CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6640 |
0.6599 |
-0.0042 |
-0.6% |
0.6645 |
| High |
0.6650 |
0.6600 |
-0.0050 |
-0.8% |
0.6658 |
| Low |
0.6587 |
0.6570 |
-0.0018 |
-0.3% |
0.6570 |
| Close |
0.6600 |
0.6581 |
-0.0019 |
-0.3% |
0.6581 |
| Range |
0.0063 |
0.0030 |
-0.0033 |
-52.0% |
0.0089 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
82,768 |
76,446 |
-6,322 |
-7.6% |
413,371 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6673 |
0.6657 |
0.6597 |
|
| R3 |
0.6643 |
0.6627 |
0.6589 |
|
| R2 |
0.6613 |
0.6613 |
0.6586 |
|
| R1 |
0.6597 |
0.6597 |
0.6583 |
0.6590 |
| PP |
0.6583 |
0.6583 |
0.6583 |
0.6580 |
| S1 |
0.6567 |
0.6567 |
0.6578 |
0.6560 |
| S2 |
0.6553 |
0.6553 |
0.6575 |
|
| S3 |
0.6523 |
0.6537 |
0.6572 |
|
| S4 |
0.6493 |
0.6507 |
0.6564 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6868 |
0.6813 |
0.6629 |
|
| R3 |
0.6780 |
0.6724 |
0.6605 |
|
| R2 |
0.6691 |
0.6691 |
0.6597 |
|
| R1 |
0.6636 |
0.6636 |
0.6589 |
0.6619 |
| PP |
0.6603 |
0.6603 |
0.6603 |
0.6594 |
| S1 |
0.6547 |
0.6547 |
0.6572 |
0.6531 |
| S2 |
0.6514 |
0.6514 |
0.6564 |
|
| S3 |
0.6426 |
0.6459 |
0.6556 |
|
| S4 |
0.6337 |
0.6370 |
0.6532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6658 |
0.6570 |
0.0089 |
1.3% |
0.0042 |
0.6% |
12% |
False |
True |
82,674 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0048 |
0.7% |
44% |
False |
False |
44,877 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0045 |
0.7% |
44% |
False |
False |
22,717 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0046 |
0.7% |
52% |
False |
False |
11,445 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
26% |
False |
False |
7,669 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
26% |
False |
False |
5,769 |
| 100 |
0.6900 |
0.6353 |
0.0548 |
8.3% |
0.0042 |
0.6% |
42% |
False |
False |
4,617 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
42% |
False |
False |
3,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6727 |
|
2.618 |
0.6678 |
|
1.618 |
0.6648 |
|
1.000 |
0.6630 |
|
0.618 |
0.6618 |
|
HIGH |
0.6600 |
|
0.618 |
0.6588 |
|
0.500 |
0.6585 |
|
0.382 |
0.6581 |
|
LOW |
0.6570 |
|
0.618 |
0.6551 |
|
1.000 |
0.6540 |
|
1.618 |
0.6521 |
|
2.618 |
0.6491 |
|
4.250 |
0.6442 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6585 |
0.6612 |
| PP |
0.6583 |
0.6601 |
| S1 |
0.6582 |
0.6591 |
|