CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6554 |
0.6557 |
0.0003 |
0.0% |
0.6528 |
| High |
0.6578 |
0.6600 |
0.0022 |
0.3% |
0.6551 |
| Low |
0.6539 |
0.6545 |
0.0007 |
0.1% |
0.6449 |
| Close |
0.6552 |
0.6560 |
0.0008 |
0.1% |
0.6539 |
| Range |
0.0040 |
0.0055 |
0.0016 |
39.2% |
0.0102 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
68,044 |
96,824 |
28,780 |
42.3% |
425,936 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6733 |
0.6701 |
0.6590 |
|
| R3 |
0.6678 |
0.6646 |
0.6575 |
|
| R2 |
0.6623 |
0.6623 |
0.6570 |
|
| R1 |
0.6591 |
0.6591 |
0.6565 |
0.6607 |
| PP |
0.6568 |
0.6568 |
0.6568 |
0.6576 |
| S1 |
0.6536 |
0.6536 |
0.6554 |
0.6552 |
| S2 |
0.6513 |
0.6513 |
0.6549 |
|
| S3 |
0.6458 |
0.6481 |
0.6544 |
|
| S4 |
0.6403 |
0.6426 |
0.6529 |
|
|
| 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 |
0.6600 |
0.6483 |
0.0117 |
1.8% |
0.0051 |
0.8% |
65% |
True |
False |
89,818 |
| 10 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0053 |
0.8% |
73% |
True |
False |
85,138 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0054 |
0.8% |
60% |
False |
False |
94,988 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
25% |
False |
False |
94,026 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0061 |
0.9% |
25% |
False |
False |
76,619 |
| 80 |
0.6888 |
0.6344 |
0.0544 |
8.3% |
0.0061 |
0.9% |
40% |
False |
False |
57,525 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
44% |
False |
False |
46,035 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0056 |
0.9% |
44% |
False |
False |
38,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6834 |
|
2.618 |
0.6744 |
|
1.618 |
0.6689 |
|
1.000 |
0.6655 |
|
0.618 |
0.6634 |
|
HIGH |
0.6600 |
|
0.618 |
0.6579 |
|
0.500 |
0.6573 |
|
0.382 |
0.6566 |
|
LOW |
0.6545 |
|
0.618 |
0.6511 |
|
1.000 |
0.6490 |
|
1.618 |
0.6456 |
|
2.618 |
0.6401 |
|
4.250 |
0.6311 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6573 |
0.6563 |
| PP |
0.6568 |
0.6562 |
| S1 |
0.6564 |
0.6561 |
|