CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6680 |
0.6660 |
-0.0020 |
-0.3% |
0.6546 |
| High |
0.6692 |
0.6660 |
-0.0032 |
-0.5% |
0.6692 |
| Low |
0.6648 |
0.6645 |
-0.0004 |
-0.1% |
0.6516 |
| Close |
0.6659 |
0.6645 |
-0.0014 |
-0.2% |
0.6659 |
| Range |
0.0044 |
0.0016 |
-0.0029 |
-64.8% |
0.0177 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
79 |
2 |
-77 |
-97.5% |
109 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6696 |
0.6686 |
0.6653 |
|
| R3 |
0.6681 |
0.6670 |
0.6649 |
|
| R2 |
0.6665 |
0.6665 |
0.6647 |
|
| R1 |
0.6655 |
0.6655 |
0.6646 |
0.6652 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6648 |
| S1 |
0.6639 |
0.6639 |
0.6643 |
0.6637 |
| S2 |
0.6634 |
0.6634 |
0.6642 |
|
| S3 |
0.6619 |
0.6624 |
0.6640 |
|
| S4 |
0.6603 |
0.6608 |
0.6636 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7152 |
0.7082 |
0.6756 |
|
| R3 |
0.6975 |
0.6905 |
0.6707 |
|
| R2 |
0.6799 |
0.6799 |
0.6691 |
|
| R1 |
0.6729 |
0.6729 |
0.6675 |
0.6764 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6640 |
| S1 |
0.6552 |
0.6552 |
0.6642 |
0.6587 |
| S2 |
0.6446 |
0.6446 |
0.6626 |
|
| S3 |
0.6269 |
0.6376 |
0.6610 |
|
| S4 |
0.6093 |
0.6199 |
0.6561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0033 |
0.5% |
73% |
False |
False |
21 |
| 10 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0026 |
0.4% |
73% |
False |
False |
13 |
| 20 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0018 |
0.3% |
78% |
False |
False |
8 |
| 40 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0021 |
0.3% |
62% |
False |
False |
6 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0022 |
0.3% |
41% |
False |
False |
7 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0018 |
0.3% |
41% |
False |
False |
5 |
| 100 |
0.6881 |
0.6361 |
0.0520 |
7.8% |
0.0015 |
0.2% |
55% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6726 |
|
2.618 |
0.6701 |
|
1.618 |
0.6685 |
|
1.000 |
0.6676 |
|
0.618 |
0.6670 |
|
HIGH |
0.6660 |
|
0.618 |
0.6654 |
|
0.500 |
0.6652 |
|
0.382 |
0.6650 |
|
LOW |
0.6645 |
|
0.618 |
0.6635 |
|
1.000 |
0.6629 |
|
1.618 |
0.6619 |
|
2.618 |
0.6604 |
|
4.250 |
0.6579 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6655 |
| PP |
0.6650 |
0.6651 |
| S1 |
0.6647 |
0.6648 |
|