CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6624 |
0.6606 |
-0.0018 |
-0.3% |
0.6592 |
| High |
0.6662 |
0.6607 |
-0.0056 |
-0.8% |
0.6662 |
| Low |
0.6594 |
0.6542 |
-0.0052 |
-0.8% |
0.6538 |
| Close |
0.6600 |
0.6545 |
-0.0055 |
-0.8% |
0.6545 |
| Range |
0.0069 |
0.0065 |
-0.0004 |
-5.1% |
0.0124 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.1% |
0.0000 |
| Volume |
67 |
34 |
-33 |
-49.3% |
303 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6759 |
0.6717 |
0.6581 |
|
| R3 |
0.6694 |
0.6652 |
0.6563 |
|
| R2 |
0.6629 |
0.6629 |
0.6557 |
|
| R1 |
0.6587 |
0.6587 |
0.6551 |
0.6576 |
| PP |
0.6564 |
0.6564 |
0.6564 |
0.6559 |
| S1 |
0.6522 |
0.6522 |
0.6539 |
0.6511 |
| S2 |
0.6499 |
0.6499 |
0.6533 |
|
| S3 |
0.6434 |
0.6457 |
0.6527 |
|
| S4 |
0.6369 |
0.6392 |
0.6509 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6954 |
0.6873 |
0.6613 |
|
| R3 |
0.6830 |
0.6749 |
0.6579 |
|
| R2 |
0.6706 |
0.6706 |
0.6568 |
|
| R1 |
0.6625 |
0.6625 |
0.6556 |
0.6604 |
| PP |
0.6582 |
0.6582 |
0.6582 |
0.6571 |
| S1 |
0.6501 |
0.6501 |
0.6534 |
0.6480 |
| S2 |
0.6458 |
0.6458 |
0.6522 |
|
| S3 |
0.6334 |
0.6377 |
0.6511 |
|
| S4 |
0.6210 |
0.6253 |
0.6477 |
|
|
| 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% |
0.0060 |
0.9% |
6% |
False |
False |
60 |
| 10 |
0.6663 |
0.6538 |
0.0125 |
1.9% |
0.0045 |
0.7% |
6% |
False |
False |
94 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0035 |
0.5% |
17% |
False |
False |
54 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0028 |
0.4% |
31% |
False |
False |
30 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0025 |
0.4% |
16% |
False |
False |
21 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0023 |
0.4% |
16% |
False |
False |
17 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0019 |
0.3% |
32% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6777 |
|
1.618 |
0.6712 |
|
1.000 |
0.6672 |
|
0.618 |
0.6647 |
|
HIGH |
0.6607 |
|
0.618 |
0.6582 |
|
0.500 |
0.6574 |
|
0.382 |
0.6566 |
|
LOW |
0.6542 |
|
0.618 |
0.6501 |
|
1.000 |
0.6477 |
|
1.618 |
0.6436 |
|
2.618 |
0.6371 |
|
4.250 |
0.6265 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6574 |
0.6602 |
| PP |
0.6564 |
0.6583 |
| S1 |
0.6555 |
0.6564 |
|