CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6520 |
0.6534 |
0.0014 |
0.2% |
0.6547 |
| High |
0.6548 |
0.6596 |
0.0049 |
0.7% |
0.6588 |
| Low |
0.6520 |
0.6534 |
0.0014 |
0.2% |
0.6516 |
| Close |
0.6539 |
0.6596 |
0.0057 |
0.9% |
0.6548 |
| Range |
0.0028 |
0.0062 |
0.0035 |
125.5% |
0.0072 |
| ATR |
0.0041 |
0.0042 |
0.0002 |
3.8% |
0.0000 |
| Volume |
22 |
242 |
220 |
1,000.0% |
193 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6741 |
0.6630 |
|
| R3 |
0.6699 |
0.6679 |
0.6613 |
|
| R2 |
0.6637 |
0.6637 |
0.6607 |
|
| R1 |
0.6617 |
0.6617 |
0.6602 |
0.6627 |
| PP |
0.6575 |
0.6575 |
0.6575 |
0.6581 |
| S1 |
0.6555 |
0.6555 |
0.6590 |
0.6565 |
| S2 |
0.6513 |
0.6513 |
0.6585 |
|
| S3 |
0.6451 |
0.6493 |
0.6579 |
|
| S4 |
0.6389 |
0.6431 |
0.6562 |
|
|
| 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 |
0.6596 |
0.6511 |
0.0085 |
1.3% |
0.0041 |
0.6% |
100% |
True |
False |
83 |
| 10 |
0.6662 |
0.6511 |
0.0151 |
2.3% |
0.0047 |
0.7% |
56% |
False |
False |
67 |
| 20 |
0.6692 |
0.6511 |
0.0181 |
2.7% |
0.0042 |
0.6% |
47% |
False |
False |
76 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0029 |
0.4% |
55% |
False |
False |
41 |
| 60 |
0.6759 |
0.6480 |
0.0280 |
4.2% |
0.0025 |
0.4% |
42% |
False |
False |
28 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0026 |
0.4% |
29% |
False |
False |
23 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0021 |
0.3% |
42% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6860 |
|
2.618 |
0.6758 |
|
1.618 |
0.6696 |
|
1.000 |
0.6658 |
|
0.618 |
0.6634 |
|
HIGH |
0.6596 |
|
0.618 |
0.6572 |
|
0.500 |
0.6565 |
|
0.382 |
0.6558 |
|
LOW |
0.6534 |
|
0.618 |
0.6496 |
|
1.000 |
0.6472 |
|
1.618 |
0.6434 |
|
2.618 |
0.6372 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6582 |
| PP |
0.6575 |
0.6568 |
| S1 |
0.6565 |
0.6554 |
|