CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6622 |
0.6581 |
-0.0042 |
-0.6% |
0.6628 |
| High |
0.6632 |
0.6582 |
-0.0050 |
-0.8% |
0.6640 |
| Low |
0.6570 |
0.6553 |
-0.0017 |
-0.3% |
0.6553 |
| Close |
0.6582 |
0.6564 |
-0.0019 |
-0.3% |
0.6564 |
| Range |
0.0063 |
0.0030 |
-0.0033 |
-52.8% |
0.0088 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
109,177 |
20,991 |
-88,186 |
-80.8% |
573,066 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6655 |
0.6639 |
0.6580 |
|
| R3 |
0.6625 |
0.6609 |
0.6572 |
|
| R2 |
0.6596 |
0.6596 |
0.6569 |
|
| R1 |
0.6580 |
0.6580 |
0.6566 |
0.6573 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6563 |
| S1 |
0.6550 |
0.6550 |
0.6561 |
0.6543 |
| S2 |
0.6537 |
0.6537 |
0.6558 |
|
| S3 |
0.6507 |
0.6521 |
0.6555 |
|
| S4 |
0.6478 |
0.6491 |
0.6547 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6848 |
0.6793 |
0.6612 |
|
| R3 |
0.6760 |
0.6706 |
0.6588 |
|
| R2 |
0.6673 |
0.6673 |
0.6580 |
|
| R1 |
0.6618 |
0.6618 |
0.6572 |
0.6602 |
| PP |
0.6585 |
0.6585 |
0.6585 |
0.6577 |
| S1 |
0.6531 |
0.6531 |
0.6555 |
0.6514 |
| S2 |
0.6498 |
0.6498 |
0.6547 |
|
| S3 |
0.6410 |
0.6443 |
0.6539 |
|
| S4 |
0.6323 |
0.6356 |
0.6515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6640 |
0.6553 |
0.0088 |
1.3% |
0.0042 |
0.6% |
13% |
False |
True |
114,613 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0049 |
0.7% |
44% |
False |
False |
109,036 |
| 20 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0047 |
0.7% |
44% |
False |
False |
98,291 |
| 40 |
0.6669 |
0.6449 |
0.0220 |
3.4% |
0.0051 |
0.8% |
52% |
False |
False |
95,776 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0055 |
0.8% |
26% |
False |
False |
95,070 |
| 80 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
26% |
False |
False |
77,421 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
45% |
False |
False |
61,972 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0058 |
0.9% |
45% |
False |
False |
51,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6707 |
|
2.618 |
0.6659 |
|
1.618 |
0.6630 |
|
1.000 |
0.6612 |
|
0.618 |
0.6600 |
|
HIGH |
0.6582 |
|
0.618 |
0.6571 |
|
0.500 |
0.6567 |
|
0.382 |
0.6564 |
|
LOW |
0.6553 |
|
0.618 |
0.6534 |
|
1.000 |
0.6523 |
|
1.618 |
0.6505 |
|
2.618 |
0.6475 |
|
4.250 |
0.6427 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6567 |
0.6594 |
| PP |
0.6566 |
0.6584 |
| S1 |
0.6565 |
0.6574 |
|