CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6624 |
0.0064 |
1.0% |
0.6660 |
| High |
0.6617 |
0.6662 |
0.0045 |
0.7% |
0.6663 |
| Low |
0.6545 |
0.6594 |
0.0049 |
0.7% |
0.6589 |
| Close |
0.6609 |
0.6600 |
-0.0010 |
-0.1% |
0.6596 |
| Range |
0.0072 |
0.0069 |
-0.0004 |
-4.9% |
0.0074 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
5.4% |
0.0000 |
| Volume |
85 |
67 |
-18 |
-21.2% |
641 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6824 |
0.6780 |
0.6637 |
|
| R3 |
0.6755 |
0.6712 |
0.6618 |
|
| R2 |
0.6687 |
0.6687 |
0.6612 |
|
| R1 |
0.6643 |
0.6643 |
0.6606 |
0.6631 |
| PP |
0.6618 |
0.6618 |
0.6618 |
0.6612 |
| S1 |
0.6575 |
0.6575 |
0.6593 |
0.6562 |
| S2 |
0.6550 |
0.6550 |
0.6587 |
|
| S3 |
0.6481 |
0.6506 |
0.6581 |
|
| S4 |
0.6413 |
0.6438 |
0.6562 |
|
|
| 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 |
0.6662 |
0.6538 |
0.0124 |
1.9% |
0.0051 |
0.8% |
50% |
True |
False |
58 |
| 10 |
0.6692 |
0.6538 |
0.0154 |
2.3% |
0.0043 |
0.6% |
40% |
False |
False |
98 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0032 |
0.5% |
48% |
False |
False |
52 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0026 |
0.4% |
56% |
False |
False |
29 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0024 |
0.4% |
30% |
False |
False |
21 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0022 |
0.3% |
30% |
False |
False |
17 |
| 100 |
0.6881 |
0.6385 |
0.0496 |
7.5% |
0.0018 |
0.3% |
43% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6953 |
|
2.618 |
0.6841 |
|
1.618 |
0.6773 |
|
1.000 |
0.6731 |
|
0.618 |
0.6704 |
|
HIGH |
0.6662 |
|
0.618 |
0.6636 |
|
0.500 |
0.6628 |
|
0.382 |
0.6620 |
|
LOW |
0.6594 |
|
0.618 |
0.6551 |
|
1.000 |
0.6525 |
|
1.618 |
0.6483 |
|
2.618 |
0.6414 |
|
4.250 |
0.6302 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6628 |
0.6600 |
| PP |
0.6618 |
0.6600 |
| S1 |
0.6609 |
0.6600 |
|