CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6556 |
0.6548 |
-0.0008 |
-0.1% |
0.6578 |
| High |
0.6575 |
0.6553 |
-0.0022 |
-0.3% |
0.6651 |
| Low |
0.6546 |
0.6526 |
-0.0020 |
-0.3% |
0.6521 |
| Close |
0.6549 |
0.6544 |
-0.0005 |
-0.1% |
0.6531 |
| Range |
0.0029 |
0.0028 |
-0.0002 |
-5.2% |
0.0130 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
58,767 |
69,448 |
10,681 |
18.2% |
479,542 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6623 |
0.6611 |
0.6559 |
|
| R3 |
0.6596 |
0.6583 |
0.6551 |
|
| R2 |
0.6568 |
0.6568 |
0.6549 |
|
| R1 |
0.6556 |
0.6556 |
0.6546 |
0.6548 |
| PP |
0.6541 |
0.6541 |
0.6541 |
0.6537 |
| S1 |
0.6528 |
0.6528 |
0.6541 |
0.6521 |
| S2 |
0.6513 |
0.6513 |
0.6538 |
|
| S3 |
0.6486 |
0.6501 |
0.6536 |
|
| S4 |
0.6458 |
0.6473 |
0.6528 |
|
|
| 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 |
0.6525 |
0.0126 |
1.9% |
0.0047 |
0.7% |
15% |
False |
False |
85,878 |
| 10 |
0.6651 |
0.6521 |
0.0130 |
2.0% |
0.0049 |
0.7% |
17% |
False |
False |
83,771 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0048 |
0.7% |
24% |
False |
False |
56,436 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.3% |
0.0048 |
0.7% |
35% |
False |
False |
28,391 |
| 60 |
0.6865 |
0.6468 |
0.0397 |
6.1% |
0.0049 |
0.8% |
19% |
False |
False |
18,962 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
18% |
False |
False |
14,246 |
| 100 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0045 |
0.7% |
30% |
False |
False |
11,402 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0041 |
0.6% |
36% |
False |
False |
9,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6670 |
|
2.618 |
0.6625 |
|
1.618 |
0.6597 |
|
1.000 |
0.6581 |
|
0.618 |
0.6570 |
|
HIGH |
0.6553 |
|
0.618 |
0.6542 |
|
0.500 |
0.6539 |
|
0.382 |
0.6536 |
|
LOW |
0.6526 |
|
0.618 |
0.6509 |
|
1.000 |
0.6498 |
|
1.618 |
0.6481 |
|
2.618 |
0.6454 |
|
4.250 |
0.6409 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6542 |
0.6550 |
| PP |
0.6541 |
0.6548 |
| S1 |
0.6539 |
0.6546 |
|