CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6592 |
0.6564 |
-0.0028 |
-0.4% |
0.6660 |
| High |
0.6605 |
0.6615 |
0.0010 |
0.2% |
0.6663 |
| Low |
0.6587 |
0.6538 |
-0.0049 |
-0.7% |
0.6589 |
| Close |
0.6589 |
0.6563 |
-0.0026 |
-0.4% |
0.6596 |
| Range |
0.0019 |
0.0077 |
0.0059 |
316.2% |
0.0074 |
| ATR |
0.0034 |
0.0037 |
0.0003 |
9.3% |
0.0000 |
| Volume |
35 |
82 |
47 |
134.3% |
641 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6803 |
0.6760 |
0.6605 |
|
| R3 |
0.6726 |
0.6683 |
0.6584 |
|
| R2 |
0.6649 |
0.6649 |
0.6577 |
|
| R1 |
0.6606 |
0.6606 |
0.6570 |
0.6589 |
| PP |
0.6572 |
0.6572 |
0.6572 |
0.6563 |
| S1 |
0.6529 |
0.6529 |
0.6555 |
0.6512 |
| S2 |
0.6495 |
0.6495 |
0.6548 |
|
| S3 |
0.6418 |
0.6452 |
0.6541 |
|
| S4 |
0.6341 |
0.6375 |
0.6520 |
|
|
| 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 |
0.6538 |
0.0125 |
1.9% |
0.0039 |
0.6% |
20% |
False |
True |
147 |
| 10 |
0.6692 |
0.6538 |
0.0154 |
2.3% |
0.0037 |
0.6% |
16% |
False |
True |
85 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0026 |
0.4% |
27% |
False |
False |
45 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0023 |
0.4% |
39% |
False |
False |
25 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0023 |
0.3% |
21% |
False |
False |
19 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
21% |
False |
False |
15 |
| 100 |
0.6881 |
0.6362 |
0.0519 |
7.9% |
0.0016 |
0.3% |
39% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6817 |
|
1.618 |
0.6740 |
|
1.000 |
0.6692 |
|
0.618 |
0.6663 |
|
HIGH |
0.6615 |
|
0.618 |
0.6586 |
|
0.500 |
0.6577 |
|
0.382 |
0.6567 |
|
LOW |
0.6538 |
|
0.618 |
0.6490 |
|
1.000 |
0.6461 |
|
1.618 |
0.6413 |
|
2.618 |
0.6336 |
|
4.250 |
0.6211 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6577 |
0.6577 |
| PP |
0.6572 |
0.6572 |
| S1 |
0.6567 |
0.6567 |
|