CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6595 |
0.6617 |
0.0022 |
0.3% |
0.6560 |
| High |
0.6647 |
0.6620 |
-0.0027 |
-0.4% |
0.6647 |
| Low |
0.6595 |
0.6579 |
-0.0017 |
-0.3% |
0.6511 |
| Close |
0.6628 |
0.6610 |
-0.0019 |
-0.3% |
0.6610 |
| Range |
0.0052 |
0.0042 |
-0.0010 |
-19.4% |
0.0136 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
1.1% |
0.0000 |
| Volume |
86 |
68 |
-18 |
-20.9% |
447 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6727 |
0.6710 |
0.6632 |
|
| R3 |
0.6686 |
0.6668 |
0.6621 |
|
| R2 |
0.6644 |
0.6644 |
0.6617 |
|
| R1 |
0.6627 |
0.6627 |
0.6613 |
0.6615 |
| PP |
0.6603 |
0.6603 |
0.6603 |
0.6597 |
| S1 |
0.6585 |
0.6585 |
0.6606 |
0.6573 |
| S2 |
0.6561 |
0.6561 |
0.6602 |
|
| S3 |
0.6520 |
0.6544 |
0.6598 |
|
| S4 |
0.6478 |
0.6502 |
0.6587 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6996 |
0.6938 |
0.6684 |
|
| R3 |
0.6860 |
0.6803 |
0.6647 |
|
| R2 |
0.6725 |
0.6725 |
0.6634 |
|
| R1 |
0.6667 |
0.6667 |
0.6622 |
0.6696 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6603 |
| S1 |
0.6532 |
0.6532 |
0.6597 |
0.6560 |
| S2 |
0.6454 |
0.6454 |
0.6585 |
|
| S3 |
0.6318 |
0.6396 |
0.6572 |
|
| S4 |
0.6183 |
0.6261 |
0.6535 |
|
|
| 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 |
2.1% |
0.0046 |
0.7% |
73% |
False |
False |
89 |
| 10 |
0.6647 |
0.6511 |
0.0136 |
2.1% |
0.0042 |
0.6% |
73% |
False |
False |
67 |
| 20 |
0.6692 |
0.6511 |
0.0181 |
2.7% |
0.0043 |
0.6% |
54% |
False |
False |
83 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0030 |
0.5% |
61% |
False |
False |
44 |
| 60 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0027 |
0.4% |
49% |
False |
False |
30 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0026 |
0.4% |
32% |
False |
False |
25 |
| 100 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0022 |
0.3% |
45% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6796 |
|
2.618 |
0.6729 |
|
1.618 |
0.6687 |
|
1.000 |
0.6662 |
|
0.618 |
0.6646 |
|
HIGH |
0.6620 |
|
0.618 |
0.6604 |
|
0.500 |
0.6599 |
|
0.382 |
0.6594 |
|
LOW |
0.6579 |
|
0.618 |
0.6553 |
|
1.000 |
0.6537 |
|
1.618 |
0.6511 |
|
2.618 |
0.6470 |
|
4.250 |
0.6402 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6606 |
0.6603 |
| PP |
0.6603 |
0.6597 |
| S1 |
0.6599 |
0.6590 |
|