CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6546 |
0.6531 |
-0.0016 |
-0.2% |
0.6589 |
| High |
0.6549 |
0.6541 |
-0.0008 |
-0.1% |
0.6589 |
| Low |
0.6529 |
0.6498 |
-0.0031 |
-0.5% |
0.6510 |
| Close |
0.6531 |
0.6524 |
-0.0007 |
-0.1% |
0.6552 |
| Range |
0.0021 |
0.0043 |
0.0023 |
109.8% |
0.0079 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,302 |
13,838 |
11,536 |
501.1% |
3,549 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6650 |
0.6630 |
0.6548 |
|
| R3 |
0.6607 |
0.6587 |
0.6536 |
|
| R2 |
0.6564 |
0.6564 |
0.6532 |
|
| R1 |
0.6544 |
0.6544 |
0.6528 |
0.6533 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6515 |
| S1 |
0.6501 |
0.6501 |
0.6520 |
0.6490 |
| S2 |
0.6478 |
0.6478 |
0.6516 |
|
| S3 |
0.6435 |
0.6458 |
0.6512 |
|
| S4 |
0.6392 |
0.6415 |
0.6500 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6787 |
0.6748 |
0.6595 |
|
| R3 |
0.6708 |
0.6669 |
0.6573 |
|
| R2 |
0.6629 |
0.6629 |
0.6566 |
|
| R1 |
0.6590 |
0.6590 |
0.6559 |
0.6570 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6540 |
| S1 |
0.6511 |
0.6511 |
0.6544 |
0.6491 |
| S2 |
0.6471 |
0.6471 |
0.6537 |
|
| S3 |
0.6392 |
0.6432 |
0.6530 |
|
| S4 |
0.6313 |
0.6353 |
0.6508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6569 |
0.6498 |
0.0071 |
1.1% |
0.0041 |
0.6% |
37% |
False |
True |
3,783 |
| 10 |
0.6617 |
0.6498 |
0.0119 |
1.8% |
0.0038 |
0.6% |
22% |
False |
True |
2,119 |
| 20 |
0.6617 |
0.6468 |
0.0149 |
2.3% |
0.0042 |
0.6% |
38% |
False |
False |
1,151 |
| 40 |
0.6762 |
0.6468 |
0.0295 |
4.5% |
0.0046 |
0.7% |
19% |
False |
False |
656 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
13% |
False |
False |
469 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.9% |
0.0045 |
0.7% |
27% |
False |
False |
361 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
32% |
False |
False |
291 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
32% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6724 |
|
2.618 |
0.6654 |
|
1.618 |
0.6611 |
|
1.000 |
0.6584 |
|
0.618 |
0.6568 |
|
HIGH |
0.6541 |
|
0.618 |
0.6525 |
|
0.500 |
0.6520 |
|
0.382 |
0.6514 |
|
LOW |
0.6498 |
|
0.618 |
0.6471 |
|
1.000 |
0.6455 |
|
1.618 |
0.6428 |
|
2.618 |
0.6385 |
|
4.250 |
0.6315 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6523 |
0.6526 |
| PP |
0.6521 |
0.6526 |
| S1 |
0.6520 |
0.6525 |
|