CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6468 |
0.6492 |
0.0024 |
0.4% |
0.6462 |
| High |
0.6472 |
0.6522 |
0.0051 |
0.8% |
0.6519 |
| Low |
0.6468 |
0.6488 |
0.0020 |
0.3% |
0.6462 |
| Close |
0.6472 |
0.6522 |
0.0051 |
0.8% |
0.6467 |
| Range |
0.0004 |
0.0035 |
0.0031 |
885.7% |
0.0057 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
4.5% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
64 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6614 |
0.6603 |
0.6541 |
|
| R3 |
0.6580 |
0.6568 |
0.6531 |
|
| R2 |
0.6545 |
0.6545 |
0.6528 |
|
| R1 |
0.6534 |
0.6534 |
0.6525 |
0.6539 |
| PP |
0.6511 |
0.6511 |
0.6511 |
0.6513 |
| S1 |
0.6499 |
0.6499 |
0.6519 |
0.6505 |
| S2 |
0.6476 |
0.6476 |
0.6516 |
|
| S3 |
0.6442 |
0.6465 |
0.6513 |
|
| S4 |
0.6407 |
0.6430 |
0.6503 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6653 |
0.6617 |
0.6498 |
|
| R3 |
0.6596 |
0.6560 |
0.6483 |
|
| R2 |
0.6539 |
0.6539 |
0.6477 |
|
| R1 |
0.6503 |
0.6503 |
0.6472 |
0.6521 |
| PP |
0.6482 |
0.6482 |
0.6482 |
0.6491 |
| S1 |
0.6446 |
0.6446 |
0.6462 |
0.6464 |
| S2 |
0.6425 |
0.6425 |
0.6457 |
|
| S3 |
0.6368 |
0.6389 |
0.6451 |
|
| S4 |
0.6311 |
0.6332 |
0.6436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6522 |
0.6462 |
0.0061 |
0.9% |
0.0021 |
0.3% |
100% |
True |
False |
13 |
| 10 |
0.6522 |
0.6430 |
0.0093 |
1.4% |
0.0014 |
0.2% |
100% |
True |
False |
7 |
| 20 |
0.6663 |
0.6430 |
0.0233 |
3.6% |
0.0015 |
0.2% |
40% |
False |
False |
4 |
| 40 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0015 |
0.2% |
18% |
False |
False |
2 |
| 60 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0013 |
0.2% |
18% |
False |
False |
2 |
| 80 |
0.6938 |
0.6430 |
0.0509 |
7.8% |
0.0012 |
0.2% |
18% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6669 |
|
2.618 |
0.6612 |
|
1.618 |
0.6578 |
|
1.000 |
0.6557 |
|
0.618 |
0.6543 |
|
HIGH |
0.6522 |
|
0.618 |
0.6509 |
|
0.500 |
0.6505 |
|
0.382 |
0.6501 |
|
LOW |
0.6488 |
|
0.618 |
0.6466 |
|
1.000 |
0.6453 |
|
1.618 |
0.6432 |
|
2.618 |
0.6397 |
|
4.250 |
0.6341 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6516 |
0.6512 |
| PP |
0.6511 |
0.6502 |
| S1 |
0.6505 |
0.6492 |
|