CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6608 |
0.6622 |
0.0014 |
0.2% |
0.6529 |
| High |
0.6636 |
0.6632 |
-0.0004 |
-0.1% |
0.6669 |
| Low |
0.6602 |
0.6570 |
-0.0032 |
-0.5% |
0.6480 |
| Close |
0.6627 |
0.6582 |
-0.0045 |
-0.7% |
0.6627 |
| Range |
0.0035 |
0.0063 |
0.0028 |
81.2% |
0.0190 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.7% |
0.0000 |
| Volume |
202,283 |
109,177 |
-93,106 |
-46.0% |
517,299 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6782 |
0.6745 |
0.6616 |
|
| R3 |
0.6720 |
0.6682 |
0.6599 |
|
| R2 |
0.6657 |
0.6657 |
0.6593 |
|
| R1 |
0.6620 |
0.6620 |
0.6588 |
0.6607 |
| PP |
0.6595 |
0.6595 |
0.6595 |
0.6588 |
| S1 |
0.6557 |
0.6557 |
0.6576 |
0.6545 |
| S2 |
0.6532 |
0.6532 |
0.6571 |
|
| S3 |
0.6470 |
0.6495 |
0.6565 |
|
| S4 |
0.6407 |
0.6432 |
0.6548 |
|
|
| 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 |
0.6570 |
0.0100 |
1.5% |
0.0047 |
0.7% |
13% |
False |
True |
133,507 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0050 |
0.8% |
54% |
False |
False |
116,181 |
| 20 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0048 |
0.7% |
54% |
False |
False |
101,141 |
| 40 |
0.6669 |
0.6449 |
0.0220 |
3.3% |
0.0051 |
0.8% |
60% |
False |
False |
97,852 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0055 |
0.8% |
30% |
False |
False |
95,806 |
| 80 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
30% |
False |
False |
77,161 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
48% |
False |
False |
61,763 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
48% |
False |
False |
51,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6898 |
|
2.618 |
0.6796 |
|
1.618 |
0.6733 |
|
1.000 |
0.6695 |
|
0.618 |
0.6671 |
|
HIGH |
0.6632 |
|
0.618 |
0.6608 |
|
0.500 |
0.6601 |
|
0.382 |
0.6593 |
|
LOW |
0.6570 |
|
0.618 |
0.6531 |
|
1.000 |
0.6507 |
|
1.618 |
0.6468 |
|
2.618 |
0.6406 |
|
4.250 |
0.6304 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6601 |
0.6605 |
| PP |
0.6595 |
0.6597 |
| S1 |
0.6588 |
0.6590 |
|