CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6356 |
0.6367 |
0.0011 |
0.2% |
0.6352 |
| High |
0.6394 |
0.6410 |
0.0016 |
0.3% |
0.6426 |
| Low |
0.6355 |
0.6363 |
0.0009 |
0.1% |
0.6300 |
| Close |
0.6364 |
0.6404 |
0.0040 |
0.6% |
0.6364 |
| Range |
0.0040 |
0.0047 |
0.0008 |
19.0% |
0.0126 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
46 |
57 |
11 |
23.9% |
514 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6533 |
0.6516 |
0.6430 |
|
| R3 |
0.6486 |
0.6469 |
0.6417 |
|
| R2 |
0.6439 |
0.6439 |
0.6413 |
|
| R1 |
0.6422 |
0.6422 |
0.6408 |
0.6431 |
| PP |
0.6392 |
0.6392 |
0.6392 |
0.6397 |
| S1 |
0.6375 |
0.6375 |
0.6400 |
0.6384 |
| S2 |
0.6345 |
0.6345 |
0.6395 |
|
| S3 |
0.6298 |
0.6328 |
0.6391 |
|
| S4 |
0.6251 |
0.6281 |
0.6378 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6740 |
0.6677 |
0.6433 |
|
| R3 |
0.6614 |
0.6552 |
0.6399 |
|
| R2 |
0.6489 |
0.6489 |
0.6387 |
|
| R1 |
0.6426 |
0.6426 |
0.6376 |
0.6458 |
| PP |
0.6363 |
0.6363 |
0.6363 |
0.6379 |
| S1 |
0.6301 |
0.6301 |
0.6352 |
0.6332 |
| S2 |
0.6238 |
0.6238 |
0.6341 |
|
| S3 |
0.6112 |
0.6175 |
0.6329 |
|
| S4 |
0.5987 |
0.6050 |
0.6295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0055 |
0.9% |
83% |
False |
False |
92 |
| 10 |
0.6426 |
0.6300 |
0.0126 |
2.0% |
0.0050 |
0.8% |
83% |
False |
False |
89 |
| 20 |
0.6479 |
0.6300 |
0.0179 |
2.8% |
0.0054 |
0.8% |
58% |
False |
False |
75 |
| 40 |
0.6550 |
0.6300 |
0.0250 |
3.9% |
0.0046 |
0.7% |
42% |
False |
False |
44 |
| 60 |
0.6621 |
0.6300 |
0.0321 |
5.0% |
0.0036 |
0.6% |
32% |
False |
False |
31 |
| 80 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0031 |
0.5% |
16% |
False |
False |
23 |
| 100 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0027 |
0.4% |
16% |
False |
False |
19 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
10.0% |
0.0024 |
0.4% |
16% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6610 |
|
2.618 |
0.6533 |
|
1.618 |
0.6486 |
|
1.000 |
0.6457 |
|
0.618 |
0.6439 |
|
HIGH |
0.6410 |
|
0.618 |
0.6392 |
|
0.500 |
0.6387 |
|
0.382 |
0.6381 |
|
LOW |
0.6363 |
|
0.618 |
0.6334 |
|
1.000 |
0.6316 |
|
1.618 |
0.6287 |
|
2.618 |
0.6240 |
|
4.250 |
0.6163 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6398 |
0.6388 |
| PP |
0.6392 |
0.6371 |
| S1 |
0.6387 |
0.6355 |
|