CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6562 |
0.6568 |
0.0006 |
0.1% |
0.6537 |
| High |
0.6585 |
0.6572 |
-0.0014 |
-0.2% |
0.6600 |
| Low |
0.6554 |
0.6535 |
-0.0019 |
-0.3% |
0.6527 |
| Close |
0.6570 |
0.6541 |
-0.0029 |
-0.4% |
0.6570 |
| Range |
0.0031 |
0.0037 |
0.0006 |
17.7% |
0.0074 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
81,320 |
62,093 |
-19,227 |
-23.6% |
364,859 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6659 |
0.6636 |
0.6561 |
|
| R3 |
0.6622 |
0.6600 |
0.6551 |
|
| R2 |
0.6586 |
0.6586 |
0.6547 |
|
| R1 |
0.6563 |
0.6563 |
0.6544 |
0.6556 |
| PP |
0.6549 |
0.6549 |
0.6549 |
0.6546 |
| S1 |
0.6527 |
0.6527 |
0.6537 |
0.6520 |
| S2 |
0.6513 |
0.6513 |
0.6534 |
|
| S3 |
0.6476 |
0.6490 |
0.6530 |
|
| S4 |
0.6440 |
0.6454 |
0.6520 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6786 |
0.6751 |
0.6610 |
|
| R3 |
0.6712 |
0.6678 |
0.6590 |
|
| R2 |
0.6639 |
0.6639 |
0.6583 |
|
| R1 |
0.6604 |
0.6604 |
0.6576 |
0.6622 |
| PP |
0.6565 |
0.6565 |
0.6565 |
0.6574 |
| S1 |
0.6531 |
0.6531 |
0.6563 |
0.6548 |
| S2 |
0.6492 |
0.6492 |
0.6556 |
|
| S3 |
0.6418 |
0.6457 |
0.6549 |
|
| S4 |
0.6345 |
0.6384 |
0.6529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6600 |
0.6527 |
0.0074 |
1.1% |
0.0044 |
0.7% |
19% |
False |
False |
85,390 |
| 10 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0050 |
0.8% |
61% |
False |
False |
85,288 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0053 |
0.8% |
49% |
False |
False |
94,849 |
| 40 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0058 |
0.9% |
21% |
False |
False |
95,399 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0061 |
0.9% |
21% |
False |
False |
78,953 |
| 80 |
0.6888 |
0.6344 |
0.0544 |
8.3% |
0.0061 |
0.9% |
36% |
False |
False |
59,317 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
41% |
False |
False |
47,468 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0056 |
0.9% |
41% |
False |
False |
39,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6727 |
|
2.618 |
0.6667 |
|
1.618 |
0.6631 |
|
1.000 |
0.6608 |
|
0.618 |
0.6594 |
|
HIGH |
0.6572 |
|
0.618 |
0.6558 |
|
0.500 |
0.6553 |
|
0.382 |
0.6549 |
|
LOW |
0.6535 |
|
0.618 |
0.6512 |
|
1.000 |
0.6499 |
|
1.618 |
0.6476 |
|
2.618 |
0.6439 |
|
4.250 |
0.6380 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6553 |
0.6568 |
| PP |
0.6549 |
0.6559 |
| S1 |
0.6545 |
0.6550 |
|