CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6529 |
0.6513 |
-0.0016 |
-0.2% |
0.6568 |
| High |
0.6538 |
0.6524 |
-0.0015 |
-0.2% |
0.6572 |
| Low |
0.6510 |
0.6480 |
-0.0031 |
-0.5% |
0.6490 |
| Close |
0.6513 |
0.6506 |
-0.0007 |
-0.1% |
0.6534 |
| Range |
0.0028 |
0.0044 |
0.0016 |
57.1% |
0.0082 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
64,181 |
122,126 |
57,945 |
90.3% |
423,039 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6635 |
0.6615 |
0.6530 |
|
| R3 |
0.6591 |
0.6571 |
0.6518 |
|
| R2 |
0.6547 |
0.6547 |
0.6514 |
|
| R1 |
0.6527 |
0.6527 |
0.6510 |
0.6515 |
| PP |
0.6503 |
0.6503 |
0.6503 |
0.6497 |
| S1 |
0.6483 |
0.6483 |
0.6502 |
0.6471 |
| S2 |
0.6459 |
0.6459 |
0.6498 |
|
| S3 |
0.6415 |
0.6439 |
0.6494 |
|
| S4 |
0.6371 |
0.6395 |
0.6482 |
|
|
| 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 |
0.6554 |
0.6480 |
0.0074 |
1.1% |
0.0044 |
0.7% |
36% |
False |
True |
96,280 |
| 10 |
0.6600 |
0.6480 |
0.0121 |
1.9% |
0.0042 |
0.6% |
22% |
False |
True |
85,553 |
| 20 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0046 |
0.7% |
38% |
False |
False |
85,943 |
| 40 |
0.6749 |
0.6449 |
0.0300 |
4.6% |
0.0054 |
0.8% |
19% |
False |
False |
94,775 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
13% |
False |
False |
87,892 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0059 |
0.9% |
29% |
False |
False |
66,146 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
35% |
False |
False |
52,938 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0057 |
0.9% |
35% |
False |
False |
44,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6711 |
|
2.618 |
0.6639 |
|
1.618 |
0.6595 |
|
1.000 |
0.6568 |
|
0.618 |
0.6551 |
|
HIGH |
0.6524 |
|
0.618 |
0.6507 |
|
0.500 |
0.6502 |
|
0.382 |
0.6496 |
|
LOW |
0.6480 |
|
0.618 |
0.6452 |
|
1.000 |
0.6436 |
|
1.618 |
0.6408 |
|
2.618 |
0.6364 |
|
4.250 |
0.6293 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6505 |
0.6509 |
| PP |
0.6503 |
0.6508 |
| S1 |
0.6502 |
0.6507 |
|