CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6615 |
0.6608 |
-0.0007 |
-0.1% |
0.6529 |
| High |
0.6640 |
0.6636 |
-0.0004 |
-0.1% |
0.6669 |
| Low |
0.6586 |
0.6602 |
0.0016 |
0.2% |
0.6480 |
| Close |
0.6605 |
0.6627 |
0.0022 |
0.3% |
0.6627 |
| Range |
0.0054 |
0.0035 |
-0.0020 |
-36.1% |
0.0190 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
140,088 |
202,283 |
62,195 |
44.4% |
517,299 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6725 |
0.6710 |
0.6645 |
|
| R3 |
0.6690 |
0.6676 |
0.6636 |
|
| R2 |
0.6656 |
0.6656 |
0.6633 |
|
| R1 |
0.6641 |
0.6641 |
0.6630 |
0.6649 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6625 |
| S1 |
0.6607 |
0.6607 |
0.6623 |
0.6614 |
| S2 |
0.6587 |
0.6587 |
0.6620 |
|
| S3 |
0.6552 |
0.6572 |
0.6617 |
|
| S4 |
0.6518 |
0.6538 |
0.6608 |
|
|
| 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 |
0.6564 |
0.0105 |
1.6% |
0.0047 |
0.7% |
60% |
False |
False |
132,781 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0049 |
0.7% |
78% |
False |
False |
115,856 |
| 20 |
0.6669 |
0.6453 |
0.0217 |
3.3% |
0.0048 |
0.7% |
80% |
False |
False |
100,389 |
| 40 |
0.6669 |
0.6449 |
0.0220 |
3.3% |
0.0051 |
0.8% |
81% |
False |
False |
98,156 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0055 |
0.8% |
40% |
False |
False |
95,686 |
| 80 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0058 |
0.9% |
40% |
False |
False |
75,800 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
56% |
False |
False |
60,672 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
56% |
False |
False |
50,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6783 |
|
2.618 |
0.6726 |
|
1.618 |
0.6692 |
|
1.000 |
0.6671 |
|
0.618 |
0.6657 |
|
HIGH |
0.6636 |
|
0.618 |
0.6623 |
|
0.500 |
0.6619 |
|
0.382 |
0.6615 |
|
LOW |
0.6602 |
|
0.618 |
0.6580 |
|
1.000 |
0.6567 |
|
1.618 |
0.6546 |
|
2.618 |
0.6511 |
|
4.250 |
0.6455 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6624 |
0.6622 |
| PP |
0.6621 |
0.6618 |
| S1 |
0.6619 |
0.6613 |
|