CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6701 |
0.6700 |
-0.0001 |
0.0% |
0.6728 |
| High |
0.6742 |
0.6718 |
-0.0025 |
-0.4% |
0.6749 |
| Low |
0.6691 |
0.6589 |
-0.0102 |
-1.5% |
0.6660 |
| Close |
0.6701 |
0.6598 |
-0.0103 |
-1.5% |
0.6701 |
| Range |
0.0051 |
0.0129 |
0.0078 |
152.0% |
0.0089 |
| ATR |
0.0063 |
0.0068 |
0.0005 |
7.3% |
0.0000 |
| Volume |
98,456 |
187,887 |
89,431 |
90.8% |
450,768 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7020 |
0.6937 |
0.6668 |
|
| R3 |
0.6892 |
0.6809 |
0.6633 |
|
| R2 |
0.6763 |
0.6763 |
0.6621 |
|
| R1 |
0.6680 |
0.6680 |
0.6609 |
0.6658 |
| PP |
0.6635 |
0.6635 |
0.6635 |
0.6623 |
| S1 |
0.6552 |
0.6552 |
0.6586 |
0.6529 |
| S2 |
0.6506 |
0.6506 |
0.6574 |
|
| S3 |
0.6378 |
0.6423 |
0.6562 |
|
| S4 |
0.6249 |
0.6295 |
0.6527 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6924 |
0.6749 |
|
| R3 |
0.6881 |
0.6835 |
0.6725 |
|
| R2 |
0.6792 |
0.6792 |
0.6717 |
|
| R1 |
0.6746 |
0.6746 |
0.6709 |
0.6725 |
| PP |
0.6703 |
0.6703 |
0.6703 |
0.6692 |
| S1 |
0.6657 |
0.6657 |
0.6692 |
0.6636 |
| S2 |
0.6614 |
0.6614 |
0.6684 |
|
| S3 |
0.6525 |
0.6568 |
0.6676 |
|
| S4 |
0.6436 |
0.6479 |
0.6652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6749 |
0.6589 |
0.0160 |
2.4% |
0.0073 |
1.1% |
5% |
False |
True |
110,574 |
| 10 |
0.6856 |
0.6589 |
0.0267 |
4.0% |
0.0074 |
1.1% |
3% |
False |
True |
103,561 |
| 20 |
0.6888 |
0.6589 |
0.0299 |
4.5% |
0.0064 |
1.0% |
3% |
False |
True |
90,746 |
| 40 |
0.6888 |
0.6476 |
0.0412 |
6.2% |
0.0065 |
1.0% |
30% |
False |
False |
53,444 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
51% |
False |
False |
35,683 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
51% |
False |
False |
26,773 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0054 |
0.8% |
51% |
False |
False |
21,420 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0048 |
0.7% |
51% |
False |
False |
17,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7264 |
|
2.618 |
0.7054 |
|
1.618 |
0.6925 |
|
1.000 |
0.6846 |
|
0.618 |
0.6797 |
|
HIGH |
0.6718 |
|
0.618 |
0.6668 |
|
0.500 |
0.6653 |
|
0.382 |
0.6638 |
|
LOW |
0.6589 |
|
0.618 |
0.6510 |
|
1.000 |
0.6461 |
|
1.618 |
0.6381 |
|
2.618 |
0.6253 |
|
4.250 |
0.6043 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6653 |
0.6669 |
| PP |
0.6635 |
0.6645 |
| S1 |
0.6616 |
0.6621 |
|