CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6516 |
0.6570 |
0.0055 |
0.8% |
0.6573 |
| High |
0.6542 |
0.6611 |
0.0069 |
1.1% |
0.6585 |
| Low |
0.6516 |
0.6570 |
0.0055 |
0.8% |
0.6527 |
| Close |
0.6538 |
0.6601 |
0.0063 |
1.0% |
0.6565 |
| Range |
0.0027 |
0.0041 |
0.0015 |
54.7% |
0.0059 |
| ATR |
0.0031 |
0.0034 |
0.0003 |
9.6% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
31 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6717 |
0.6700 |
0.6623 |
|
| R3 |
0.6676 |
0.6659 |
0.6612 |
|
| R2 |
0.6635 |
0.6635 |
0.6608 |
|
| R1 |
0.6618 |
0.6618 |
0.6604 |
0.6626 |
| PP |
0.6594 |
0.6594 |
0.6594 |
0.6598 |
| S1 |
0.6577 |
0.6577 |
0.6597 |
0.6585 |
| S2 |
0.6553 |
0.6553 |
0.6593 |
|
| S3 |
0.6512 |
0.6536 |
0.6589 |
|
| S4 |
0.6471 |
0.6495 |
0.6578 |
|
|
| 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 |
0.6611 |
0.6516 |
0.0096 |
1.4% |
0.0028 |
0.4% |
89% |
True |
False |
7 |
| 10 |
0.6612 |
0.6516 |
0.0096 |
1.5% |
0.0019 |
0.3% |
89% |
False |
False |
5 |
| 20 |
0.6612 |
0.6480 |
0.0132 |
2.0% |
0.0016 |
0.2% |
92% |
False |
False |
4 |
| 40 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0018 |
0.3% |
45% |
False |
False |
4 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0021 |
0.3% |
30% |
False |
False |
6 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0017 |
0.3% |
43% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6785 |
|
2.618 |
0.6718 |
|
1.618 |
0.6677 |
|
1.000 |
0.6652 |
|
0.618 |
0.6636 |
|
HIGH |
0.6611 |
|
0.618 |
0.6595 |
|
0.500 |
0.6591 |
|
0.382 |
0.6586 |
|
LOW |
0.6570 |
|
0.618 |
0.6545 |
|
1.000 |
0.6529 |
|
1.618 |
0.6504 |
|
2.618 |
0.6463 |
|
4.250 |
0.6396 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6597 |
0.6588 |
| PP |
0.6594 |
0.6576 |
| S1 |
0.6591 |
0.6563 |
|