CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6522 |
0.6582 |
0.0060 |
0.9% |
0.6589 |
| High |
0.6601 |
0.6644 |
0.0043 |
0.7% |
0.6589 |
| Low |
0.6513 |
0.6582 |
0.0070 |
1.1% |
0.6510 |
| Close |
0.6587 |
0.6641 |
0.0054 |
0.8% |
0.6552 |
| Range |
0.0088 |
0.0062 |
-0.0027 |
-30.1% |
0.0079 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0000 |
| Volume |
3,329 |
10,567 |
7,238 |
217.4% |
3,549 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6807 |
0.6785 |
0.6675 |
|
| R3 |
0.6745 |
0.6724 |
0.6658 |
|
| R2 |
0.6684 |
0.6684 |
0.6652 |
|
| R1 |
0.6662 |
0.6662 |
0.6647 |
0.6673 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6628 |
| S1 |
0.6601 |
0.6601 |
0.6635 |
0.6612 |
| S2 |
0.6561 |
0.6561 |
0.6630 |
|
| S3 |
0.6499 |
0.6539 |
0.6624 |
|
| S4 |
0.6438 |
0.6478 |
0.6607 |
|
|
| 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 |
0.6644 |
0.6498 |
0.0146 |
2.2% |
0.0052 |
0.8% |
98% |
True |
False |
6,195 |
| 10 |
0.6644 |
0.6498 |
0.0146 |
2.2% |
0.0044 |
0.7% |
98% |
True |
False |
3,378 |
| 20 |
0.6644 |
0.6468 |
0.0176 |
2.7% |
0.0046 |
0.7% |
99% |
True |
False |
1,833 |
| 40 |
0.6762 |
0.6468 |
0.0295 |
4.4% |
0.0048 |
0.7% |
59% |
False |
False |
1,002 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0050 |
0.8% |
40% |
False |
False |
699 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.7% |
0.0046 |
0.7% |
49% |
False |
False |
535 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0040 |
0.6% |
53% |
False |
False |
430 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0038 |
0.6% |
53% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6905 |
|
2.618 |
0.6805 |
|
1.618 |
0.6743 |
|
1.000 |
0.6705 |
|
0.618 |
0.6682 |
|
HIGH |
0.6644 |
|
0.618 |
0.6620 |
|
0.500 |
0.6613 |
|
0.382 |
0.6605 |
|
LOW |
0.6582 |
|
0.618 |
0.6544 |
|
1.000 |
0.6521 |
|
1.618 |
0.6482 |
|
2.618 |
0.6421 |
|
4.250 |
0.6321 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6632 |
0.6618 |
| PP |
0.6622 |
0.6594 |
| S1 |
0.6613 |
0.6571 |
|