CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6536 |
0.6461 |
-0.0075 |
-1.1% |
0.6518 |
| High |
0.6550 |
0.6502 |
-0.0048 |
-0.7% |
0.6548 |
| Low |
0.6449 |
0.6453 |
0.0004 |
0.1% |
0.6478 |
| Close |
0.6450 |
0.6497 |
0.0047 |
0.7% |
0.6528 |
| Range |
0.0101 |
0.0050 |
-0.0052 |
-51.0% |
0.0071 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
116,063 |
94,148 |
-21,915 |
-18.9% |
436,491 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6632 |
0.6614 |
0.6524 |
|
| R3 |
0.6583 |
0.6564 |
0.6510 |
|
| R2 |
0.6533 |
0.6533 |
0.6506 |
|
| R1 |
0.6515 |
0.6515 |
0.6501 |
0.6524 |
| PP |
0.6484 |
0.6484 |
0.6484 |
0.6488 |
| S1 |
0.6465 |
0.6465 |
0.6492 |
0.6475 |
| S2 |
0.6434 |
0.6434 |
0.6487 |
|
| S3 |
0.6385 |
0.6416 |
0.6483 |
|
| S4 |
0.6335 |
0.6366 |
0.6469 |
|
|
| 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% |
0.0056 |
0.9% |
47% |
False |
False |
80,458 |
| 10 |
0.6620 |
0.6449 |
0.0171 |
2.6% |
0.0058 |
0.9% |
28% |
False |
False |
98,447 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.9% |
0.0054 |
0.8% |
26% |
False |
False |
94,563 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
11% |
False |
False |
93,139 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0062 |
0.9% |
11% |
False |
False |
69,167 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0061 |
0.9% |
33% |
False |
False |
51,918 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
33% |
False |
False |
41,544 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0054 |
0.8% |
33% |
False |
False |
34,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6712 |
|
2.618 |
0.6632 |
|
1.618 |
0.6582 |
|
1.000 |
0.6552 |
|
0.618 |
0.6533 |
|
HIGH |
0.6502 |
|
0.618 |
0.6483 |
|
0.500 |
0.6477 |
|
0.382 |
0.6471 |
|
LOW |
0.6453 |
|
0.618 |
0.6422 |
|
1.000 |
0.6403 |
|
1.618 |
0.6372 |
|
2.618 |
0.6323 |
|
4.250 |
0.6242 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6490 |
0.6500 |
| PP |
0.6484 |
0.6499 |
| S1 |
0.6477 |
0.6498 |
|