CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6578 |
0.6577 |
-0.0001 |
0.0% |
0.6645 |
| High |
0.6591 |
0.6582 |
-0.0010 |
-0.1% |
0.6658 |
| Low |
0.6569 |
0.6521 |
-0.0048 |
-0.7% |
0.6570 |
| Close |
0.6573 |
0.6547 |
-0.0026 |
-0.4% |
0.6581 |
| Range |
0.0023 |
0.0061 |
0.0038 |
168.9% |
0.0089 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.4% |
0.0000 |
| Volume |
46,467 |
100,759 |
54,292 |
116.8% |
413,371 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6731 |
0.6700 |
0.6580 |
|
| R3 |
0.6671 |
0.6639 |
0.6564 |
|
| R2 |
0.6610 |
0.6610 |
0.6558 |
|
| R1 |
0.6579 |
0.6579 |
0.6553 |
0.6564 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6543 |
| S1 |
0.6518 |
0.6518 |
0.6541 |
0.6504 |
| S2 |
0.6489 |
0.6489 |
0.6536 |
|
| S3 |
0.6429 |
0.6458 |
0.6530 |
|
| S4 |
0.6368 |
0.6397 |
0.6514 |
|
|
| 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 |
0.6654 |
0.6521 |
0.0133 |
2.0% |
0.0042 |
0.6% |
20% |
False |
True |
92,459 |
| 10 |
0.6687 |
0.6513 |
0.0174 |
2.7% |
0.0050 |
0.8% |
20% |
False |
False |
57,985 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0044 |
0.7% |
26% |
False |
False |
30,052 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0047 |
0.7% |
36% |
False |
False |
15,121 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
18% |
False |
False |
10,118 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0048 |
0.7% |
18% |
False |
False |
7,608 |
| 100 |
0.6900 |
0.6353 |
0.0548 |
8.4% |
0.0042 |
0.6% |
36% |
False |
False |
6,089 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
36% |
False |
False |
5,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6839 |
|
2.618 |
0.6740 |
|
1.618 |
0.6679 |
|
1.000 |
0.6642 |
|
0.618 |
0.6619 |
|
HIGH |
0.6582 |
|
0.618 |
0.6558 |
|
0.500 |
0.6551 |
|
0.382 |
0.6544 |
|
LOW |
0.6521 |
|
0.618 |
0.6484 |
|
1.000 |
0.6461 |
|
1.618 |
0.6423 |
|
2.618 |
0.6363 |
|
4.250 |
0.6264 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6551 |
0.6560 |
| PP |
0.6550 |
0.6556 |
| S1 |
0.6548 |
0.6551 |
|