CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6531 |
0.6537 |
0.0006 |
0.1% |
0.6528 |
| High |
0.6550 |
0.6585 |
0.0035 |
0.5% |
0.6551 |
| Low |
0.6502 |
0.6527 |
0.0025 |
0.4% |
0.6449 |
| Close |
0.6539 |
0.6555 |
0.0016 |
0.2% |
0.6539 |
| Range |
0.0048 |
0.0058 |
0.0010 |
20.8% |
0.0102 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
| Volume |
87,562 |
118,671 |
31,109 |
35.5% |
425,936 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6729 |
0.6700 |
0.6587 |
|
| R3 |
0.6671 |
0.6642 |
0.6571 |
|
| R2 |
0.6613 |
0.6613 |
0.6566 |
|
| R1 |
0.6584 |
0.6584 |
0.6560 |
0.6599 |
| PP |
0.6555 |
0.6555 |
0.6555 |
0.6563 |
| S1 |
0.6526 |
0.6526 |
0.6550 |
0.6541 |
| S2 |
0.6497 |
0.6497 |
0.6544 |
|
| S3 |
0.6439 |
0.6468 |
0.6539 |
|
| S4 |
0.6381 |
0.6410 |
0.6523 |
|
|
| 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 |
0.6585 |
0.6449 |
0.0136 |
2.1% |
0.0062 |
0.9% |
78% |
True |
False |
98,887 |
| 10 |
0.6585 |
0.6449 |
0.0136 |
2.1% |
0.0051 |
0.8% |
78% |
True |
False |
86,333 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0055 |
0.8% |
57% |
False |
False |
96,094 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
24% |
False |
False |
94,340 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0061 |
0.9% |
24% |
False |
False |
73,889 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0062 |
0.9% |
43% |
False |
False |
55,468 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
43% |
False |
False |
44,386 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0055 |
0.8% |
43% |
False |
False |
36,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6831 |
|
2.618 |
0.6736 |
|
1.618 |
0.6678 |
|
1.000 |
0.6643 |
|
0.618 |
0.6620 |
|
HIGH |
0.6585 |
|
0.618 |
0.6562 |
|
0.500 |
0.6556 |
|
0.382 |
0.6549 |
|
LOW |
0.6527 |
|
0.618 |
0.6491 |
|
1.000 |
0.6469 |
|
1.618 |
0.6433 |
|
2.618 |
0.6375 |
|
4.250 |
0.6280 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6556 |
0.6548 |
| PP |
0.6555 |
0.6541 |
| S1 |
0.6555 |
0.6534 |
|