CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6560 |
0.0001 |
0.0% |
0.6547 |
| High |
0.6568 |
0.6560 |
-0.0008 |
-0.1% |
0.6588 |
| Low |
0.6516 |
0.6511 |
-0.0005 |
-0.1% |
0.6516 |
| Close |
0.6548 |
0.6512 |
-0.0036 |
-0.5% |
0.6548 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-6.7% |
0.0072 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.5% |
0.0000 |
| Volume |
81 |
29 |
-52 |
-64.2% |
193 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6675 |
0.6642 |
0.6539 |
|
| R3 |
0.6626 |
0.6593 |
0.6525 |
|
| R2 |
0.6577 |
0.6577 |
0.6521 |
|
| R1 |
0.6544 |
0.6544 |
0.6516 |
0.6536 |
| PP |
0.6528 |
0.6528 |
0.6528 |
0.6524 |
| S1 |
0.6495 |
0.6495 |
0.6508 |
0.6487 |
| S2 |
0.6479 |
0.6479 |
0.6503 |
|
| S3 |
0.6430 |
0.6446 |
0.6499 |
|
| S4 |
0.6381 |
0.6397 |
0.6485 |
|
|
| Weekly Pivots for week ending 29-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 |
0.6588 |
0.6511 |
0.0077 |
1.2% |
0.0035 |
0.5% |
1% |
False |
True |
44 |
| 10 |
0.6662 |
0.6511 |
0.0151 |
2.3% |
0.0048 |
0.7% |
1% |
False |
True |
52 |
| 20 |
0.6692 |
0.6511 |
0.0181 |
2.8% |
0.0039 |
0.6% |
1% |
False |
True |
63 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.3% |
0.0030 |
0.5% |
15% |
False |
False |
35 |
| 60 |
0.6792 |
0.6480 |
0.0312 |
4.8% |
0.0026 |
0.4% |
10% |
False |
False |
25 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.2% |
0.0024 |
0.4% |
8% |
False |
False |
20 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.6% |
0.0020 |
0.3% |
25% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6768 |
|
2.618 |
0.6688 |
|
1.618 |
0.6639 |
|
1.000 |
0.6609 |
|
0.618 |
0.6590 |
|
HIGH |
0.6560 |
|
0.618 |
0.6541 |
|
0.500 |
0.6536 |
|
0.382 |
0.6530 |
|
LOW |
0.6511 |
|
0.618 |
0.6481 |
|
1.000 |
0.6462 |
|
1.618 |
0.6432 |
|
2.618 |
0.6383 |
|
4.250 |
0.6303 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6536 |
0.6540 |
| PP |
0.6528 |
0.6530 |
| S1 |
0.6520 |
0.6521 |
|