CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6498 |
0.6531 |
0.0033 |
0.5% |
0.6528 |
| High |
0.6535 |
0.6550 |
0.0015 |
0.2% |
0.6551 |
| Low |
0.6483 |
0.6502 |
0.0019 |
0.3% |
0.6449 |
| Close |
0.6528 |
0.6539 |
0.0011 |
0.2% |
0.6539 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0102 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
77,991 |
87,562 |
9,571 |
12.3% |
425,936 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6674 |
0.6655 |
0.6565 |
|
| R3 |
0.6626 |
0.6607 |
0.6552 |
|
| R2 |
0.6578 |
0.6578 |
0.6548 |
|
| R1 |
0.6559 |
0.6559 |
0.6543 |
0.6569 |
| PP |
0.6530 |
0.6530 |
0.6530 |
0.6535 |
| S1 |
0.6511 |
0.6511 |
0.6535 |
0.6521 |
| S2 |
0.6482 |
0.6482 |
0.6530 |
|
| S3 |
0.6434 |
0.6463 |
0.6526 |
|
| S4 |
0.6386 |
0.6415 |
0.6513 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6817 |
0.6780 |
0.6595 |
|
| R3 |
0.6716 |
0.6678 |
0.6567 |
|
| R2 |
0.6614 |
0.6614 |
0.6558 |
|
| R1 |
0.6577 |
0.6577 |
0.6548 |
0.6596 |
| PP |
0.6513 |
0.6513 |
0.6513 |
0.6522 |
| S1 |
0.6475 |
0.6475 |
0.6530 |
0.6494 |
| S2 |
0.6411 |
0.6411 |
0.6520 |
|
| S3 |
0.6310 |
0.6374 |
0.6511 |
|
| S4 |
0.6208 |
0.6272 |
0.6483 |
|
|
| 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% |
89% |
False |
False |
85,187 |
| 10 |
0.6551 |
0.6449 |
0.0102 |
1.6% |
0.0050 |
0.8% |
89% |
False |
False |
86,242 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0055 |
0.8% |
49% |
False |
False |
93,539 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
21% |
False |
False |
93,742 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0061 |
0.9% |
21% |
False |
False |
71,918 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0062 |
0.9% |
41% |
False |
False |
53,985 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
41% |
False |
False |
43,200 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0055 |
0.8% |
41% |
False |
False |
36,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6754 |
|
2.618 |
0.6676 |
|
1.618 |
0.6628 |
|
1.000 |
0.6598 |
|
0.618 |
0.6580 |
|
HIGH |
0.6550 |
|
0.618 |
0.6532 |
|
0.500 |
0.6526 |
|
0.382 |
0.6520 |
|
LOW |
0.6502 |
|
0.618 |
0.6472 |
|
1.000 |
0.6454 |
|
1.618 |
0.6424 |
|
2.618 |
0.6376 |
|
4.250 |
0.6298 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6535 |
0.6526 |
| PP |
0.6530 |
0.6514 |
| S1 |
0.6526 |
0.6501 |
|