CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6568 |
0.6542 |
-0.0026 |
-0.4% |
0.6537 |
| High |
0.6572 |
0.6562 |
-0.0010 |
-0.1% |
0.6600 |
| Low |
0.6535 |
0.6529 |
-0.0006 |
-0.1% |
0.6527 |
| Close |
0.6541 |
0.6547 |
0.0006 |
0.1% |
0.6570 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-9.6% |
0.0074 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
62,093 |
65,852 |
3,759 |
6.1% |
364,859 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6645 |
0.6629 |
0.6565 |
|
| R3 |
0.6612 |
0.6596 |
0.6556 |
|
| R2 |
0.6579 |
0.6579 |
0.6553 |
|
| R1 |
0.6563 |
0.6563 |
0.6550 |
0.6571 |
| PP |
0.6546 |
0.6546 |
0.6546 |
0.6550 |
| S1 |
0.6530 |
0.6530 |
0.6543 |
0.6538 |
| S2 |
0.6513 |
0.6513 |
0.6540 |
|
| S3 |
0.6480 |
0.6497 |
0.6537 |
|
| S4 |
0.6447 |
0.6464 |
0.6528 |
|
|
| 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 |
0.6529 |
0.0071 |
1.1% |
0.0039 |
0.6% |
25% |
False |
True |
74,826 |
| 10 |
0.6600 |
0.6449 |
0.0151 |
2.3% |
0.0050 |
0.8% |
65% |
False |
False |
86,856 |
| 20 |
0.6635 |
0.6449 |
0.0186 |
2.8% |
0.0053 |
0.8% |
53% |
False |
False |
94,855 |
| 40 |
0.6863 |
0.6449 |
0.0414 |
6.3% |
0.0058 |
0.9% |
24% |
False |
False |
94,910 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0060 |
0.9% |
22% |
False |
False |
80,036 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0061 |
0.9% |
37% |
False |
False |
60,139 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
42% |
False |
False |
48,126 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0056 |
0.9% |
42% |
False |
False |
40,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6702 |
|
2.618 |
0.6648 |
|
1.618 |
0.6615 |
|
1.000 |
0.6595 |
|
0.618 |
0.6582 |
|
HIGH |
0.6562 |
|
0.618 |
0.6549 |
|
0.500 |
0.6546 |
|
0.382 |
0.6542 |
|
LOW |
0.6529 |
|
0.618 |
0.6509 |
|
1.000 |
0.6496 |
|
1.618 |
0.6476 |
|
2.618 |
0.6443 |
|
4.250 |
0.6389 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6546 |
0.6557 |
| PP |
0.6546 |
0.6554 |
| S1 |
0.6546 |
0.6550 |
|