0044 |
0.0045 |
0.0001 |
1.1% |
0.0082 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
105,924 |
92,444 |
-13,480 |
-12.7% |
423,039 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6655 |
0.6639 |
0.6558 |
|
| R3 |
0.6610 |
0.6594 |
0.6546 |
|
| R2 |
0.6566 |
0.6566 |
0.6542 |
|
| R1 |
0.6550 |
0.6550 |
0.6538 |
0.6558 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6525 |
| S1 |
0.6505 |
0.6505 |
0.6530 |
0.6513 |
| S2 |
0.6477 |
0.6477 |
0.6526 |
|
| S3 |
0.6432 |
0.6461 |
0.6522 |
|
| S4 |
0.6388 |
0.6416 |
0.6510 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6737 |
0.6579 |
|
| R3 |
0.6695 |
0.6655 |
0.6556 |
|
| R2 |
0.6613 |
0.6613 |
0.6549 |
|
| R1 |
0.6574 |
0.6574 |
0.6541 |
0.6553 |
| PP |
0.6532 |
0.6532 |
0.6532 |
0.6521 |
| S1 |
0.6492 |
0.6492 |
0.6527 |
0.6471 |
| S2 |
0.6450 |
0.6450 |
0.6519 |
|
| S3 |
0.6369 |
0.6411 |
0.6512 |
|
| S4 |
0.6287 |
0.6329 |
0.6489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6572 |
0.6490 |
0.0082 |
1.2% |
0.0044 |
0.7% |
54% |
False |
False |
84,607 |
| 10 |
0.6600 |
0.6490 |
0.0110 |
1.7% |
0.0045 |
0.7% |
40% |
False |
False |
87,546 |
| 20 |
0.6620 |
0.6449 |
0.0171 |
2.6% |
0.0051 |
0.8% |
50% |
False |
False |
89,362 |
| 40 |
0.6775 |
0.6449 |
0.0326 |
5.0% |
0.0056 |
0.9% |
26% |
False |
False |
95,161 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
19% |
False |
False |
84,882 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0060 |
0.9% |
34% |
False |
False |
63,822 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
40% |
False |
False |
51,076 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0057 |
0.9% |
40% |
False |
False |
42,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6726 |
|
2.618 |
0.6654 |
|
1.618 |
0.6609 |
|
1.000 |
0.6582 |
|
0.618 |
0.6565 |
|
HIGH |
0.6537 |
|
0.618 |
0.6520 |
|
0.500 |
0.6515 |
|
0.382 |
0.6509 |
|
LOW |
0.6493 |
|
0.618 |
0.6465 |
|
1.000 |
0.6448 |
|
1.618 |
0.6420 |
|
2.618 |
0.6376 |
|
4.250 |
0.6303 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6528 |
0.6530 |
| PP |
0.6521 |
0.6526 |
| S1 |
0.6515 |
0.6522 |
|