CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6586 |
0.6609 |
0.0023 |
0.3% |
0.6700 |
| High |
0.6613 |
0.6626 |
0.0013 |
0.2% |
0.6718 |
| Low |
0.6577 |
0.6578 |
0.0001 |
0.0% |
0.6538 |
| Close |
0.6608 |
0.6584 |
-0.0024 |
-0.4% |
0.6608 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0180 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
81,999 |
67,575 |
-14,424 |
-17.6% |
495,270 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6740 |
0.6710 |
0.6610 |
|
| R3 |
0.6692 |
0.6662 |
0.6597 |
|
| R2 |
0.6644 |
0.6644 |
0.6592 |
|
| R1 |
0.6614 |
0.6614 |
0.6588 |
0.6605 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6591 |
| S1 |
0.6566 |
0.6566 |
0.6579 |
0.6557 |
| S2 |
0.6548 |
0.6548 |
0.6575 |
|
| S3 |
0.6500 |
0.6518 |
0.6570 |
|
| S4 |
0.6452 |
0.6470 |
0.6557 |
|
|
| 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 |
0.6718 |
0.6538 |
0.0180 |
2.7% |
0.0066 |
1.0% |
26% |
False |
False |
112,569 |
| 10 |
0.6749 |
0.6538 |
0.0212 |
3.2% |
0.0062 |
0.9% |
22% |
False |
False |
101,361 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0062 |
0.9% |
13% |
False |
False |
92,587 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0064 |
1.0% |
13% |
False |
False |
62,787 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0064 |
1.0% |
48% |
False |
False |
41,926 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0062 |
0.9% |
48% |
False |
False |
31,459 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0056 |
0.8% |
48% |
False |
False |
25,169 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
48% |
False |
False |
20,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6830 |
|
2.618 |
0.6751 |
|
1.618 |
0.6703 |
|
1.000 |
0.6674 |
|
0.618 |
0.6655 |
|
HIGH |
0.6626 |
|
0.618 |
0.6607 |
|
0.500 |
0.6602 |
|
0.382 |
0.6596 |
|
LOW |
0.6578 |
|
0.618 |
0.6548 |
|
1.000 |
0.6530 |
|
1.618 |
0.6500 |
|
2.618 |
0.6452 |
|
4.250 |
0.6374 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6583 |
| PP |
0.6596 |
0.6582 |
| S1 |
0.6590 |
0.6582 |
|