CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6573 |
0.6551 |
-0.0022 |
-0.3% |
0.6592 |
| High |
0.6588 |
0.6560 |
-0.0028 |
-0.4% |
0.6662 |
| Low |
0.6560 |
0.6544 |
-0.0016 |
-0.2% |
0.6538 |
| Close |
0.6563 |
0.6558 |
-0.0005 |
-0.1% |
0.6545 |
| Range |
0.0028 |
0.0016 |
-0.0012 |
-41.8% |
0.0124 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
46 |
44 |
-2 |
-4.3% |
303 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6602 |
0.6596 |
0.6567 |
|
| R3 |
0.6586 |
0.6580 |
0.6562 |
|
| R2 |
0.6570 |
0.6570 |
0.6561 |
|
| R1 |
0.6564 |
0.6564 |
0.6559 |
0.6567 |
| PP |
0.6554 |
0.6554 |
0.6554 |
0.6556 |
| S1 |
0.6548 |
0.6548 |
0.6557 |
0.6551 |
| S2 |
0.6538 |
0.6538 |
0.6555 |
|
| S3 |
0.6522 |
0.6532 |
0.6554 |
|
| S4 |
0.6506 |
0.6516 |
0.6549 |
|
|
| 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% |
0.0042 |
0.6% |
14% |
False |
False |
42 |
| 10 |
0.6662 |
0.6538 |
0.0124 |
1.9% |
0.0045 |
0.7% |
16% |
False |
False |
96 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0037 |
0.6% |
24% |
False |
False |
58 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0029 |
0.4% |
37% |
False |
False |
32 |
| 60 |
0.6820 |
0.6480 |
0.0341 |
5.2% |
0.0025 |
0.4% |
23% |
False |
False |
23 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0024 |
0.4% |
20% |
False |
False |
19 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0019 |
0.3% |
35% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6628 |
|
2.618 |
0.6602 |
|
1.618 |
0.6586 |
|
1.000 |
0.6576 |
|
0.618 |
0.6570 |
|
HIGH |
0.6560 |
|
0.618 |
0.6554 |
|
0.500 |
0.6552 |
|
0.382 |
0.6550 |
|
LOW |
0.6544 |
|
0.618 |
0.6534 |
|
1.000 |
0.6528 |
|
1.618 |
0.6518 |
|
2.618 |
0.6502 |
|
4.250 |
0.6476 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6556 |
0.6566 |
| PP |
0.6554 |
0.6563 |
| S1 |
0.6552 |
0.6561 |
|