CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6461 |
0.6498 |
0.0037 |
0.6% |
0.6518 |
| High |
0.6502 |
0.6535 |
0.0033 |
0.5% |
0.6548 |
| Low |
0.6453 |
0.6483 |
0.0031 |
0.5% |
0.6478 |
| Close |
0.6497 |
0.6528 |
0.0032 |
0.5% |
0.6528 |
| Range |
0.0050 |
0.0052 |
0.0003 |
5.1% |
0.0071 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
94,148 |
77,991 |
-16,157 |
-17.2% |
436,491 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6671 |
0.6652 |
0.6557 |
|
| R3 |
0.6619 |
0.6600 |
0.6542 |
|
| R2 |
0.6567 |
0.6567 |
0.6538 |
|
| R1 |
0.6548 |
0.6548 |
0.6533 |
0.6558 |
| PP |
0.6515 |
0.6515 |
0.6515 |
0.6520 |
| S1 |
0.6496 |
0.6496 |
0.6523 |
0.6506 |
| S2 |
0.6463 |
0.6463 |
0.6518 |
|
| S3 |
0.6411 |
0.6444 |
0.6514 |
|
| S4 |
0.6359 |
0.6392 |
0.6499 |
|
|
| 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% |
78% |
False |
False |
81,906 |
| 10 |
0.6620 |
0.6449 |
0.0171 |
2.6% |
0.0056 |
0.9% |
46% |
False |
False |
91,179 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0054 |
0.8% |
43% |
False |
False |
93,261 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
18% |
False |
False |
93,460 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0061 |
0.9% |
18% |
False |
False |
70,465 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0062 |
0.9% |
39% |
False |
False |
52,892 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
39% |
False |
False |
42,324 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0055 |
0.8% |
39% |
False |
False |
35,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6756 |
|
2.618 |
0.6671 |
|
1.618 |
0.6619 |
|
1.000 |
0.6587 |
|
0.618 |
0.6567 |
|
HIGH |
0.6535 |
|
0.618 |
0.6515 |
|
0.500 |
0.6509 |
|
0.382 |
0.6503 |
|
LOW |
0.6483 |
|
0.618 |
0.6451 |
|
1.000 |
0.6431 |
|
1.618 |
0.6399 |
|
2.618 |
0.6347 |
|
4.250 |
0.6262 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6522 |
0.6519 |
| PP |
0.6515 |
0.6509 |
| S1 |
0.6509 |
0.6500 |
|