CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6610 |
0.6592 |
-0.0019 |
-0.3% |
0.6660 |
| High |
0.6610 |
0.6605 |
-0.0005 |
-0.1% |
0.6663 |
| Low |
0.6589 |
0.6587 |
-0.0003 |
0.0% |
0.6589 |
| Close |
0.6596 |
0.6589 |
-0.0007 |
-0.1% |
0.6596 |
| Range |
0.0021 |
0.0019 |
-0.0003 |
-11.9% |
0.0074 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
23 |
35 |
12 |
52.2% |
641 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6649 |
0.6637 |
0.6599 |
|
| R3 |
0.6630 |
0.6619 |
0.6594 |
|
| R2 |
0.6612 |
0.6612 |
0.6592 |
|
| R1 |
0.6600 |
0.6600 |
0.6590 |
0.6597 |
| PP |
0.6593 |
0.6593 |
0.6593 |
0.6592 |
| S1 |
0.6582 |
0.6582 |
0.6587 |
0.6578 |
| S2 |
0.6575 |
0.6575 |
0.6585 |
|
| S3 |
0.6556 |
0.6563 |
0.6583 |
|
| S4 |
0.6538 |
0.6545 |
0.6578 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6838 |
0.6791 |
0.6636 |
|
| R3 |
0.6764 |
0.6717 |
0.6616 |
|
| R2 |
0.6690 |
0.6690 |
0.6609 |
|
| R1 |
0.6643 |
0.6643 |
0.6602 |
0.6629 |
| PP |
0.6616 |
0.6616 |
0.6616 |
0.6609 |
| S1 |
0.6569 |
0.6569 |
0.6589 |
0.6555 |
| S2 |
0.6542 |
0.6542 |
0.6582 |
|
| S3 |
0.6468 |
0.6495 |
0.6575 |
|
| S4 |
0.6394 |
0.6421 |
0.6555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6663 |
0.6587 |
0.0077 |
1.2% |
0.0030 |
0.5% |
3% |
False |
True |
134 |
| 10 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0032 |
0.5% |
41% |
False |
False |
78 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0023 |
0.3% |
41% |
False |
False |
41 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0021 |
0.3% |
51% |
False |
False |
23 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0022 |
0.3% |
27% |
False |
False |
18 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
27% |
False |
False |
14 |
| 100 |
0.6881 |
0.6362 |
0.0519 |
7.9% |
0.0016 |
0.2% |
44% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6684 |
|
2.618 |
0.6653 |
|
1.618 |
0.6635 |
|
1.000 |
0.6624 |
|
0.618 |
0.6616 |
|
HIGH |
0.6605 |
|
0.618 |
0.6598 |
|
0.500 |
0.6596 |
|
0.382 |
0.6594 |
|
LOW |
0.6587 |
|
0.618 |
0.6575 |
|
1.000 |
0.6568 |
|
1.618 |
0.6557 |
|
2.618 |
0.6538 |
|
4.250 |
0.6508 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6596 |
0.6624 |
| PP |
0.6593 |
0.6612 |
| S1 |
0.6591 |
0.6600 |
|