CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6628 |
0.6615 |
-0.0013 |
-0.2% |
0.6529 |
| High |
0.6629 |
0.6640 |
0.0012 |
0.2% |
0.6669 |
| Low |
0.6598 |
0.6586 |
-0.0012 |
-0.2% |
0.6480 |
| Close |
0.6612 |
0.6605 |
-0.0007 |
-0.1% |
0.6627 |
| Range |
0.0031 |
0.0054 |
0.0024 |
77.0% |
0.0190 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.4% |
0.0000 |
| Volume |
100,527 |
140,088 |
39,561 |
39.4% |
517,299 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6772 |
0.6743 |
0.6635 |
|
| R3 |
0.6718 |
0.6689 |
0.6620 |
|
| R2 |
0.6664 |
0.6664 |
0.6615 |
|
| R1 |
0.6635 |
0.6635 |
0.6610 |
0.6623 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6604 |
| S1 |
0.6581 |
0.6581 |
0.6600 |
0.6569 |
| S2 |
0.6556 |
0.6556 |
0.6595 |
|
| S3 |
0.6502 |
0.6527 |
0.6590 |
|
| S4 |
0.6448 |
0.6473 |
0.6575 |
|
|
| 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 |
0.6495 |
0.0175 |
2.6% |
0.0058 |
0.9% |
63% |
False |
False |
114,321 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0051 |
0.8% |
66% |
False |
False |
105,300 |
| 20 |
0.6669 |
0.6449 |
0.0220 |
3.3% |
0.0051 |
0.8% |
71% |
False |
False |
96,078 |
| 40 |
0.6718 |
0.6449 |
0.0269 |
4.1% |
0.0054 |
0.8% |
58% |
False |
False |
97,796 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0056 |
0.8% |
36% |
False |
False |
93,754 |
| 80 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0058 |
0.9% |
36% |
False |
False |
73,277 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
52% |
False |
False |
58,650 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
52% |
False |
False |
48,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6870 |
|
2.618 |
0.6781 |
|
1.618 |
0.6727 |
|
1.000 |
0.6694 |
|
0.618 |
0.6673 |
|
HIGH |
0.6640 |
|
0.618 |
0.6619 |
|
0.500 |
0.6613 |
|
0.382 |
0.6607 |
|
LOW |
0.6586 |
|
0.618 |
0.6553 |
|
1.000 |
0.6532 |
|
1.618 |
0.6499 |
|
2.618 |
0.6445 |
|
4.250 |
0.6357 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6628 |
| PP |
0.6610 |
0.6620 |
| S1 |
0.6608 |
0.6613 |
|