CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6637 |
0.6645 |
0.0008 |
0.1% |
0.6546 |
| High |
0.6687 |
0.6646 |
-0.0041 |
-0.6% |
0.6687 |
| Low |
0.6633 |
0.6616 |
-0.0017 |
-0.2% |
0.6498 |
| Close |
0.6645 |
0.6630 |
-0.0015 |
-0.2% |
0.6645 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-44.4% |
0.0189 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
5,366 |
39,083 |
33,717 |
628.3% |
35,402 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6721 |
0.6705 |
0.6647 |
|
| R3 |
0.6691 |
0.6675 |
0.6638 |
|
| R2 |
0.6661 |
0.6661 |
0.6636 |
|
| R1 |
0.6645 |
0.6645 |
0.6633 |
0.6638 |
| PP |
0.6631 |
0.6631 |
0.6631 |
0.6627 |
| S1 |
0.6615 |
0.6615 |
0.6627 |
0.6608 |
| S2 |
0.6601 |
0.6601 |
0.6625 |
|
| S3 |
0.6571 |
0.6585 |
0.6622 |
|
| S4 |
0.6541 |
0.6555 |
0.6614 |
|
|
| 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% |
0.0055 |
0.8% |
70% |
False |
False |
14,436 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.8% |
0.0047 |
0.7% |
70% |
False |
False |
7,739 |
| 20 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0046 |
0.7% |
74% |
False |
False |
4,039 |
| 40 |
0.6755 |
0.6468 |
0.0287 |
4.3% |
0.0048 |
0.7% |
57% |
False |
False |
2,109 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0051 |
0.8% |
38% |
False |
False |
1,437 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0047 |
0.7% |
38% |
False |
False |
1,091 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0041 |
0.6% |
51% |
False |
False |
874 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
51% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6774 |
|
2.618 |
0.6725 |
|
1.618 |
0.6695 |
|
1.000 |
0.6676 |
|
0.618 |
0.6665 |
|
HIGH |
0.6646 |
|
0.618 |
0.6635 |
|
0.500 |
0.6631 |
|
0.382 |
0.6627 |
|
LOW |
0.6616 |
|
0.618 |
0.6597 |
|
1.000 |
0.6586 |
|
1.618 |
0.6567 |
|
2.618 |
0.6537 |
|
4.250 |
0.6489 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6631 |
0.6634 |
| PP |
0.6631 |
0.6633 |
| S1 |
0.6630 |
0.6631 |
|