CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6527 |
0.6501 |
-0.0026 |
-0.4% |
0.6518 |
| High |
0.6539 |
0.6542 |
0.0003 |
0.0% |
0.6548 |
| Low |
0.6488 |
0.6494 |
0.0006 |
0.1% |
0.6478 |
| Close |
0.6496 |
0.6528 |
0.0032 |
0.5% |
0.6528 |
| Range |
0.0051 |
0.0048 |
-0.0004 |
-6.9% |
0.0071 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
70,754 |
71,156 |
402 |
0.6% |
436,491 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6664 |
0.6643 |
0.6554 |
|
| R3 |
0.6616 |
0.6596 |
0.6541 |
|
| R2 |
0.6569 |
0.6569 |
0.6536 |
|
| R1 |
0.6548 |
0.6548 |
0.6532 |
0.6558 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6526 |
| S1 |
0.6501 |
0.6501 |
0.6523 |
0.6511 |
| S2 |
0.6474 |
0.6474 |
0.6519 |
|
| S3 |
0.6426 |
0.6453 |
0.6514 |
|
| S4 |
0.6379 |
0.6406 |
0.6501 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6729 |
0.6699 |
0.6566 |
|
| R3 |
0.6659 |
0.6628 |
0.6547 |
|
| R2 |
0.6588 |
0.6588 |
0.6540 |
|
| R1 |
0.6558 |
0.6558 |
0.6534 |
0.6573 |
| PP |
0.6518 |
0.6518 |
0.6518 |
0.6525 |
| S1 |
0.6487 |
0.6487 |
0.6521 |
0.6503 |
| S2 |
0.6447 |
0.6447 |
0.6515 |
|
| S3 |
0.6377 |
0.6417 |
0.6508 |
|
| S4 |
0.6306 |
0.6346 |
0.6489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6548 |
0.6478 |
0.0071 |
1.1% |
0.0044 |
0.7% |
71% |
False |
False |
87,298 |
| 10 |
0.6635 |
0.6478 |
0.0157 |
2.4% |
0.0057 |
0.9% |
32% |
False |
False |
104,410 |
| 20 |
0.6742 |
0.6478 |
0.0265 |
4.1% |
0.0057 |
0.9% |
19% |
False |
False |
101,929 |
| 40 |
0.6888 |
0.6478 |
0.0410 |
6.3% |
0.0061 |
0.9% |
12% |
False |
False |
92,684 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0063 |
1.0% |
33% |
False |
False |
64,849 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0061 |
0.9% |
39% |
False |
False |
48,667 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
39% |
False |
False |
38,941 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0053 |
0.8% |
39% |
False |
False |
32,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6743 |
|
2.618 |
0.6666 |
|
1.618 |
0.6618 |
|
1.000 |
0.6589 |
|
0.618 |
0.6571 |
|
HIGH |
0.6542 |
|
0.618 |
0.6523 |
|
0.500 |
0.6518 |
|
0.382 |
0.6512 |
|
LOW |
0.6494 |
|
0.618 |
0.6465 |
|
1.000 |
0.6447 |
|
1.618 |
0.6417 |
|
2.618 |
0.6370 |
|
4.250 |
0.6292 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6524 |
0.6524 |
| PP |
0.6521 |
0.6521 |
| S1 |
0.6518 |
0.6518 |
|