CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6610 |
0.6574 |
-0.0036 |
-0.5% |
0.6609 |
| High |
0.6633 |
0.6588 |
-0.0045 |
-0.7% |
0.6631 |
| Low |
0.6561 |
0.6518 |
-0.0044 |
-0.7% |
0.6563 |
| Close |
0.6605 |
0.6582 |
-0.0024 |
-0.4% |
0.6592 |
| Range |
0.0072 |
0.0071 |
-0.0002 |
-2.1% |
0.0069 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0000 |
| Volume |
178,084 |
150,668 |
-27,416 |
-15.4% |
400,748 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6774 |
0.6748 |
0.6620 |
|
| R3 |
0.6703 |
0.6678 |
0.6601 |
|
| R2 |
0.6633 |
0.6633 |
0.6594 |
|
| R1 |
0.6607 |
0.6607 |
0.6588 |
0.6620 |
| PP |
0.6562 |
0.6562 |
0.6562 |
0.6569 |
| S1 |
0.6537 |
0.6537 |
0.6575 |
0.6550 |
| S2 |
0.6492 |
0.6492 |
0.6569 |
|
| S3 |
0.6421 |
0.6466 |
0.6562 |
|
| S4 |
0.6351 |
0.6396 |
0.6543 |
|
|
| 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 |
0.6518 |
0.0117 |
1.8% |
0.0055 |
0.8% |
55% |
False |
True |
106,290 |
| 10 |
0.6635 |
0.6518 |
0.0117 |
1.8% |
0.0052 |
0.8% |
55% |
False |
True |
95,343 |
| 20 |
0.6775 |
0.6518 |
0.0258 |
3.9% |
0.0061 |
0.9% |
25% |
False |
True |
100,961 |
| 40 |
0.6888 |
0.6518 |
0.0370 |
5.6% |
0.0063 |
1.0% |
17% |
False |
True |
82,642 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0063 |
1.0% |
43% |
False |
False |
55,308 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0061 |
0.9% |
48% |
False |
False |
41,504 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0058 |
0.9% |
48% |
False |
False |
33,208 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
8.9% |
0.0051 |
0.8% |
48% |
False |
False |
27,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6888 |
|
2.618 |
0.6773 |
|
1.618 |
0.6702 |
|
1.000 |
0.6659 |
|
0.618 |
0.6632 |
|
HIGH |
0.6588 |
|
0.618 |
0.6561 |
|
0.500 |
0.6553 |
|
0.382 |
0.6544 |
|
LOW |
0.6518 |
|
0.618 |
0.6474 |
|
1.000 |
0.6447 |
|
1.618 |
0.6403 |
|
2.618 |
0.6333 |
|
4.250 |
0.6218 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6572 |
0.6580 |
| PP |
0.6562 |
0.6578 |
| S1 |
0.6553 |
0.6576 |
|