CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6586 |
0.6530 |
-0.0056 |
-0.8% |
0.6578 |
| High |
0.6593 |
0.6563 |
-0.0030 |
-0.5% |
0.6651 |
| Low |
0.6526 |
0.6525 |
-0.0001 |
0.0% |
0.6521 |
| Close |
0.6531 |
0.6554 |
0.0023 |
0.4% |
0.6531 |
| Range |
0.0067 |
0.0038 |
-0.0030 |
-44.0% |
0.0130 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
103,287 |
70,748 |
-32,539 |
-31.5% |
479,542 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6660 |
0.6644 |
0.6575 |
|
| R3 |
0.6622 |
0.6607 |
0.6564 |
|
| R2 |
0.6585 |
0.6585 |
0.6561 |
|
| R1 |
0.6569 |
0.6569 |
0.6557 |
0.6577 |
| PP |
0.6547 |
0.6547 |
0.6547 |
0.6551 |
| S1 |
0.6532 |
0.6532 |
0.6551 |
0.6540 |
| S2 |
0.6510 |
0.6510 |
0.6547 |
|
| S3 |
0.6472 |
0.6494 |
0.6544 |
|
| S4 |
0.6435 |
0.6457 |
0.6533 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6956 |
0.6873 |
0.6602 |
|
| R3 |
0.6827 |
0.6744 |
0.6567 |
|
| R2 |
0.6697 |
0.6697 |
0.6555 |
|
| R1 |
0.6614 |
0.6614 |
0.6543 |
0.6591 |
| PP |
0.6568 |
0.6568 |
0.6568 |
0.6556 |
| S1 |
0.6485 |
0.6485 |
0.6519 |
0.6461 |
| S2 |
0.6438 |
0.6438 |
0.6507 |
|
| S3 |
0.6309 |
0.6355 |
0.6495 |
|
| S4 |
0.6179 |
0.6226 |
0.6460 |
|
|
| 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% |
0.0063 |
1.0% |
25% |
False |
False |
100,764 |
| 10 |
0.6658 |
0.6521 |
0.0137 |
2.1% |
0.0052 |
0.8% |
24% |
False |
False |
92,457 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0049 |
0.8% |
30% |
False |
False |
50,098 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0049 |
0.7% |
39% |
False |
False |
25,188 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
20% |
False |
False |
16,830 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
20% |
False |
False |
12,645 |
| 100 |
0.6900 |
0.6382 |
0.0518 |
7.9% |
0.0044 |
0.7% |
33% |
False |
False |
10,120 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0041 |
0.6% |
38% |
False |
False |
8,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6722 |
|
2.618 |
0.6661 |
|
1.618 |
0.6623 |
|
1.000 |
0.6600 |
|
0.618 |
0.6586 |
|
HIGH |
0.6563 |
|
0.618 |
0.6548 |
|
0.500 |
0.6544 |
|
0.382 |
0.6539 |
|
LOW |
0.6525 |
|
0.618 |
0.6502 |
|
1.000 |
0.6488 |
|
1.618 |
0.6464 |
|
2.618 |
0.6427 |
|
4.250 |
0.6366 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6551 |
0.6588 |
| PP |
0.6547 |
0.6577 |
| S1 |
0.6544 |
0.6565 |
|