CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6506 |
0.6565 |
0.0059 |
0.9% |
0.6568 |
| High |
0.6585 |
0.6627 |
0.0042 |
0.6% |
0.6572 |
| Low |
0.6495 |
0.6564 |
0.0070 |
1.1% |
0.6490 |
| Close |
0.6569 |
0.6624 |
0.0055 |
0.8% |
0.6534 |
| Range |
0.0090 |
0.0063 |
-0.0028 |
-30.6% |
0.0082 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.4% |
0.0000 |
| Volume |
109,985 |
105,545 |
-4,440 |
-4.0% |
423,039 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6792 |
0.6770 |
0.6658 |
|
| R3 |
0.6730 |
0.6708 |
0.6641 |
|
| R2 |
0.6667 |
0.6667 |
0.6635 |
|
| R1 |
0.6645 |
0.6645 |
0.6629 |
0.6656 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6610 |
| S1 |
0.6583 |
0.6583 |
0.6618 |
0.6594 |
| S2 |
0.6542 |
0.6542 |
0.6612 |
|
| S3 |
0.6480 |
0.6520 |
0.6606 |
|
| S4 |
0.6417 |
0.6458 |
0.6589 |
|
|
| 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 |
0.6627 |
0.6480 |
0.0147 |
2.2% |
0.0054 |
0.8% |
98% |
True |
False |
98,856 |
| 10 |
0.6627 |
0.6480 |
0.0147 |
2.2% |
0.0048 |
0.7% |
98% |
True |
False |
90,619 |
| 20 |
0.6627 |
0.6449 |
0.0178 |
2.7% |
0.0050 |
0.8% |
98% |
True |
False |
87,879 |
| 40 |
0.6749 |
0.6449 |
0.0300 |
4.5% |
0.0055 |
0.8% |
58% |
False |
False |
96,006 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0058 |
0.9% |
40% |
False |
False |
91,050 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.1% |
0.0060 |
0.9% |
51% |
False |
False |
68,836 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
55% |
False |
False |
55,091 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
55% |
False |
False |
45,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6790 |
|
1.618 |
0.6728 |
|
1.000 |
0.6689 |
|
0.618 |
0.6665 |
|
HIGH |
0.6627 |
|
0.618 |
0.6603 |
|
0.500 |
0.6595 |
|
0.382 |
0.6588 |
|
LOW |
0.6564 |
|
0.618 |
0.6525 |
|
1.000 |
0.6502 |
|
1.618 |
0.6463 |
|
2.618 |
0.6400 |
|
4.250 |
0.6298 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6614 |
0.6600 |
| PP |
0.6605 |
0.6577 |
| S1 |
0.6595 |
0.6553 |
|