CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6531 |
0.6522 |
-0.0009 |
-0.1% |
0.6589 |
| High |
0.6541 |
0.6601 |
0.0060 |
0.9% |
0.6589 |
| Low |
0.6498 |
0.6513 |
0.0015 |
0.2% |
0.6510 |
| Close |
0.6524 |
0.6587 |
0.0063 |
1.0% |
0.6552 |
| Range |
0.0043 |
0.0088 |
0.0045 |
104.7% |
0.0079 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
7.0% |
0.0000 |
| Volume |
13,838 |
3,329 |
-10,509 |
-75.9% |
3,549 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6797 |
0.6635 |
|
| R3 |
0.6743 |
0.6709 |
0.6611 |
|
| R2 |
0.6655 |
0.6655 |
0.6603 |
|
| R1 |
0.6621 |
0.6621 |
0.6595 |
0.6638 |
| PP |
0.6567 |
0.6567 |
0.6567 |
0.6575 |
| S1 |
0.6533 |
0.6533 |
0.6579 |
0.6550 |
| S2 |
0.6479 |
0.6479 |
0.6571 |
|
| S3 |
0.6391 |
0.6445 |
0.6563 |
|
| S4 |
0.6303 |
0.6357 |
0.6539 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6787 |
0.6748 |
0.6595 |
|
| R3 |
0.6708 |
0.6669 |
0.6573 |
|
| R2 |
0.6629 |
0.6629 |
0.6566 |
|
| R1 |
0.6590 |
0.6590 |
0.6559 |
0.6570 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6540 |
| S1 |
0.6511 |
0.6511 |
0.6544 |
0.6491 |
| S2 |
0.6471 |
0.6471 |
0.6537 |
|
| S3 |
0.6392 |
0.6432 |
0.6530 |
|
| S4 |
0.6313 |
0.6353 |
0.6508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6601 |
0.6498 |
0.0103 |
1.6% |
0.0048 |
0.7% |
87% |
True |
False |
4,182 |
| 10 |
0.6617 |
0.6498 |
0.0119 |
1.8% |
0.0043 |
0.7% |
75% |
False |
False |
2,362 |
| 20 |
0.6617 |
0.6468 |
0.0149 |
2.3% |
0.0044 |
0.7% |
80% |
False |
False |
1,312 |
| 40 |
0.6762 |
0.6468 |
0.0295 |
4.5% |
0.0047 |
0.7% |
41% |
False |
False |
738 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
28% |
False |
False |
524 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0046 |
0.7% |
39% |
False |
False |
403 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0041 |
0.6% |
44% |
False |
False |
324 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0038 |
0.6% |
44% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6975 |
|
2.618 |
0.6831 |
|
1.618 |
0.6743 |
|
1.000 |
0.6689 |
|
0.618 |
0.6655 |
|
HIGH |
0.6601 |
|
0.618 |
0.6567 |
|
0.500 |
0.6557 |
|
0.382 |
0.6546 |
|
LOW |
0.6513 |
|
0.618 |
0.6458 |
|
1.000 |
0.6425 |
|
1.618 |
0.6370 |
|
2.618 |
0.6282 |
|
4.250 |
0.6139 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6577 |
0.6574 |
| PP |
0.6567 |
0.6562 |
| S1 |
0.6557 |
0.6549 |
|