CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6551 |
0.6560 |
0.0009 |
0.1% |
0.6547 |
| High |
0.6560 |
0.6568 |
0.0008 |
0.1% |
0.6588 |
| Low |
0.6544 |
0.6516 |
-0.0029 |
-0.4% |
0.6516 |
| Close |
0.6558 |
0.6548 |
-0.0011 |
-0.2% |
0.6548 |
| Range |
0.0016 |
0.0053 |
0.0037 |
228.1% |
0.0072 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.4% |
0.0000 |
| Volume |
44 |
81 |
37 |
84.1% |
193 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6701 |
0.6677 |
0.6576 |
|
| R3 |
0.6649 |
0.6624 |
0.6562 |
|
| R2 |
0.6596 |
0.6596 |
0.6557 |
|
| R1 |
0.6572 |
0.6572 |
0.6552 |
0.6558 |
| PP |
0.6544 |
0.6544 |
0.6544 |
0.6537 |
| S1 |
0.6519 |
0.6519 |
0.6543 |
0.6505 |
| S2 |
0.6491 |
0.6491 |
0.6538 |
|
| S3 |
0.6439 |
0.6467 |
0.6533 |
|
| S4 |
0.6386 |
0.6414 |
0.6519 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6729 |
0.6587 |
|
| R3 |
0.6694 |
0.6657 |
0.6567 |
|
| R2 |
0.6622 |
0.6622 |
0.6561 |
|
| R1 |
0.6585 |
0.6585 |
0.6554 |
0.6604 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6560 |
| S1 |
0.6513 |
0.6513 |
0.6541 |
0.6532 |
| S2 |
0.6478 |
0.6478 |
0.6534 |
|
| S3 |
0.6406 |
0.6441 |
0.6528 |
|
| S4 |
0.6334 |
0.6369 |
0.6508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6607 |
0.6516 |
0.0091 |
1.4% |
0.0038 |
0.6% |
35% |
False |
True |
45 |
| 10 |
0.6662 |
0.6516 |
0.0147 |
2.2% |
0.0045 |
0.7% |
22% |
False |
True |
51 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0038 |
0.6% |
18% |
False |
True |
62 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0030 |
0.5% |
32% |
False |
False |
34 |
| 60 |
0.6792 |
0.6480 |
0.0312 |
4.8% |
0.0026 |
0.4% |
22% |
False |
False |
24 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0024 |
0.4% |
17% |
False |
False |
20 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0020 |
0.3% |
32% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6791 |
|
2.618 |
0.6705 |
|
1.618 |
0.6653 |
|
1.000 |
0.6621 |
|
0.618 |
0.6600 |
|
HIGH |
0.6568 |
|
0.618 |
0.6548 |
|
0.500 |
0.6542 |
|
0.382 |
0.6536 |
|
LOW |
0.6516 |
|
0.618 |
0.6483 |
|
1.000 |
0.6463 |
|
1.618 |
0.6431 |
|
2.618 |
0.6378 |
|
4.250 |
0.6292 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6546 |
0.6552 |
| PP |
0.6544 |
0.6550 |
| S1 |
0.6542 |
0.6549 |
|