CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6624 |
0.6640 |
0.0016 |
0.2% |
0.6546 |
| High |
0.6654 |
0.6650 |
-0.0004 |
-0.1% |
0.6687 |
| Low |
0.6619 |
0.6587 |
-0.0032 |
-0.5% |
0.6498 |
| Close |
0.6644 |
0.6600 |
-0.0045 |
-0.7% |
0.6645 |
| Range |
0.0035 |
0.0063 |
0.0028 |
78.6% |
0.0189 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.3% |
0.0000 |
| Volume |
155,855 |
82,768 |
-73,087 |
-46.9% |
35,402 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6762 |
0.6634 |
|
| R3 |
0.6737 |
0.6700 |
0.6617 |
|
| R2 |
0.6675 |
0.6675 |
0.6611 |
|
| R1 |
0.6637 |
0.6637 |
0.6605 |
0.6625 |
| PP |
0.6612 |
0.6612 |
0.6612 |
0.6606 |
| S1 |
0.6575 |
0.6575 |
0.6594 |
0.6562 |
| S2 |
0.6550 |
0.6550 |
0.6588 |
|
| S3 |
0.6487 |
0.6512 |
0.6582 |
|
| S4 |
0.6425 |
0.6450 |
0.6565 |
|
|
| 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 |
0.6587 |
0.0100 |
1.5% |
0.0047 |
0.7% |
13% |
False |
True |
68,458 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0049 |
0.7% |
54% |
False |
False |
37,326 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0046 |
0.7% |
54% |
False |
False |
18,903 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0046 |
0.7% |
60% |
False |
False |
9,535 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
31% |
False |
False |
6,396 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
31% |
False |
False |
4,814 |
| 100 |
0.6900 |
0.6349 |
0.0552 |
8.4% |
0.0042 |
0.6% |
46% |
False |
False |
3,852 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
46% |
False |
False |
3,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6915 |
|
2.618 |
0.6813 |
|
1.618 |
0.6751 |
|
1.000 |
0.6712 |
|
0.618 |
0.6688 |
|
HIGH |
0.6650 |
|
0.618 |
0.6626 |
|
0.500 |
0.6618 |
|
0.382 |
0.6611 |
|
LOW |
0.6587 |
|
0.618 |
0.6548 |
|
1.000 |
0.6525 |
|
1.618 |
0.6486 |
|
2.618 |
0.6423 |
|
4.250 |
0.6321 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6618 |
0.6623 |
| PP |
0.6612 |
0.6615 |
| S1 |
0.6606 |
0.6607 |
|