CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6532 |
0.6527 |
-0.0005 |
-0.1% |
0.6584 |
| High |
0.6548 |
0.6539 |
-0.0009 |
-0.1% |
0.6635 |
| Low |
0.6524 |
0.6488 |
-0.0036 |
-0.6% |
0.6512 |
| Close |
0.6527 |
0.6496 |
-0.0031 |
-0.5% |
0.6526 |
| Range |
0.0024 |
0.0051 |
0.0027 |
112.5% |
0.0123 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
71,629 |
70,754 |
-875 |
-1.2% |
607,616 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6661 |
0.6629 |
0.6524 |
|
| R3 |
0.6610 |
0.6578 |
0.6510 |
|
| R2 |
0.6559 |
0.6559 |
0.6505 |
|
| R1 |
0.6527 |
0.6527 |
0.6500 |
0.6517 |
| PP |
0.6508 |
0.6508 |
0.6508 |
0.6503 |
| S1 |
0.6476 |
0.6476 |
0.6491 |
0.6466 |
| S2 |
0.6457 |
0.6457 |
0.6486 |
|
| S3 |
0.6406 |
0.6425 |
0.6481 |
|
| S4 |
0.6355 |
0.6374 |
0.6467 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6926 |
0.6849 |
0.6594 |
|
| R3 |
0.6803 |
0.6726 |
0.6560 |
|
| R2 |
0.6680 |
0.6680 |
0.6549 |
|
| R1 |
0.6603 |
0.6603 |
0.6537 |
0.6580 |
| PP |
0.6557 |
0.6557 |
0.6557 |
0.6546 |
| S1 |
0.6480 |
0.6480 |
0.6515 |
0.6457 |
| S2 |
0.6434 |
0.6434 |
0.6503 |
|
| S3 |
0.6311 |
0.6357 |
0.6492 |
|
| S4 |
0.6188 |
0.6234 |
0.6458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6620 |
0.6478 |
0.0142 |
2.2% |
0.0056 |
0.9% |
13% |
False |
False |
100,452 |
| 10 |
0.6635 |
0.6478 |
0.0157 |
2.4% |
0.0056 |
0.9% |
11% |
False |
False |
103,371 |
| 20 |
0.6749 |
0.6478 |
0.0272 |
4.2% |
0.0059 |
0.9% |
7% |
False |
False |
104,357 |
| 40 |
0.6888 |
0.6478 |
0.0410 |
6.3% |
0.0062 |
1.0% |
4% |
False |
False |
93,714 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0063 |
1.0% |
27% |
False |
False |
63,664 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0061 |
0.9% |
33% |
False |
False |
47,778 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
33% |
False |
False |
38,230 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0053 |
0.8% |
33% |
False |
False |
31,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6756 |
|
2.618 |
0.6673 |
|
1.618 |
0.6622 |
|
1.000 |
0.6590 |
|
0.618 |
0.6571 |
|
HIGH |
0.6539 |
|
0.618 |
0.6520 |
|
0.500 |
0.6514 |
|
0.382 |
0.6507 |
|
LOW |
0.6488 |
|
0.618 |
0.6456 |
|
1.000 |
0.6437 |
|
1.618 |
0.6405 |
|
2.618 |
0.6354 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6514 |
0.6517 |
| PP |
0.6508 |
0.6510 |
| S1 |
0.6502 |
0.6503 |
|