CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6598 |
0.0050 |
0.8% |
0.6645 |
| High |
0.6604 |
0.6651 |
0.0047 |
0.7% |
0.6658 |
| Low |
0.6528 |
0.6577 |
0.0049 |
0.8% |
0.6570 |
| Close |
0.6594 |
0.6585 |
-0.0009 |
-0.1% |
0.6581 |
| Range |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0089 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.7% |
0.0000 |
| Volume |
101,886 |
127,143 |
25,257 |
24.8% |
413,371 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6825 |
0.6778 |
0.6625 |
|
| R3 |
0.6751 |
0.6705 |
0.6605 |
|
| R2 |
0.6678 |
0.6678 |
0.6598 |
|
| R1 |
0.6631 |
0.6631 |
0.6592 |
0.6618 |
| PP |
0.6604 |
0.6604 |
0.6604 |
0.6597 |
| S1 |
0.6558 |
0.6558 |
0.6578 |
0.6544 |
| S2 |
0.6531 |
0.6531 |
0.6572 |
|
| S3 |
0.6457 |
0.6484 |
0.6565 |
|
| S4 |
0.6384 |
0.6411 |
0.6545 |
|
|
| 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 |
0.6651 |
0.6521 |
0.0130 |
2.0% |
0.0052 |
0.8% |
49% |
True |
False |
90,540 |
| 10 |
0.6687 |
0.6521 |
0.0166 |
2.5% |
0.0050 |
0.8% |
39% |
False |
False |
79,499 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0047 |
0.7% |
46% |
False |
False |
41,438 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0048 |
0.7% |
54% |
False |
False |
20,842 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
27% |
False |
False |
13,930 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
27% |
False |
False |
10,470 |
| 100 |
0.6900 |
0.6370 |
0.0531 |
8.1% |
0.0044 |
0.7% |
41% |
False |
False |
8,379 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0041 |
0.6% |
43% |
False |
False |
6,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6963 |
|
2.618 |
0.6843 |
|
1.618 |
0.6769 |
|
1.000 |
0.6724 |
|
0.618 |
0.6696 |
|
HIGH |
0.6651 |
|
0.618 |
0.6622 |
|
0.500 |
0.6614 |
|
0.382 |
0.6605 |
|
LOW |
0.6577 |
|
0.618 |
0.6532 |
|
1.000 |
0.6504 |
|
1.618 |
0.6458 |
|
2.618 |
0.6385 |
|
4.250 |
0.6265 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6614 |
0.6586 |
| PP |
0.6604 |
0.6586 |
| S1 |
0.6595 |
0.6585 |
|