CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6728 |
0.6734 |
0.0007 |
0.1% |
0.6824 |
| High |
0.6749 |
0.6749 |
0.0000 |
0.0% |
0.6856 |
| Low |
0.6692 |
0.6692 |
-0.0001 |
0.0% |
0.6655 |
| Close |
0.6738 |
0.6698 |
-0.0040 |
-0.6% |
0.6729 |
| Range |
0.0057 |
0.0058 |
0.0001 |
0.9% |
0.0201 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
85,783 |
80,533 |
-5,250 |
-6.1% |
396,958 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6885 |
0.6849 |
0.6730 |
|
| R3 |
0.6828 |
0.6792 |
0.6714 |
|
| R2 |
0.6770 |
0.6770 |
0.6709 |
|
| R1 |
0.6734 |
0.6734 |
0.6703 |
0.6724 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6708 |
| S1 |
0.6677 |
0.6677 |
0.6693 |
0.6666 |
| S2 |
0.6655 |
0.6655 |
0.6687 |
|
| S3 |
0.6598 |
0.6619 |
0.6682 |
|
| S4 |
0.6540 |
0.6562 |
0.6666 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7239 |
0.6839 |
|
| R3 |
0.7147 |
0.7038 |
0.6784 |
|
| R2 |
0.6947 |
0.6947 |
0.6765 |
|
| R1 |
0.6838 |
0.6838 |
0.6747 |
0.6792 |
| PP |
0.6746 |
0.6746 |
0.6746 |
0.6724 |
| S1 |
0.6637 |
0.6637 |
0.6710 |
0.6592 |
| S2 |
0.6546 |
0.6546 |
0.6692 |
|
| S3 |
0.6345 |
0.6437 |
0.6673 |
|
| S4 |
0.6145 |
0.6236 |
0.6618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6787 |
0.6655 |
0.0132 |
2.0% |
0.0071 |
1.1% |
33% |
False |
False |
94,045 |
| 10 |
0.6888 |
0.6655 |
0.0233 |
3.5% |
0.0061 |
0.9% |
18% |
False |
False |
82,699 |
| 20 |
0.6888 |
0.6559 |
0.0329 |
4.9% |
0.0064 |
1.0% |
42% |
False |
False |
81,138 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0065 |
1.0% |
65% |
False |
False |
41,666 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0061 |
0.9% |
68% |
False |
False |
27,815 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0059 |
0.9% |
68% |
False |
False |
20,870 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0051 |
0.8% |
68% |
False |
False |
16,697 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.8% |
0.0046 |
0.7% |
68% |
False |
False |
13,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6993 |
|
2.618 |
0.6900 |
|
1.618 |
0.6842 |
|
1.000 |
0.6807 |
|
0.618 |
0.6785 |
|
HIGH |
0.6749 |
|
0.618 |
0.6727 |
|
0.500 |
0.6720 |
|
0.382 |
0.6713 |
|
LOW |
0.6692 |
|
0.618 |
0.6656 |
|
1.000 |
0.6634 |
|
1.618 |
0.6598 |
|
2.618 |
0.6541 |
|
4.250 |
0.6447 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6720 |
0.6709 |
| PP |
0.6713 |
0.6705 |
| S1 |
0.6705 |
0.6702 |
|