CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 04-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
0.6565 |
0.6546 |
-0.0019 |
-0.3% |
0.6573 |
High |
0.6565 |
0.6546 |
-0.0019 |
-0.3% |
0.6585 |
Low |
0.6527 |
0.6545 |
0.0018 |
0.3% |
0.6527 |
Close |
0.6565 |
0.6545 |
-0.0020 |
-0.3% |
0.6565 |
Range |
0.0039 |
0.0002 |
-0.0037 |
-96.1% |
0.0059 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
7 |
3 |
-4 |
-57.1% |
31 |
|
Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6550 |
0.6549 |
0.6545 |
|
R3 |
0.6548 |
0.6547 |
0.6545 |
|
R2 |
0.6547 |
0.6547 |
0.6545 |
|
R1 |
0.6546 |
0.6546 |
0.6545 |
0.6545 |
PP |
0.6545 |
0.6545 |
0.6545 |
0.6545 |
S1 |
0.6544 |
0.6544 |
0.6544 |
0.6544 |
S2 |
0.6544 |
0.6544 |
0.6544 |
|
S3 |
0.6542 |
0.6543 |
0.6544 |
|
S4 |
0.6541 |
0.6541 |
0.6544 |
|
|
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% |
0.0019 |
0.3% |
31% |
False |
False |
6 |
10 |
0.6612 |
0.6527 |
0.0085 |
1.3% |
0.0014 |
0.2% |
21% |
False |
False |
3 |
20 |
0.6612 |
0.6480 |
0.0132 |
2.0% |
0.0016 |
0.2% |
49% |
False |
False |
6 |
40 |
0.6771 |
0.6480 |
0.0292 |
4.5% |
0.0019 |
0.3% |
22% |
False |
False |
5 |
60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
16% |
False |
False |
5 |
80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0016 |
0.2% |
32% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6552 |
2.618 |
0.6550 |
1.618 |
0.6548 |
1.000 |
0.6548 |
0.618 |
0.6547 |
HIGH |
0.6546 |
0.618 |
0.6545 |
0.500 |
0.6545 |
0.382 |
0.6545 |
LOW |
0.6545 |
0.618 |
0.6544 |
1.000 |
0.6543 |
1.618 |
0.6542 |
2.618 |
0.6541 |
4.250 |
0.6538 |
|
|
Fisher Pivots for day following 04-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6545 |
0.6546 |
PP |
0.6545 |
0.6545 |
S1 |
0.6545 |
0.6545 |
|