CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6606 |
0.6547 |
-0.0060 |
-0.9% |
0.6592 |
| High |
0.6607 |
0.6576 |
-0.0031 |
-0.5% |
0.6662 |
| Low |
0.6542 |
0.6545 |
0.0004 |
0.1% |
0.6538 |
| Close |
0.6545 |
0.6569 |
0.0024 |
0.4% |
0.6545 |
| Range |
0.0065 |
0.0031 |
-0.0035 |
-53.1% |
0.0124 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
34 |
22 |
-12 |
-35.3% |
303 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6655 |
0.6642 |
0.6585 |
|
| R3 |
0.6624 |
0.6612 |
0.6577 |
|
| R2 |
0.6594 |
0.6594 |
0.6574 |
|
| R1 |
0.6581 |
0.6581 |
0.6571 |
0.6587 |
| PP |
0.6563 |
0.6563 |
0.6563 |
0.6566 |
| S1 |
0.6551 |
0.6551 |
0.6566 |
0.6557 |
| S2 |
0.6533 |
0.6533 |
0.6563 |
|
| S3 |
0.6502 |
0.6520 |
0.6560 |
|
| S4 |
0.6472 |
0.6490 |
0.6552 |
|
|
| 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% |
0.0063 |
1.0% |
25% |
False |
False |
58 |
| 10 |
0.6663 |
0.6538 |
0.0125 |
1.9% |
0.0046 |
0.7% |
24% |
False |
False |
96 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0036 |
0.6% |
30% |
False |
False |
55 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0028 |
0.4% |
42% |
False |
False |
30 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0025 |
0.4% |
22% |
False |
False |
21 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0023 |
0.4% |
22% |
False |
False |
17 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0019 |
0.3% |
37% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6705 |
|
2.618 |
0.6655 |
|
1.618 |
0.6625 |
|
1.000 |
0.6606 |
|
0.618 |
0.6594 |
|
HIGH |
0.6576 |
|
0.618 |
0.6564 |
|
0.500 |
0.6560 |
|
0.382 |
0.6557 |
|
LOW |
0.6545 |
|
0.618 |
0.6526 |
|
1.000 |
0.6515 |
|
1.618 |
0.6496 |
|
2.618 |
0.6465 |
|
4.250 |
0.6415 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6566 |
0.6602 |
| PP |
0.6563 |
0.6591 |
| S1 |
0.6560 |
0.6580 |
|