CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6591 |
0.6587 |
-0.0005 |
-0.1% |
0.6700 |
| High |
0.6631 |
0.6620 |
-0.0011 |
-0.2% |
0.6718 |
| Low |
0.6576 |
0.6577 |
0.0001 |
0.0% |
0.6538 |
| Close |
0.6591 |
0.6592 |
0.0001 |
0.0% |
0.6608 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.6% |
0.0180 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
99,915 |
85,416 |
-14,499 |
-14.5% |
495,270 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6727 |
0.6703 |
0.6615 |
|
| R3 |
0.6683 |
0.6659 |
0.6603 |
|
| R2 |
0.6640 |
0.6640 |
0.6599 |
|
| R1 |
0.6616 |
0.6616 |
0.6595 |
0.6628 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6602 |
| S1 |
0.6572 |
0.6572 |
0.6588 |
0.6584 |
| S2 |
0.6553 |
0.6553 |
0.6584 |
|
| S3 |
0.6509 |
0.6529 |
0.6580 |
|
| S4 |
0.6466 |
0.6485 |
0.6568 |
|
|
| 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 |
0.6631 |
0.6563 |
0.0069 |
1.0% |
0.0049 |
0.7% |
42% |
False |
False |
84,396 |
| 10 |
0.6749 |
0.6538 |
0.0212 |
3.2% |
0.0063 |
1.0% |
26% |
False |
False |
105,342 |
| 20 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0063 |
0.9% |
15% |
False |
False |
95,948 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0065 |
1.0% |
15% |
False |
False |
69,521 |
| 60 |
0.6888 |
0.6344 |
0.0544 |
8.2% |
0.0064 |
1.0% |
46% |
False |
False |
46,461 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0062 |
0.9% |
50% |
False |
False |
34,864 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0057 |
0.9% |
50% |
False |
False |
27,893 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0049 |
0.7% |
50% |
False |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6805 |
|
2.618 |
0.6734 |
|
1.618 |
0.6690 |
|
1.000 |
0.6664 |
|
0.618 |
0.6647 |
|
HIGH |
0.6620 |
|
0.618 |
0.6603 |
|
0.500 |
0.6598 |
|
0.382 |
0.6593 |
|
LOW |
0.6577 |
|
0.618 |
0.6550 |
|
1.000 |
0.6533 |
|
1.618 |
0.6506 |
|
2.618 |
0.6463 |
|
4.250 |
0.6392 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6598 |
0.6597 |
| PP |
0.6596 |
0.6595 |
| S1 |
0.6594 |
0.6593 |
|