CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6547 |
0.6573 |
0.0027 |
0.4% |
0.6592 |
| High |
0.6576 |
0.6588 |
0.0012 |
0.2% |
0.6662 |
| Low |
0.6545 |
0.6560 |
0.0015 |
0.2% |
0.6538 |
| Close |
0.6569 |
0.6563 |
-0.0006 |
-0.1% |
0.6545 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.8% |
0.0124 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
22 |
46 |
24 |
109.1% |
303 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6653 |
0.6635 |
0.6578 |
|
| R3 |
0.6625 |
0.6608 |
0.6570 |
|
| R2 |
0.6598 |
0.6598 |
0.6568 |
|
| R1 |
0.6580 |
0.6580 |
0.6565 |
0.6575 |
| PP |
0.6570 |
0.6570 |
0.6570 |
0.6568 |
| S1 |
0.6553 |
0.6553 |
0.6560 |
0.6548 |
| S2 |
0.6543 |
0.6543 |
0.6557 |
|
| S3 |
0.6515 |
0.6525 |
0.6555 |
|
| S4 |
0.6488 |
0.6498 |
0.6547 |
|
|
| 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 |
0.6542 |
0.0121 |
1.8% |
0.0053 |
0.8% |
17% |
False |
False |
50 |
| 10 |
0.6663 |
0.6538 |
0.0125 |
1.9% |
0.0046 |
0.7% |
20% |
False |
False |
99 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0037 |
0.6% |
27% |
False |
False |
57 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0028 |
0.4% |
39% |
False |
False |
31 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0026 |
0.4% |
21% |
False |
False |
22 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0024 |
0.4% |
21% |
False |
False |
18 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0019 |
0.3% |
35% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6704 |
|
2.618 |
0.6659 |
|
1.618 |
0.6632 |
|
1.000 |
0.6615 |
|
0.618 |
0.6604 |
|
HIGH |
0.6588 |
|
0.618 |
0.6577 |
|
0.500 |
0.6574 |
|
0.382 |
0.6571 |
|
LOW |
0.6560 |
|
0.618 |
0.6543 |
|
1.000 |
0.6533 |
|
1.618 |
0.6516 |
|
2.618 |
0.6488 |
|
4.250 |
0.6443 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6574 |
0.6574 |
| PP |
0.6570 |
0.6570 |
| S1 |
0.6566 |
0.6566 |
|