CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6565 |
0.6620 |
0.0055 |
0.8% |
0.6529 |
| High |
0.6627 |
0.6669 |
0.0043 |
0.6% |
0.6669 |
| Low |
0.6564 |
0.6615 |
0.0051 |
0.8% |
0.6480 |
| Close |
0.6624 |
0.6627 |
0.0004 |
0.1% |
0.6627 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-13.6% |
0.0190 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
| Volume |
105,545 |
115,462 |
9,917 |
9.4% |
517,299 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6799 |
0.6767 |
0.6657 |
|
| R3 |
0.6745 |
0.6713 |
0.6642 |
|
| R2 |
0.6691 |
0.6691 |
0.6637 |
|
| R1 |
0.6659 |
0.6659 |
0.6632 |
0.6675 |
| PP |
0.6637 |
0.6637 |
0.6637 |
0.6645 |
| S1 |
0.6605 |
0.6605 |
0.6622 |
0.6621 |
| S2 |
0.6583 |
0.6583 |
0.6617 |
|
| S3 |
0.6529 |
0.6551 |
0.6612 |
|
| S4 |
0.6475 |
0.6497 |
0.6597 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7160 |
0.7083 |
0.6731 |
|
| R3 |
0.6971 |
0.6894 |
0.6679 |
|
| R2 |
0.6781 |
0.6781 |
0.6662 |
|
| R1 |
0.6704 |
0.6704 |
0.6644 |
0.6743 |
| PP |
0.6592 |
0.6592 |
0.6592 |
0.6611 |
| S1 |
0.6515 |
0.6515 |
0.6610 |
0.6553 |
| S2 |
0.6402 |
0.6402 |
0.6592 |
|
| S3 |
0.6213 |
0.6325 |
0.6575 |
|
| S4 |
0.6023 |
0.6136 |
0.6523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0056 |
0.8% |
78% |
True |
False |
103,459 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0050 |
0.8% |
78% |
True |
False |
94,033 |
| 20 |
0.6669 |
0.6449 |
0.0220 |
3.3% |
0.0051 |
0.8% |
81% |
True |
False |
90,114 |
| 40 |
0.6749 |
0.6449 |
0.0300 |
4.5% |
0.0055 |
0.8% |
59% |
False |
False |
97,235 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.6% |
0.0058 |
0.9% |
41% |
False |
False |
92,514 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.1% |
0.0060 |
0.9% |
52% |
False |
False |
70,277 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
56% |
False |
False |
56,245 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
56% |
False |
False |
46,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6899 |
|
2.618 |
0.6810 |
|
1.618 |
0.6756 |
|
1.000 |
0.6723 |
|
0.618 |
0.6702 |
|
HIGH |
0.6669 |
|
0.618 |
0.6648 |
|
0.500 |
0.6642 |
|
0.382 |
0.6636 |
|
LOW |
0.6615 |
|
0.618 |
0.6582 |
|
1.000 |
0.6561 |
|
1.618 |
0.6528 |
|
2.618 |
0.6474 |
|
4.250 |
0.6386 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6642 |
0.6612 |
| PP |
0.6637 |
0.6597 |
| S1 |
0.6632 |
0.6582 |
|