CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6513 |
0.6506 |
-0.0007 |
-0.1% |
0.6568 |
| High |
0.6524 |
0.6585 |
0.0061 |
0.9% |
0.6572 |
| Low |
0.6480 |
0.6495 |
0.0015 |
0.2% |
0.6490 |
| Close |
0.6506 |
0.6569 |
0.0063 |
1.0% |
0.6534 |
| Range |
0.0044 |
0.0090 |
0.0046 |
104.5% |
0.0082 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.9% |
0.0000 |
| Volume |
122,126 |
109,985 |
-12,141 |
-9.9% |
423,039 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6819 |
0.6784 |
0.6619 |
|
| R3 |
0.6729 |
0.6694 |
0.6594 |
|
| R2 |
0.6639 |
0.6639 |
0.6586 |
|
| R1 |
0.6604 |
0.6604 |
0.6577 |
0.6622 |
| PP |
0.6549 |
0.6549 |
0.6549 |
0.6558 |
| S1 |
0.6514 |
0.6514 |
0.6561 |
0.6532 |
| S2 |
0.6459 |
0.6459 |
0.6553 |
|
| S3 |
0.6369 |
0.6424 |
0.6544 |
|
| S4 |
0.6279 |
0.6334 |
0.6520 |
|
|
| 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 |
0.6585 |
0.6480 |
0.0105 |
1.6% |
0.0050 |
0.8% |
85% |
True |
False |
98,932 |
| 10 |
0.6600 |
0.6480 |
0.0121 |
1.8% |
0.0047 |
0.7% |
74% |
False |
False |
89,747 |
| 20 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0048 |
0.7% |
79% |
False |
False |
86,183 |
| 40 |
0.6749 |
0.6449 |
0.0300 |
4.6% |
0.0054 |
0.8% |
40% |
False |
False |
95,380 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
27% |
False |
False |
89,390 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0060 |
0.9% |
41% |
False |
False |
67,518 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
46% |
False |
False |
54,037 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0057 |
0.9% |
46% |
False |
False |
45,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6967 |
|
2.618 |
0.6820 |
|
1.618 |
0.6730 |
|
1.000 |
0.6675 |
|
0.618 |
0.6640 |
|
HIGH |
0.6585 |
|
0.618 |
0.6550 |
|
0.500 |
0.6540 |
|
0.382 |
0.6529 |
|
LOW |
0.6495 |
|
0.618 |
0.6439 |
|
1.000 |
0.6405 |
|
1.618 |
0.6349 |
|
2.618 |
0.6259 |
|
4.250 |
0.6112 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6559 |
0.6557 |
| PP |
0.6549 |
0.6544 |
| S1 |
0.6540 |
0.6532 |
|