CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6780 |
0.6746 |
-0.0034 |
-0.5% |
0.6819 |
| High |
0.6787 |
0.6775 |
-0.0012 |
-0.2% |
0.6888 |
| Low |
0.6719 |
0.6712 |
-0.0007 |
-0.1% |
0.6798 |
| Close |
0.6746 |
0.6719 |
-0.0028 |
-0.4% |
0.6831 |
| Range |
0.0069 |
0.0063 |
-0.0006 |
-8.0% |
0.0090 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
102,159 |
76,089 |
-26,070 |
-25.5% |
263,718 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6884 |
0.6753 |
|
| R3 |
0.6861 |
0.6821 |
0.6736 |
|
| R2 |
0.6798 |
0.6798 |
0.6730 |
|
| R1 |
0.6758 |
0.6758 |
0.6724 |
0.6747 |
| PP |
0.6735 |
0.6735 |
0.6735 |
0.6729 |
| S1 |
0.6695 |
0.6695 |
0.6713 |
0.6684 |
| S2 |
0.6672 |
0.6672 |
0.6707 |
|
| S3 |
0.6609 |
0.6632 |
0.6701 |
|
| S4 |
0.6546 |
0.6569 |
0.6684 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7109 |
0.7060 |
0.6880 |
|
| R3 |
0.7019 |
0.6970 |
0.6855 |
|
| R2 |
0.6929 |
0.6929 |
0.6847 |
|
| R1 |
0.6880 |
0.6880 |
0.6839 |
0.6904 |
| PP |
0.6839 |
0.6839 |
0.6839 |
0.6851 |
| S1 |
0.6790 |
0.6790 |
0.6822 |
0.6814 |
| S2 |
0.6749 |
0.6749 |
0.6814 |
|
| S3 |
0.6659 |
0.6700 |
0.6806 |
|
| S4 |
0.6569 |
0.6610 |
0.6781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6888 |
0.6712 |
0.0176 |
2.6% |
0.0065 |
1.0% |
4% |
False |
True |
89,307 |
| 10 |
0.6888 |
0.6712 |
0.0176 |
2.6% |
0.0057 |
0.8% |
4% |
False |
True |
80,722 |
| 20 |
0.6888 |
0.6546 |
0.0342 |
5.1% |
0.0063 |
0.9% |
51% |
False |
False |
67,985 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
8.0% |
0.0064 |
1.0% |
69% |
False |
False |
34,382 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0061 |
0.9% |
71% |
False |
False |
22,952 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0057 |
0.9% |
71% |
False |
False |
17,221 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0050 |
0.7% |
71% |
False |
False |
13,777 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0044 |
0.7% |
71% |
False |
False |
11,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7043 |
|
2.618 |
0.6940 |
|
1.618 |
0.6877 |
|
1.000 |
0.6838 |
|
0.618 |
0.6814 |
|
HIGH |
0.6775 |
|
0.618 |
0.6751 |
|
0.500 |
0.6744 |
|
0.382 |
0.6736 |
|
LOW |
0.6712 |
|
0.618 |
0.6673 |
|
1.000 |
0.6649 |
|
1.618 |
0.6610 |
|
2.618 |
0.6547 |
|
4.250 |
0.6444 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6744 |
0.6784 |
| PP |
0.6735 |
0.6762 |
| S1 |
0.6727 |
0.6740 |
|