CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6648 |
0.6610 |
-0.0038 |
-0.6% |
0.6660 |
| High |
0.6661 |
0.6610 |
-0.0051 |
-0.8% |
0.6663 |
| Low |
0.6608 |
0.6589 |
-0.0019 |
-0.3% |
0.6589 |
| Close |
0.6615 |
0.6596 |
-0.0020 |
-0.3% |
0.6596 |
| Range |
0.0053 |
0.0021 |
-0.0032 |
-60.0% |
0.0074 |
| ATR |
0.0035 |
0.0035 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
522 |
23 |
-499 |
-95.6% |
641 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6661 |
0.6649 |
0.6607 |
|
| R3 |
0.6640 |
0.6628 |
0.6601 |
|
| R2 |
0.6619 |
0.6619 |
0.6599 |
|
| R1 |
0.6607 |
0.6607 |
0.6597 |
0.6603 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6596 |
| S1 |
0.6586 |
0.6586 |
0.6594 |
0.6582 |
| S2 |
0.6577 |
0.6577 |
0.6592 |
|
| S3 |
0.6556 |
0.6565 |
0.6590 |
|
| S4 |
0.6535 |
0.6544 |
0.6584 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6838 |
0.6791 |
0.6636 |
|
| R3 |
0.6764 |
0.6717 |
0.6616 |
|
| R2 |
0.6690 |
0.6690 |
0.6609 |
|
| R1 |
0.6643 |
0.6643 |
0.6602 |
0.6629 |
| PP |
0.6616 |
0.6616 |
0.6616 |
0.6609 |
| S1 |
0.6569 |
0.6569 |
0.6589 |
0.6555 |
| S2 |
0.6542 |
0.6542 |
0.6582 |
|
| S3 |
0.6468 |
0.6495 |
0.6575 |
|
| S4 |
0.6394 |
0.6421 |
0.6555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6663 |
0.6589 |
0.0074 |
1.1% |
0.0029 |
0.4% |
9% |
False |
True |
128 |
| 10 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0030 |
0.5% |
45% |
False |
False |
75 |
| 20 |
0.6692 |
0.6516 |
0.0177 |
2.7% |
0.0023 |
0.4% |
45% |
False |
False |
39 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0021 |
0.3% |
55% |
False |
False |
22 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0021 |
0.3% |
29% |
False |
False |
17 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
0.3% |
29% |
False |
False |
13 |
| 100 |
0.6881 |
0.6362 |
0.0519 |
7.9% |
0.0016 |
0.2% |
45% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6699 |
|
2.618 |
0.6665 |
|
1.618 |
0.6644 |
|
1.000 |
0.6631 |
|
0.618 |
0.6623 |
|
HIGH |
0.6610 |
|
0.618 |
0.6602 |
|
0.500 |
0.6600 |
|
0.382 |
0.6597 |
|
LOW |
0.6589 |
|
0.618 |
0.6576 |
|
1.000 |
0.6568 |
|
1.618 |
0.6555 |
|
2.618 |
0.6534 |
|
4.250 |
0.6500 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6600 |
0.6626 |
| PP |
0.6598 |
0.6616 |
| S1 |
0.6597 |
0.6606 |
|