CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6534 |
0.6595 |
0.0061 |
0.9% |
0.6547 |
| High |
0.6596 |
0.6647 |
0.0051 |
0.8% |
0.6588 |
| Low |
0.6534 |
0.6595 |
0.0061 |
0.9% |
0.6516 |
| Close |
0.6596 |
0.6628 |
0.0032 |
0.5% |
0.6548 |
| Range |
0.0062 |
0.0052 |
-0.0011 |
-16.9% |
0.0072 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.6% |
0.0000 |
| Volume |
242 |
86 |
-156 |
-64.5% |
193 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6778 |
0.6754 |
0.6656 |
|
| R3 |
0.6726 |
0.6703 |
0.6642 |
|
| R2 |
0.6675 |
0.6675 |
0.6637 |
|
| R1 |
0.6651 |
0.6651 |
0.6633 |
0.6663 |
| PP |
0.6623 |
0.6623 |
0.6623 |
0.6629 |
| S1 |
0.6600 |
0.6600 |
0.6623 |
0.6612 |
| S2 |
0.6572 |
0.6572 |
0.6619 |
|
| S3 |
0.6520 |
0.6548 |
0.6614 |
|
| S4 |
0.6469 |
0.6497 |
0.6600 |
|
|
| 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 |
0.6647 |
0.6511 |
0.0136 |
2.0% |
0.0049 |
0.7% |
86% |
True |
False |
92 |
| 10 |
0.6662 |
0.6511 |
0.0151 |
2.3% |
0.0045 |
0.7% |
77% |
False |
False |
67 |
| 20 |
0.6692 |
0.6511 |
0.0181 |
2.7% |
0.0042 |
0.6% |
65% |
False |
False |
80 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0029 |
0.4% |
70% |
False |
False |
42 |
| 60 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0026 |
0.4% |
56% |
False |
False |
29 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0026 |
0.4% |
37% |
False |
False |
24 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.4% |
0.0022 |
0.3% |
49% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6865 |
|
2.618 |
0.6781 |
|
1.618 |
0.6730 |
|
1.000 |
0.6698 |
|
0.618 |
0.6678 |
|
HIGH |
0.6647 |
|
0.618 |
0.6627 |
|
0.500 |
0.6621 |
|
0.382 |
0.6615 |
|
LOW |
0.6595 |
|
0.618 |
0.6563 |
|
1.000 |
0.6544 |
|
1.618 |
0.6512 |
|
2.618 |
0.6460 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6626 |
0.6613 |
| PP |
0.6623 |
0.6598 |
| S1 |
0.6621 |
0.6583 |
|