CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6581 |
0.6559 |
-0.0022 |
-0.3% |
0.6628 |
| High |
0.6582 |
0.6574 |
-0.0009 |
-0.1% |
0.6640 |
| Low |
0.6553 |
0.6554 |
0.0001 |
0.0% |
0.6553 |
| Close |
0.6564 |
0.6565 |
0.0001 |
0.0% |
0.6564 |
| Range |
0.0030 |
0.0020 |
-0.0010 |
-32.2% |
0.0088 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
20,991 |
679 |
-20,312 |
-96.8% |
573,066 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6624 |
0.6614 |
0.6576 |
|
| R3 |
0.6604 |
0.6594 |
0.6570 |
|
| R2 |
0.6584 |
0.6584 |
0.6568 |
|
| R1 |
0.6574 |
0.6574 |
0.6566 |
0.6579 |
| PP |
0.6564 |
0.6564 |
0.6564 |
0.6566 |
| S1 |
0.6554 |
0.6554 |
0.6563 |
0.6559 |
| S2 |
0.6544 |
0.6544 |
0.6561 |
|
| S3 |
0.6524 |
0.6534 |
0.6559 |
|
| S4 |
0.6504 |
0.6514 |
0.6554 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6848 |
0.6793 |
0.6612 |
|
| R3 |
0.6760 |
0.6706 |
0.6588 |
|
| R2 |
0.6673 |
0.6673 |
0.6580 |
|
| R1 |
0.6618 |
0.6618 |
0.6572 |
0.6602 |
| PP |
0.6585 |
0.6585 |
0.6585 |
0.6577 |
| S1 |
0.6531 |
0.6531 |
0.6555 |
0.6514 |
| S2 |
0.6498 |
0.6498 |
0.6547 |
|
| S3 |
0.6410 |
0.6443 |
0.6539 |
|
| S4 |
0.6323 |
0.6356 |
0.6515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6640 |
0.6553 |
0.0088 |
1.3% |
0.0040 |
0.6% |
14% |
False |
False |
94,643 |
| 10 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0048 |
0.7% |
45% |
False |
False |
102,686 |
| 20 |
0.6669 |
0.6480 |
0.0190 |
2.9% |
0.0046 |
0.7% |
45% |
False |
False |
93,947 |
| 40 |
0.6669 |
0.6449 |
0.0220 |
3.4% |
0.0050 |
0.8% |
53% |
False |
False |
93,743 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0054 |
0.8% |
26% |
False |
False |
93,810 |
| 80 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0057 |
0.9% |
26% |
False |
False |
77,425 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0059 |
0.9% |
45% |
False |
False |
61,978 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
45% |
False |
False |
51,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6659 |
|
2.618 |
0.6626 |
|
1.618 |
0.6606 |
|
1.000 |
0.6594 |
|
0.618 |
0.6586 |
|
HIGH |
0.6574 |
|
0.618 |
0.6566 |
|
0.500 |
0.6564 |
|
0.382 |
0.6561 |
|
LOW |
0.6554 |
|
0.618 |
0.6541 |
|
1.000 |
0.6534 |
|
1.618 |
0.6521 |
|
2.618 |
0.6501 |
|
4.250 |
0.6469 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6564 |
0.6592 |
| PP |
0.6564 |
0.6583 |
| S1 |
0.6564 |
0.6574 |
|