CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6520 |
-0.0040 |
-0.6% |
0.6547 |
| High |
0.6560 |
0.6548 |
-0.0013 |
-0.2% |
0.6588 |
| Low |
0.6511 |
0.6520 |
0.0009 |
0.1% |
0.6516 |
| Close |
0.6512 |
0.6539 |
0.0027 |
0.4% |
0.6548 |
| Range |
0.0049 |
0.0028 |
-0.0022 |
-43.9% |
0.0072 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
29 |
22 |
-7 |
-24.1% |
193 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6618 |
0.6606 |
0.6554 |
|
| R3 |
0.6591 |
0.6579 |
0.6547 |
|
| R2 |
0.6563 |
0.6563 |
0.6544 |
|
| R1 |
0.6551 |
0.6551 |
0.6542 |
0.6557 |
| PP |
0.6536 |
0.6536 |
0.6536 |
0.6539 |
| S1 |
0.6524 |
0.6524 |
0.6536 |
0.6530 |
| S2 |
0.6508 |
0.6508 |
0.6534 |
|
| S3 |
0.6481 |
0.6496 |
0.6531 |
|
| S4 |
0.6453 |
0.6469 |
0.6524 |
|
|
| 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% |
37% |
False |
False |
44 |
| 10 |
0.6662 |
0.6511 |
0.0151 |
2.3% |
0.0049 |
0.7% |
19% |
False |
False |
51 |
| 20 |
0.6692 |
0.6511 |
0.0181 |
2.8% |
0.0040 |
0.6% |
15% |
False |
False |
64 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0028 |
0.4% |
28% |
False |
False |
35 |
| 60 |
0.6771 |
0.6480 |
0.0292 |
4.5% |
0.0026 |
0.4% |
20% |
False |
False |
25 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0025 |
0.4% |
15% |
False |
False |
20 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0021 |
0.3% |
31% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6664 |
|
2.618 |
0.6619 |
|
1.618 |
0.6592 |
|
1.000 |
0.6575 |
|
0.618 |
0.6564 |
|
HIGH |
0.6548 |
|
0.618 |
0.6537 |
|
0.500 |
0.6534 |
|
0.382 |
0.6531 |
|
LOW |
0.6520 |
|
0.618 |
0.6503 |
|
1.000 |
0.6493 |
|
1.618 |
0.6476 |
|
2.618 |
0.6448 |
|
4.250 |
0.6403 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6537 |
0.6540 |
| PP |
0.6536 |
0.6539 |
| S1 |
0.6534 |
0.6539 |
|