CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6599 |
0.6578 |
-0.0021 |
-0.3% |
0.6645 |
| High |
0.6600 |
0.6591 |
-0.0009 |
-0.1% |
0.6658 |
| Low |
0.6570 |
0.6569 |
-0.0001 |
0.0% |
0.6570 |
| Close |
0.6581 |
0.6573 |
-0.0008 |
-0.1% |
0.6581 |
| Range |
0.0030 |
0.0023 |
-0.0008 |
-25.0% |
0.0089 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
76,446 |
46,467 |
-29,979 |
-39.2% |
413,371 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6645 |
0.6632 |
0.6585 |
|
| R3 |
0.6623 |
0.6609 |
0.6579 |
|
| R2 |
0.6600 |
0.6600 |
0.6577 |
|
| R1 |
0.6587 |
0.6587 |
0.6575 |
0.6582 |
| PP |
0.6578 |
0.6578 |
0.6578 |
0.6575 |
| S1 |
0.6564 |
0.6564 |
0.6571 |
0.6560 |
| S2 |
0.6555 |
0.6555 |
0.6569 |
|
| S3 |
0.6533 |
0.6542 |
0.6567 |
|
| S4 |
0.6510 |
0.6519 |
0.6561 |
|
|
| 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 |
0.6569 |
0.0090 |
1.4% |
0.0041 |
0.6% |
5% |
False |
True |
84,151 |
| 10 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0048 |
0.7% |
40% |
False |
False |
49,293 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0044 |
0.7% |
40% |
False |
False |
25,030 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0046 |
0.7% |
48% |
False |
False |
12,603 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
24% |
False |
False |
8,440 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
24% |
False |
False |
6,349 |
| 100 |
0.6900 |
0.6353 |
0.0548 |
8.3% |
0.0042 |
0.6% |
40% |
False |
False |
5,081 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0040 |
0.6% |
41% |
False |
False |
4,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6687 |
|
2.618 |
0.6650 |
|
1.618 |
0.6627 |
|
1.000 |
0.6614 |
|
0.618 |
0.6605 |
|
HIGH |
0.6591 |
|
0.618 |
0.6582 |
|
0.500 |
0.6580 |
|
0.382 |
0.6577 |
|
LOW |
0.6569 |
|
0.618 |
0.6555 |
|
1.000 |
0.6546 |
|
1.618 |
0.6532 |
|
2.618 |
0.6510 |
|
4.250 |
0.6473 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6580 |
0.6609 |
| PP |
0.6578 |
0.6597 |
| S1 |
0.6575 |
0.6585 |
|