CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6584 |
0.6622 |
0.0038 |
0.6% |
0.6609 |
| High |
0.6626 |
0.6635 |
0.0009 |
0.1% |
0.6631 |
| Low |
0.6580 |
0.6585 |
0.0005 |
0.1% |
0.6563 |
| Close |
0.6608 |
0.6615 |
0.0007 |
0.1% |
0.6592 |
| Range |
0.0046 |
0.0050 |
0.0004 |
8.7% |
0.0069 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
65,732 |
76,203 |
10,471 |
15.9% |
400,748 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6738 |
0.6642 |
|
| R3 |
0.6711 |
0.6688 |
0.6628 |
|
| R2 |
0.6661 |
0.6661 |
0.6624 |
|
| R1 |
0.6638 |
0.6638 |
0.6619 |
0.6625 |
| PP |
0.6611 |
0.6611 |
0.6611 |
0.6605 |
| S1 |
0.6588 |
0.6588 |
0.6610 |
0.6575 |
| S2 |
0.6561 |
0.6561 |
0.6605 |
|
| S3 |
0.6511 |
0.6538 |
0.6601 |
|
| S4 |
0.6461 |
0.6488 |
0.6587 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6765 |
0.6630 |
|
| R3 |
0.6732 |
0.6696 |
0.6611 |
|
| R2 |
0.6664 |
0.6664 |
0.6605 |
|
| R1 |
0.6628 |
0.6628 |
0.6598 |
0.6612 |
| PP |
0.6595 |
0.6595 |
0.6595 |
0.6587 |
| S1 |
0.6559 |
0.6559 |
0.6586 |
0.6543 |
| S2 |
0.6527 |
0.6527 |
0.6579 |
|
| S3 |
0.6458 |
0.6491 |
0.6573 |
|
| S4 |
0.6390 |
0.6422 |
0.6554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6635 |
0.6576 |
0.0059 |
0.9% |
0.0046 |
0.7% |
66% |
True |
False |
77,605 |
| 10 |
0.6635 |
0.6538 |
0.0097 |
1.5% |
0.0050 |
0.7% |
79% |
True |
False |
85,006 |
| 20 |
0.6856 |
0.6538 |
0.0318 |
4.8% |
0.0062 |
0.9% |
24% |
False |
False |
94,283 |
| 40 |
0.6888 |
0.6538 |
0.0350 |
5.3% |
0.0063 |
1.0% |
22% |
False |
False |
74,509 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.1% |
0.0063 |
1.0% |
49% |
False |
False |
49,835 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
54% |
False |
False |
37,396 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0057 |
0.9% |
54% |
False |
False |
29,920 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0050 |
0.8% |
54% |
False |
False |
24,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6847 |
|
2.618 |
0.6765 |
|
1.618 |
0.6715 |
|
1.000 |
0.6685 |
|
0.618 |
0.6665 |
|
HIGH |
0.6635 |
|
0.618 |
0.6615 |
|
0.500 |
0.6610 |
|
0.382 |
0.6604 |
|
LOW |
0.6585 |
|
0.618 |
0.6554 |
|
1.000 |
0.6535 |
|
1.618 |
0.6504 |
|
2.618 |
0.6454 |
|
4.250 |
0.6372 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6612 |
| PP |
0.6611 |
0.6610 |
| S1 |
0.6610 |
0.6607 |
|