CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6528 |
0.6536 |
0.0009 |
0.1% |
0.6518 |
| High |
0.6551 |
0.6550 |
-0.0001 |
0.0% |
0.6548 |
| Low |
0.6520 |
0.6449 |
-0.0071 |
-1.1% |
0.6478 |
| Close |
0.6535 |
0.6450 |
-0.0085 |
-1.3% |
0.6528 |
| Range |
0.0031 |
0.0101 |
0.0070 |
225.8% |
0.0071 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
5.7% |
0.0000 |
| Volume |
50,172 |
116,063 |
65,891 |
131.3% |
436,491 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6719 |
0.6505 |
|
| R3 |
0.6685 |
0.6618 |
0.6477 |
|
| R2 |
0.6584 |
0.6584 |
0.6468 |
|
| R1 |
0.6517 |
0.6517 |
0.6459 |
0.6500 |
| PP |
0.6483 |
0.6483 |
0.6483 |
0.6474 |
| S1 |
0.6416 |
0.6416 |
0.6440 |
0.6399 |
| S2 |
0.6382 |
0.6382 |
0.6431 |
|
| S3 |
0.6281 |
0.6315 |
0.6422 |
|
| S4 |
0.6180 |
0.6214 |
0.6394 |
|
|
| 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 |
0.6449 |
0.0102 |
1.6% |
0.0051 |
0.8% |
0% |
False |
True |
75,954 |
| 10 |
0.6633 |
0.6449 |
0.0184 |
2.9% |
0.0060 |
0.9% |
0% |
False |
True |
106,840 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.9% |
0.0055 |
0.9% |
0% |
False |
True |
95,923 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.8% |
0.0059 |
0.9% |
0% |
False |
True |
93,335 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.8% |
0.0062 |
1.0% |
0% |
False |
True |
67,604 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0062 |
1.0% |
25% |
False |
False |
50,743 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0060 |
0.9% |
25% |
False |
False |
40,603 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0054 |
0.8% |
25% |
False |
False |
33,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6979 |
|
2.618 |
0.6814 |
|
1.618 |
0.6713 |
|
1.000 |
0.6651 |
|
0.618 |
0.6612 |
|
HIGH |
0.6550 |
|
0.618 |
0.6511 |
|
0.500 |
0.6500 |
|
0.382 |
0.6488 |
|
LOW |
0.6449 |
|
0.618 |
0.6387 |
|
1.000 |
0.6348 |
|
1.618 |
0.6286 |
|
2.618 |
0.6185 |
|
4.250 |
0.6020 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6500 |
0.6500 |
| PP |
0.6483 |
0.6483 |
| S1 |
0.6466 |
0.6466 |
|