CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6501 |
0.6528 |
0.0027 |
0.4% |
0.6518 |
| High |
0.6542 |
0.6551 |
0.0009 |
0.1% |
0.6548 |
| Low |
0.6494 |
0.6520 |
0.0026 |
0.4% |
0.6478 |
| Close |
0.6528 |
0.6535 |
0.0007 |
0.1% |
0.6528 |
| Range |
0.0048 |
0.0031 |
-0.0017 |
-34.7% |
0.0071 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
71,156 |
50,172 |
-20,984 |
-29.5% |
436,491 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6628 |
0.6612 |
0.6552 |
|
| R3 |
0.6597 |
0.6581 |
0.6543 |
|
| R2 |
0.6566 |
0.6566 |
0.6540 |
|
| R1 |
0.6550 |
0.6550 |
0.6537 |
0.6558 |
| PP |
0.6535 |
0.6535 |
0.6535 |
0.6539 |
| S1 |
0.6519 |
0.6519 |
0.6532 |
0.6527 |
| S2 |
0.6504 |
0.6504 |
0.6529 |
|
| S3 |
0.6473 |
0.6488 |
0.6526 |
|
| S4 |
0.6442 |
0.6457 |
0.6517 |
|
|
| 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 |
0.6551 |
0.6486 |
0.0065 |
1.0% |
0.0040 |
0.6% |
75% |
True |
False |
73,779 |
| 10 |
0.6635 |
0.6478 |
0.0157 |
2.4% |
0.0055 |
0.8% |
36% |
False |
False |
102,854 |
| 20 |
0.6718 |
0.6478 |
0.0240 |
3.7% |
0.0056 |
0.9% |
24% |
False |
False |
99,514 |
| 40 |
0.6888 |
0.6478 |
0.0410 |
6.3% |
0.0059 |
0.9% |
14% |
False |
False |
92,592 |
| 60 |
0.6888 |
0.6476 |
0.0412 |
6.3% |
0.0061 |
0.9% |
14% |
False |
False |
65,677 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0061 |
0.9% |
40% |
False |
False |
49,293 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
40% |
False |
False |
39,443 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0053 |
0.8% |
40% |
False |
False |
32,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6682 |
|
2.618 |
0.6632 |
|
1.618 |
0.6601 |
|
1.000 |
0.6582 |
|
0.618 |
0.6570 |
|
HIGH |
0.6551 |
|
0.618 |
0.6539 |
|
0.500 |
0.6535 |
|
0.382 |
0.6531 |
|
LOW |
0.6520 |
|
0.618 |
0.6500 |
|
1.000 |
0.6489 |
|
1.618 |
0.6469 |
|
2.618 |
0.6438 |
|
4.250 |
0.6388 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6535 |
0.6529 |
| PP |
0.6535 |
0.6524 |
| S1 |
0.6535 |
0.6519 |
|