CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6647 |
0.6648 |
0.0001 |
0.0% |
0.6546 |
| High |
0.6663 |
0.6661 |
-0.0003 |
0.0% |
0.6692 |
| Low |
0.6640 |
0.6608 |
-0.0032 |
-0.5% |
0.6516 |
| Close |
0.6660 |
0.6615 |
-0.0045 |
-0.7% |
0.6659 |
| Range |
0.0024 |
0.0053 |
0.0029 |
123.4% |
0.0177 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.9% |
0.0000 |
| Volume |
77 |
522 |
445 |
577.9% |
109 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6785 |
0.6753 |
0.6644 |
|
| R3 |
0.6733 |
0.6700 |
0.6629 |
|
| R2 |
0.6680 |
0.6680 |
0.6625 |
|
| R1 |
0.6648 |
0.6648 |
0.6620 |
0.6638 |
| PP |
0.6628 |
0.6628 |
0.6628 |
0.6623 |
| S1 |
0.6595 |
0.6595 |
0.6610 |
0.6585 |
| S2 |
0.6575 |
0.6575 |
0.6605 |
|
| S3 |
0.6523 |
0.6543 |
0.6601 |
|
| S4 |
0.6470 |
0.6490 |
0.6586 |
|
|
| 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 |
0.6608 |
0.0084 |
1.3% |
0.0034 |
0.5% |
8% |
False |
True |
139 |
| 10 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0032 |
0.5% |
56% |
False |
False |
73 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0022 |
0.3% |
56% |
False |
False |
38 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0021 |
0.3% |
64% |
False |
False |
21 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0021 |
0.3% |
34% |
False |
False |
17 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
0.3% |
34% |
False |
False |
13 |
| 100 |
0.6881 |
0.6361 |
0.0520 |
7.9% |
0.0015 |
0.2% |
49% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6884 |
|
2.618 |
0.6798 |
|
1.618 |
0.6745 |
|
1.000 |
0.6713 |
|
0.618 |
0.6693 |
|
HIGH |
0.6661 |
|
0.618 |
0.6640 |
|
0.500 |
0.6634 |
|
0.382 |
0.6628 |
|
LOW |
0.6608 |
|
0.618 |
0.6576 |
|
1.000 |
0.6556 |
|
1.618 |
0.6523 |
|
2.618 |
0.6471 |
|
4.250 |
0.6385 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6634 |
0.6636 |
| PP |
0.6628 |
0.6629 |
| S1 |
0.6621 |
0.6622 |
|