CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6630 |
0.6624 |
-0.0006 |
-0.1% |
0.6546 |
| High |
0.6658 |
0.6654 |
-0.0005 |
-0.1% |
0.6687 |
| Low |
0.6604 |
0.6619 |
0.0015 |
0.2% |
0.6498 |
| Close |
0.6623 |
0.6644 |
0.0022 |
0.3% |
0.6645 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-35.8% |
0.0189 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
59,219 |
155,855 |
96,636 |
163.2% |
35,402 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6744 |
0.6729 |
0.6663 |
|
| R3 |
0.6709 |
0.6694 |
0.6654 |
|
| R2 |
0.6674 |
0.6674 |
0.6650 |
|
| R1 |
0.6659 |
0.6659 |
0.6647 |
0.6666 |
| PP |
0.6639 |
0.6639 |
0.6639 |
0.6642 |
| S1 |
0.6624 |
0.6624 |
0.6641 |
0.6631 |
| S2 |
0.6604 |
0.6604 |
0.6638 |
|
| S3 |
0.6569 |
0.6589 |
0.6634 |
|
| S4 |
0.6534 |
0.6554 |
0.6625 |
|
|
| 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 |
0.6582 |
0.0105 |
1.6% |
0.0047 |
0.7% |
59% |
False |
False |
54,018 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.8% |
0.0047 |
0.7% |
77% |
False |
False |
29,100 |
| 20 |
0.6687 |
0.6473 |
0.0214 |
3.2% |
0.0045 |
0.7% |
80% |
False |
False |
14,768 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0046 |
0.7% |
81% |
False |
False |
7,476 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0049 |
0.7% |
41% |
False |
False |
5,017 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.5% |
0.0048 |
0.7% |
41% |
False |
False |
3,779 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0041 |
0.6% |
54% |
False |
False |
3,025 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
54% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6802 |
|
2.618 |
0.6745 |
|
1.618 |
0.6710 |
|
1.000 |
0.6689 |
|
0.618 |
0.6675 |
|
HIGH |
0.6654 |
|
0.618 |
0.6640 |
|
0.500 |
0.6636 |
|
0.382 |
0.6632 |
|
LOW |
0.6619 |
|
0.618 |
0.6597 |
|
1.000 |
0.6584 |
|
1.618 |
0.6562 |
|
2.618 |
0.6527 |
|
4.250 |
0.6470 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6641 |
0.6640 |
| PP |
0.6639 |
0.6635 |
| S1 |
0.6636 |
0.6631 |
|