CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6570 |
0.6617 |
0.0047 |
0.7% |
0.6573 |
| High |
0.6611 |
0.6656 |
0.0045 |
0.7% |
0.6585 |
| Low |
0.6570 |
0.6617 |
0.0047 |
0.7% |
0.6527 |
| Close |
0.6601 |
0.6656 |
0.0055 |
0.8% |
0.6565 |
| Range |
0.0041 |
0.0039 |
-0.0003 |
-6.1% |
0.0059 |
| ATR |
0.0034 |
0.0036 |
0.0001 |
4.4% |
0.0000 |
| Volume |
14 |
8 |
-6 |
-42.9% |
31 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6758 |
0.6745 |
0.6677 |
|
| R3 |
0.6720 |
0.6707 |
0.6666 |
|
| R2 |
0.6681 |
0.6681 |
0.6663 |
|
| R1 |
0.6668 |
0.6668 |
0.6659 |
0.6675 |
| PP |
0.6643 |
0.6643 |
0.6643 |
0.6646 |
| S1 |
0.6630 |
0.6630 |
0.6652 |
0.6636 |
| S2 |
0.6604 |
0.6604 |
0.6648 |
|
| S3 |
0.6566 |
0.6591 |
0.6645 |
|
| S4 |
0.6527 |
0.6553 |
0.6634 |
|
|
| 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 |
0.6656 |
0.6516 |
0.0140 |
2.1% |
0.0029 |
0.4% |
100% |
True |
False |
7 |
| 10 |
0.6656 |
0.6516 |
0.0140 |
2.1% |
0.0022 |
0.3% |
100% |
True |
False |
6 |
| 20 |
0.6656 |
0.6480 |
0.0176 |
2.6% |
0.0018 |
0.3% |
100% |
True |
False |
5 |
| 40 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0019 |
0.3% |
66% |
False |
False |
4 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0021 |
0.3% |
44% |
False |
False |
6 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.4% |
0.0017 |
0.3% |
54% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6819 |
|
2.618 |
0.6756 |
|
1.618 |
0.6718 |
|
1.000 |
0.6694 |
|
0.618 |
0.6679 |
|
HIGH |
0.6656 |
|
0.618 |
0.6641 |
|
0.500 |
0.6636 |
|
0.382 |
0.6632 |
|
LOW |
0.6617 |
|
0.618 |
0.6593 |
|
1.000 |
0.6579 |
|
1.618 |
0.6555 |
|
2.618 |
0.6516 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6649 |
0.6632 |
| PP |
0.6643 |
0.6609 |
| S1 |
0.6636 |
0.6586 |
|