CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6565 |
0.6586 |
0.0021 |
0.3% |
0.6700 |
| High |
0.6587 |
0.6613 |
0.0027 |
0.4% |
0.6718 |
| Low |
0.6538 |
0.6577 |
0.0040 |
0.6% |
0.6538 |
| Close |
0.6572 |
0.6608 |
0.0036 |
0.5% |
0.6608 |
| Range |
0.0049 |
0.0036 |
-0.0013 |
-26.5% |
0.0180 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
104,028 |
81,999 |
-22,029 |
-21.2% |
495,270 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6693 |
0.6627 |
|
| R3 |
0.6671 |
0.6657 |
0.6617 |
|
| R2 |
0.6635 |
0.6635 |
0.6614 |
|
| R1 |
0.6621 |
0.6621 |
0.6611 |
0.6628 |
| PP |
0.6599 |
0.6599 |
0.6599 |
0.6603 |
| S1 |
0.6585 |
0.6585 |
0.6604 |
0.6592 |
| S2 |
0.6563 |
0.6563 |
0.6601 |
|
| S3 |
0.6527 |
0.6549 |
0.6598 |
|
| S4 |
0.6491 |
0.6513 |
0.6588 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7161 |
0.7064 |
0.6707 |
|
| R3 |
0.6981 |
0.6884 |
0.6657 |
|
| R2 |
0.6801 |
0.6801 |
0.6641 |
|
| R1 |
0.6704 |
0.6704 |
0.6624 |
0.6663 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6600 |
| S1 |
0.6524 |
0.6524 |
0.6591 |
0.6483 |
| S2 |
0.6441 |
0.6441 |
0.6575 |
|
| S3 |
0.6261 |
0.6344 |
0.6558 |
|
| S4 |
0.6081 |
0.6164 |
0.6509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6742 |
0.6538 |
0.0205 |
3.1% |
0.0067 |
1.0% |
34% |
False |
False |
118,745 |
| 10 |
0.6763 |
0.6538 |
0.0225 |
3.4% |
0.0068 |
1.0% |
31% |
False |
False |
107,170 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0063 |
0.9% |
20% |
False |
False |
93,946 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
20% |
False |
False |
61,107 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
52% |
False |
False |
40,801 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
52% |
False |
False |
30,615 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0055 |
0.8% |
52% |
False |
False |
24,494 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
52% |
False |
False |
20,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6766 |
|
2.618 |
0.6707 |
|
1.618 |
0.6671 |
|
1.000 |
0.6649 |
|
0.618 |
0.6635 |
|
HIGH |
0.6613 |
|
0.618 |
0.6599 |
|
0.500 |
0.6595 |
|
0.382 |
0.6591 |
|
LOW |
0.6577 |
|
0.618 |
0.6555 |
|
1.000 |
0.6541 |
|
1.618 |
0.6519 |
|
2.618 |
0.6483 |
|
4.250 |
0.6424 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6603 |
0.6597 |
| PP |
0.6599 |
0.6586 |
| S1 |
0.6595 |
0.6575 |
|