CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6647 |
0.6647 |
0.0001 |
0.0% |
0.6546 |
| High |
0.6655 |
0.6663 |
0.0008 |
0.1% |
0.6692 |
| Low |
0.6621 |
0.6640 |
0.0019 |
0.3% |
0.6516 |
| Close |
0.6638 |
0.6660 |
0.0022 |
0.3% |
0.6659 |
| Range |
0.0035 |
0.0024 |
-0.0011 |
-31.9% |
0.0177 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
17 |
77 |
60 |
352.9% |
109 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6725 |
0.6716 |
0.6672 |
|
| R3 |
0.6701 |
0.6692 |
0.6666 |
|
| R2 |
0.6678 |
0.6678 |
0.6664 |
|
| R1 |
0.6669 |
0.6669 |
0.6662 |
0.6673 |
| PP |
0.6654 |
0.6654 |
0.6654 |
0.6656 |
| S1 |
0.6645 |
0.6645 |
0.6657 |
0.6650 |
| S2 |
0.6631 |
0.6631 |
0.6655 |
|
| S3 |
0.6607 |
0.6622 |
0.6653 |
|
| S4 |
0.6584 |
0.6598 |
0.6647 |
|
|
| 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 |
0.6617 |
0.0075 |
1.1% |
0.0031 |
0.5% |
57% |
False |
False |
36 |
| 10 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0030 |
0.4% |
82% |
False |
False |
21 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0020 |
0.3% |
82% |
False |
False |
12 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0020 |
0.3% |
85% |
False |
False |
8 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0020 |
0.3% |
45% |
False |
False |
8 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0018 |
0.3% |
45% |
False |
False |
7 |
| 100 |
0.6881 |
0.6361 |
0.0520 |
7.8% |
0.0015 |
0.2% |
58% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6763 |
|
2.618 |
0.6725 |
|
1.618 |
0.6701 |
|
1.000 |
0.6687 |
|
0.618 |
0.6678 |
|
HIGH |
0.6663 |
|
0.618 |
0.6654 |
|
0.500 |
0.6651 |
|
0.382 |
0.6648 |
|
LOW |
0.6640 |
|
0.618 |
0.6625 |
|
1.000 |
0.6616 |
|
1.618 |
0.6601 |
|
2.618 |
0.6578 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6654 |
| PP |
0.6654 |
0.6648 |
| S1 |
0.6651 |
0.6642 |
|