CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6598 |
0.6586 |
-0.0013 |
-0.2% |
0.6578 |
| High |
0.6651 |
0.6593 |
-0.0058 |
-0.9% |
0.6651 |
| Low |
0.6577 |
0.6526 |
-0.0052 |
-0.8% |
0.6521 |
| Close |
0.6585 |
0.6531 |
-0.0054 |
-0.8% |
0.6531 |
| Range |
0.0074 |
0.0067 |
-0.0007 |
-8.8% |
0.0130 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
| Volume |
127,143 |
103,287 |
-23,856 |
-18.8% |
479,542 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6751 |
0.6708 |
0.6568 |
|
| R3 |
0.6684 |
0.6641 |
0.6549 |
|
| R2 |
0.6617 |
0.6617 |
0.6543 |
|
| R1 |
0.6574 |
0.6574 |
0.6537 |
0.6562 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6544 |
| S1 |
0.6507 |
0.6507 |
0.6525 |
0.6495 |
| S2 |
0.6483 |
0.6483 |
0.6519 |
|
| S3 |
0.6416 |
0.6440 |
0.6513 |
|
| S4 |
0.6349 |
0.6373 |
0.6494 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6956 |
0.6873 |
0.6602 |
|
| R3 |
0.6827 |
0.6744 |
0.6567 |
|
| R2 |
0.6697 |
0.6697 |
0.6555 |
|
| R1 |
0.6614 |
0.6614 |
0.6543 |
0.6591 |
| PP |
0.6568 |
0.6568 |
0.6568 |
0.6556 |
| S1 |
0.6485 |
0.6485 |
0.6519 |
0.6461 |
| S2 |
0.6438 |
0.6438 |
0.6507 |
|
| S3 |
0.6309 |
0.6355 |
0.6495 |
|
| S4 |
0.6179 |
0.6226 |
0.6460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6651 |
0.6521 |
0.0130 |
2.0% |
0.0060 |
0.9% |
8% |
False |
False |
95,908 |
| 10 |
0.6658 |
0.6521 |
0.0137 |
2.1% |
0.0051 |
0.8% |
7% |
False |
False |
89,291 |
| 20 |
0.6687 |
0.6498 |
0.0189 |
2.9% |
0.0049 |
0.8% |
18% |
False |
False |
46,593 |
| 40 |
0.6687 |
0.6468 |
0.0219 |
3.4% |
0.0049 |
0.7% |
29% |
False |
False |
23,422 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
15% |
False |
False |
15,651 |
| 80 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
15% |
False |
False |
11,761 |
| 100 |
0.6900 |
0.6382 |
0.0518 |
7.9% |
0.0044 |
0.7% |
29% |
False |
False |
9,412 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0041 |
0.6% |
34% |
False |
False |
7,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6877 |
|
2.618 |
0.6768 |
|
1.618 |
0.6701 |
|
1.000 |
0.6660 |
|
0.618 |
0.6634 |
|
HIGH |
0.6593 |
|
0.618 |
0.6567 |
|
0.500 |
0.6559 |
|
0.382 |
0.6551 |
|
LOW |
0.6526 |
|
0.618 |
0.6484 |
|
1.000 |
0.6459 |
|
1.618 |
0.6417 |
|
2.618 |
0.6350 |
|
4.250 |
0.6241 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6559 |
0.6588 |
| PP |
0.6550 |
0.6569 |
| S1 |
0.6540 |
0.6550 |
|