CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6564 |
0.6560 |
-0.0005 |
-0.1% |
0.6660 |
| High |
0.6615 |
0.6617 |
0.0002 |
0.0% |
0.6663 |
| Low |
0.6538 |
0.6545 |
0.0007 |
0.1% |
0.6589 |
| Close |
0.6563 |
0.6609 |
0.0047 |
0.7% |
0.6596 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0074 |
| ATR |
0.0037 |
0.0039 |
0.0003 |
6.9% |
0.0000 |
| Volume |
82 |
85 |
3 |
3.7% |
641 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6806 |
0.6780 |
0.6649 |
|
| R3 |
0.6734 |
0.6708 |
0.6629 |
|
| R2 |
0.6662 |
0.6662 |
0.6622 |
|
| R1 |
0.6636 |
0.6636 |
0.6616 |
0.6649 |
| PP |
0.6590 |
0.6590 |
0.6590 |
0.6597 |
| S1 |
0.6564 |
0.6564 |
0.6602 |
0.6577 |
| S2 |
0.6518 |
0.6518 |
0.6596 |
|
| S3 |
0.6446 |
0.6492 |
0.6589 |
|
| S4 |
0.6374 |
0.6420 |
0.6569 |
|
|
| 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 |
0.6661 |
0.6538 |
0.0123 |
1.9% |
0.0048 |
0.7% |
58% |
False |
False |
149 |
| 10 |
0.6692 |
0.6538 |
0.0154 |
2.3% |
0.0040 |
0.6% |
46% |
False |
False |
93 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0029 |
0.4% |
53% |
False |
False |
49 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0025 |
0.4% |
61% |
False |
False |
27 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0023 |
0.4% |
32% |
False |
False |
19 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0021 |
0.3% |
32% |
False |
False |
16 |
| 100 |
0.6881 |
0.6381 |
0.0500 |
7.6% |
0.0017 |
0.3% |
46% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6923 |
|
2.618 |
0.6805 |
|
1.618 |
0.6733 |
|
1.000 |
0.6689 |
|
0.618 |
0.6661 |
|
HIGH |
0.6617 |
|
0.618 |
0.6589 |
|
0.500 |
0.6581 |
|
0.382 |
0.6573 |
|
LOW |
0.6545 |
|
0.618 |
0.6501 |
|
1.000 |
0.6473 |
|
1.618 |
0.6429 |
|
2.618 |
0.6357 |
|
4.250 |
0.6239 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6600 |
0.6599 |
| PP |
0.6590 |
0.6588 |
| S1 |
0.6581 |
0.6578 |
|