CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6582 |
0.6637 |
0.0055 |
0.8% |
0.6546 |
| High |
0.6644 |
0.6687 |
0.0043 |
0.6% |
0.6687 |
| Low |
0.6582 |
0.6633 |
0.0051 |
0.8% |
0.6498 |
| Close |
0.6641 |
0.6645 |
0.0004 |
0.1% |
0.6645 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.2% |
0.0189 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
10,567 |
5,366 |
-5,201 |
-49.2% |
35,402 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6817 |
0.6785 |
0.6674 |
|
| R3 |
0.6763 |
0.6731 |
0.6659 |
|
| R2 |
0.6709 |
0.6709 |
0.6654 |
|
| R1 |
0.6677 |
0.6677 |
0.6649 |
0.6693 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6663 |
| S1 |
0.6623 |
0.6623 |
0.6640 |
0.6639 |
| S2 |
0.6601 |
0.6601 |
0.6635 |
|
| S3 |
0.6547 |
0.6569 |
0.6630 |
|
| S4 |
0.6493 |
0.6515 |
0.6615 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7175 |
0.7098 |
0.6748 |
|
| R3 |
0.6987 |
0.6910 |
0.6696 |
|
| R2 |
0.6798 |
0.6798 |
0.6679 |
|
| R1 |
0.6721 |
0.6721 |
0.6662 |
0.6760 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6629 |
| S1 |
0.6533 |
0.6533 |
0.6627 |
0.6571 |
| S2 |
0.6421 |
0.6421 |
0.6610 |
|
| S3 |
0.6233 |
0.6344 |
0.6593 |
|
| S4 |
0.6044 |
0.6156 |
0.6541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6687 |
0.6498 |
0.0189 |
2.8% |
0.0053 |
0.8% |
78% |
True |
False |
7,080 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.8% |
0.0047 |
0.7% |
78% |
True |
False |
3,895 |
| 20 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0047 |
0.7% |
81% |
True |
False |
2,092 |
| 40 |
0.6762 |
0.6468 |
0.0295 |
4.4% |
0.0049 |
0.7% |
60% |
False |
False |
1,136 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0051 |
0.8% |
41% |
False |
False |
788 |
| 80 |
0.6900 |
0.6410 |
0.0490 |
7.4% |
0.0047 |
0.7% |
48% |
False |
False |
602 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0041 |
0.6% |
54% |
False |
False |
483 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0038 |
0.6% |
54% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6916 |
|
2.618 |
0.6828 |
|
1.618 |
0.6774 |
|
1.000 |
0.6741 |
|
0.618 |
0.6720 |
|
HIGH |
0.6687 |
|
0.618 |
0.6666 |
|
0.500 |
0.6660 |
|
0.382 |
0.6653 |
|
LOW |
0.6633 |
|
0.618 |
0.6599 |
|
1.000 |
0.6579 |
|
1.618 |
0.6545 |
|
2.618 |
0.6491 |
|
4.250 |
0.6403 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6660 |
0.6630 |
| PP |
0.6655 |
0.6615 |
| S1 |
0.6650 |
0.6600 |
|