CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6543 |
0.6565 |
0.0022 |
0.3% |
0.6573 |
| High |
0.6561 |
0.6565 |
0.0004 |
0.1% |
0.6585 |
| Low |
0.6528 |
0.6527 |
-0.0002 |
0.0% |
0.6527 |
| Close |
0.6528 |
0.6565 |
0.0037 |
0.6% |
0.6565 |
| Range |
0.0033 |
0.0039 |
0.0006 |
16.7% |
0.0059 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
1.6% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
31 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6668 |
0.6655 |
0.6586 |
|
| R3 |
0.6629 |
0.6616 |
0.6575 |
|
| R2 |
0.6591 |
0.6591 |
0.6572 |
|
| R1 |
0.6578 |
0.6578 |
0.6568 |
0.6565 |
| PP |
0.6552 |
0.6552 |
0.6552 |
0.6546 |
| S1 |
0.6539 |
0.6539 |
0.6561 |
0.6526 |
| S2 |
0.6514 |
0.6514 |
0.6557 |
|
| S3 |
0.6475 |
0.6501 |
0.6554 |
|
| S4 |
0.6437 |
0.6462 |
0.6543 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6734 |
0.6708 |
0.6597 |
|
| R3 |
0.6676 |
0.6649 |
0.6581 |
|
| R2 |
0.6617 |
0.6617 |
0.6575 |
|
| R1 |
0.6591 |
0.6591 |
0.6570 |
0.6575 |
| PP |
0.6559 |
0.6559 |
0.6559 |
0.6551 |
| S1 |
0.6532 |
0.6532 |
0.6559 |
0.6516 |
| S2 |
0.6500 |
0.6500 |
0.6554 |
|
| S3 |
0.6442 |
0.6474 |
0.6548 |
|
| S4 |
0.6383 |
0.6415 |
0.6532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6585 |
0.6527 |
0.0059 |
0.9% |
0.0020 |
0.3% |
65% |
False |
True |
6 |
| 10 |
0.6612 |
0.6527 |
0.0085 |
1.3% |
0.0016 |
0.2% |
45% |
False |
True |
3 |
| 20 |
0.6643 |
0.6480 |
0.0164 |
2.5% |
0.0021 |
0.3% |
52% |
False |
False |
7 |
| 40 |
0.6792 |
0.6480 |
0.0312 |
4.8% |
0.0020 |
0.3% |
27% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
21% |
False |
False |
5 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0016 |
0.2% |
36% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6729 |
|
2.618 |
0.6666 |
|
1.618 |
0.6627 |
|
1.000 |
0.6604 |
|
0.618 |
0.6589 |
|
HIGH |
0.6565 |
|
0.618 |
0.6550 |
|
0.500 |
0.6546 |
|
0.382 |
0.6541 |
|
LOW |
0.6527 |
|
0.618 |
0.6503 |
|
1.000 |
0.6488 |
|
1.618 |
0.6464 |
|
2.618 |
0.6426 |
|
4.250 |
0.6363 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6558 |
0.6558 |
| PP |
0.6552 |
0.6552 |
| S1 |
0.6546 |
0.6546 |
|