CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6498 |
0.6529 |
0.0031 |
0.5% |
0.6568 |
| High |
0.6537 |
0.6538 |
0.0001 |
0.0% |
0.6572 |
| Low |
0.6493 |
0.6510 |
0.0018 |
0.3% |
0.6490 |
| Close |
0.6534 |
0.6513 |
-0.0022 |
-0.3% |
0.6534 |
| Range |
0.0045 |
0.0028 |
-0.0017 |
-37.1% |
0.0082 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
92,444 |
64,181 |
-28,263 |
-30.6% |
423,039 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6604 |
0.6586 |
0.6528 |
|
| R3 |
0.6576 |
0.6558 |
0.6520 |
|
| R2 |
0.6548 |
0.6548 |
0.6518 |
|
| R1 |
0.6530 |
0.6530 |
0.6515 |
0.6525 |
| PP |
0.6520 |
0.6520 |
0.6520 |
0.6518 |
| S1 |
0.6502 |
0.6502 |
0.6510 |
0.6497 |
| S2 |
0.6492 |
0.6492 |
0.6507 |
|
| S3 |
0.6464 |
0.6474 |
0.6505 |
|
| S4 |
0.6436 |
0.6446 |
0.6497 |
|
|
| 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 |
0.6562 |
0.6490 |
0.0072 |
1.1% |
0.0042 |
0.6% |
31% |
False |
False |
85,025 |
| 10 |
0.6600 |
0.6490 |
0.0110 |
1.7% |
0.0043 |
0.7% |
20% |
False |
False |
85,207 |
| 20 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0047 |
0.7% |
42% |
False |
False |
85,725 |
| 40 |
0.6763 |
0.6449 |
0.0314 |
4.8% |
0.0055 |
0.8% |
20% |
False |
False |
94,864 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
14% |
False |
False |
85,904 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0060 |
0.9% |
30% |
False |
False |
64,623 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
36% |
False |
False |
51,717 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0057 |
0.9% |
36% |
False |
False |
43,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6657 |
|
2.618 |
0.6611 |
|
1.618 |
0.6583 |
|
1.000 |
0.6566 |
|
0.618 |
0.6555 |
|
HIGH |
0.6538 |
|
0.618 |
0.6527 |
|
0.500 |
0.6524 |
|
0.382 |
0.6521 |
|
LOW |
0.6510 |
|
0.618 |
0.6493 |
|
1.000 |
0.6482 |
|
1.618 |
0.6465 |
|
2.618 |
0.6437 |
|
4.250 |
0.6391 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6524 |
0.6514 |
| PP |
0.6520 |
0.6514 |
| S1 |
0.6516 |
0.6513 |
|