CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6470 |
0.6401 |
-0.0069 |
-1.1% |
0.6472 |
| High |
0.6470 |
0.6401 |
-0.0069 |
-1.1% |
0.6535 |
| Low |
0.6403 |
0.6329 |
-0.0074 |
-1.1% |
0.6392 |
| Close |
0.6403 |
0.6342 |
-0.0061 |
-0.9% |
0.6475 |
| Range |
0.0068 |
0.0072 |
0.0005 |
6.7% |
0.0143 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.6% |
0.0000 |
| Volume |
29 |
64 |
35 |
120.7% |
82 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6573 |
0.6530 |
0.6382 |
|
| R3 |
0.6501 |
0.6458 |
0.6362 |
|
| R2 |
0.6429 |
0.6429 |
0.6355 |
|
| R1 |
0.6386 |
0.6386 |
0.6349 |
0.6372 |
| PP |
0.6357 |
0.6357 |
0.6357 |
0.6350 |
| S1 |
0.6314 |
0.6314 |
0.6335 |
0.6300 |
| S2 |
0.6285 |
0.6285 |
0.6329 |
|
| S3 |
0.6213 |
0.6242 |
0.6322 |
|
| S4 |
0.6141 |
0.6170 |
0.6302 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6896 |
0.6829 |
0.6554 |
|
| R3 |
0.6753 |
0.6686 |
0.6514 |
|
| R2 |
0.6610 |
0.6610 |
0.6501 |
|
| R1 |
0.6543 |
0.6543 |
0.6488 |
0.6576 |
| PP |
0.6467 |
0.6467 |
0.6467 |
0.6484 |
| S1 |
0.6400 |
0.6400 |
0.6462 |
0.6433 |
| S2 |
0.6324 |
0.6324 |
0.6449 |
|
| S3 |
0.6181 |
0.6257 |
0.6436 |
|
| S4 |
0.6038 |
0.6114 |
0.6396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6535 |
0.6329 |
0.0206 |
3.2% |
0.0059 |
0.9% |
6% |
False |
True |
30 |
| 10 |
0.6550 |
0.6329 |
0.0221 |
3.5% |
0.0053 |
0.8% |
6% |
False |
True |
23 |
| 20 |
0.6550 |
0.6329 |
0.0221 |
3.5% |
0.0037 |
0.6% |
6% |
False |
True |
16 |
| 40 |
0.6586 |
0.6329 |
0.0257 |
4.0% |
0.0028 |
0.4% |
5% |
False |
True |
10 |
| 60 |
0.6938 |
0.6329 |
0.0609 |
9.6% |
0.0024 |
0.4% |
2% |
False |
True |
7 |
| 80 |
0.6938 |
0.6329 |
0.0609 |
9.6% |
0.0021 |
0.3% |
2% |
False |
True |
5 |
| 100 |
0.6938 |
0.6329 |
0.0609 |
9.6% |
0.0019 |
0.3% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6707 |
|
2.618 |
0.6589 |
|
1.618 |
0.6517 |
|
1.000 |
0.6473 |
|
0.618 |
0.6445 |
|
HIGH |
0.6401 |
|
0.618 |
0.6373 |
|
0.500 |
0.6365 |
|
0.382 |
0.6357 |
|
LOW |
0.6329 |
|
0.618 |
0.6285 |
|
1.000 |
0.6257 |
|
1.618 |
0.6213 |
|
2.618 |
0.6141 |
|
4.250 |
0.6023 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6365 |
0.6432 |
| PP |
0.6357 |
0.6402 |
| S1 |
0.6350 |
0.6372 |
|