CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6706 |
0.6704 |
-0.0002 |
0.0% |
0.6722 |
| High |
0.6706 |
0.6718 |
0.0012 |
0.2% |
0.6731 |
| Low |
0.6706 |
0.6704 |
-0.0002 |
0.0% |
0.6651 |
| Close |
0.6706 |
0.6718 |
0.0012 |
0.2% |
0.6706 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0081 |
| ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
9 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6755 |
0.6751 |
0.6726 |
|
| R3 |
0.6741 |
0.6737 |
0.6722 |
|
| R2 |
0.6727 |
0.6727 |
0.6721 |
|
| R1 |
0.6723 |
0.6723 |
0.6719 |
0.6725 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6715 |
| S1 |
0.6709 |
0.6709 |
0.6717 |
0.6711 |
| S2 |
0.6699 |
0.6699 |
0.6715 |
|
| S3 |
0.6685 |
0.6695 |
0.6714 |
|
| S4 |
0.6671 |
0.6681 |
0.6710 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6937 |
0.6902 |
0.6750 |
|
| R3 |
0.6857 |
0.6822 |
0.6728 |
|
| R2 |
0.6776 |
0.6776 |
0.6721 |
|
| R1 |
0.6741 |
0.6741 |
0.6713 |
0.6719 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6685 |
| S1 |
0.6661 |
0.6661 |
0.6699 |
0.6638 |
| S2 |
0.6615 |
0.6615 |
0.6691 |
|
| S3 |
0.6535 |
0.6580 |
0.6684 |
|
| S4 |
0.6454 |
0.6500 |
0.6662 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6778 |
|
2.618 |
0.6755 |
|
1.618 |
0.6741 |
|
1.000 |
0.6732 |
|
0.618 |
0.6727 |
|
HIGH |
0.6718 |
|
0.618 |
0.6713 |
|
0.500 |
0.6711 |
|
0.382 |
0.6709 |
|
LOW |
0.6704 |
|
0.618 |
0.6695 |
|
1.000 |
0.6690 |
|
1.618 |
0.6681 |
|
2.618 |
0.6667 |
|
4.250 |
0.6645 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6716 |
0.6709 |
| PP |
0.6713 |
0.6699 |
| S1 |
0.6711 |
0.6690 |
|