CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6577 |
0.6548 |
-0.0029 |
-0.4% |
0.6645 |
| High |
0.6582 |
0.6604 |
0.0022 |
0.3% |
0.6658 |
| Low |
0.6521 |
0.6528 |
0.0007 |
0.1% |
0.6570 |
| Close |
0.6547 |
0.6594 |
0.0047 |
0.7% |
0.6581 |
| Range |
0.0061 |
0.0076 |
0.0015 |
24.8% |
0.0089 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.5% |
0.0000 |
| Volume |
100,759 |
101,886 |
1,127 |
1.1% |
413,371 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6802 |
0.6773 |
0.6636 |
|
| R3 |
0.6726 |
0.6698 |
0.6615 |
|
| R2 |
0.6651 |
0.6651 |
0.6608 |
|
| R1 |
0.6622 |
0.6622 |
0.6601 |
0.6637 |
| PP |
0.6575 |
0.6575 |
0.6575 |
0.6582 |
| S1 |
0.6547 |
0.6547 |
0.6587 |
0.6561 |
| S2 |
0.6500 |
0.6500 |
0.6580 |
|
| S3 |
0.6424 |
0.6471 |
0.6573 |
|
| S4 |
0.6349 |
0.6396 |
0.6552 |
|
|
| 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 |
0.6650 |
0.6521 |
0.0129 |
1.9% |
0.0050 |
0.8% |
57% |
False |
False |
81,665 |
| 10 |
0.6687 |
0.6521 |
0.0166 |
2.5% |
0.0049 |
0.7% |
44% |
False |
False |
67,841 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0046 |
0.7% |
51% |
False |
False |
35,102 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0047 |
0.7% |
58% |
False |
False |
17,665 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
29% |
False |
False |
11,813 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
29% |
False |
False |
8,881 |
| 100 |
0.6900 |
0.6370 |
0.0531 |
8.0% |
0.0043 |
0.7% |
42% |
False |
False |
7,108 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0040 |
0.6% |
45% |
False |
False |
5,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6924 |
|
2.618 |
0.6801 |
|
1.618 |
0.6726 |
|
1.000 |
0.6679 |
|
0.618 |
0.6650 |
|
HIGH |
0.6604 |
|
0.618 |
0.6575 |
|
0.500 |
0.6566 |
|
0.382 |
0.6557 |
|
LOW |
0.6528 |
|
0.618 |
0.6481 |
|
1.000 |
0.6453 |
|
1.618 |
0.6406 |
|
2.618 |
0.6330 |
|
4.250 |
0.6207 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6585 |
0.6583 |
| PP |
0.6575 |
0.6573 |
| S1 |
0.6566 |
0.6562 |
|