CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6620 |
0.6628 |
0.0008 |
0.1% |
0.6529 |
| High |
0.6669 |
0.6629 |
-0.0041 |
-0.6% |
0.6669 |
| Low |
0.6615 |
0.6598 |
-0.0017 |
-0.3% |
0.6480 |
| Close |
0.6627 |
0.6612 |
-0.0015 |
-0.2% |
0.6627 |
| Range |
0.0054 |
0.0031 |
-0.0024 |
-43.5% |
0.0190 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
115,462 |
100,527 |
-14,935 |
-12.9% |
517,299 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6704 |
0.6689 |
0.6629 |
|
| R3 |
0.6674 |
0.6658 |
0.6620 |
|
| R2 |
0.6643 |
0.6643 |
0.6618 |
|
| R1 |
0.6628 |
0.6628 |
0.6615 |
0.6620 |
| PP |
0.6613 |
0.6613 |
0.6613 |
0.6609 |
| S1 |
0.6597 |
0.6597 |
0.6609 |
0.6590 |
| S2 |
0.6582 |
0.6582 |
0.6606 |
|
| S3 |
0.6552 |
0.6567 |
0.6604 |
|
| S4 |
0.6521 |
0.6536 |
0.6595 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7160 |
0.7083 |
0.6731 |
|
| R3 |
0.6971 |
0.6894 |
0.6679 |
|
| R2 |
0.6781 |
0.6781 |
0.6662 |
|
| R1 |
0.6704 |
0.6704 |
0.6644 |
0.6743 |
| PP |
0.6592 |
0.6592 |
0.6592 |
0.6611 |
| S1 |
0.6515 |
0.6515 |
0.6610 |
0.6553 |
| S2 |
0.6402 |
0.6402 |
0.6592 |
|
| S3 |
0.6213 |
0.6325 |
0.6575 |
|
| S4 |
0.6023 |
0.6136 |
0.6523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0056 |
0.8% |
70% |
False |
False |
110,729 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0049 |
0.7% |
70% |
False |
False |
97,877 |
| 20 |
0.6669 |
0.6449 |
0.0220 |
3.3% |
0.0050 |
0.8% |
74% |
False |
False |
91,583 |
| 40 |
0.6742 |
0.6449 |
0.0293 |
4.4% |
0.0054 |
0.8% |
56% |
False |
False |
96,756 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0057 |
0.9% |
37% |
False |
False |
92,317 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.1% |
0.0060 |
0.9% |
49% |
False |
False |
71,532 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
53% |
False |
False |
57,250 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
53% |
False |
False |
47,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6758 |
|
2.618 |
0.6708 |
|
1.618 |
0.6678 |
|
1.000 |
0.6659 |
|
0.618 |
0.6647 |
|
HIGH |
0.6629 |
|
0.618 |
0.6617 |
|
0.500 |
0.6613 |
|
0.382 |
0.6610 |
|
LOW |
0.6598 |
|
0.618 |
0.6579 |
|
1.000 |
0.6568 |
|
1.618 |
0.6549 |
|
2.618 |
0.6518 |
|
4.250 |
0.6468 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6617 |
| PP |
0.6613 |
0.6615 |
| S1 |
0.6612 |
0.6614 |
|