CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6542 |
0.6548 |
0.0006 |
0.1% |
0.6537 |
| High |
0.6562 |
0.6554 |
-0.0009 |
-0.1% |
0.6600 |
| Low |
0.6529 |
0.6492 |
-0.0037 |
-0.6% |
0.6527 |
| Close |
0.6547 |
0.6497 |
-0.0050 |
-0.8% |
0.6570 |
| Range |
0.0033 |
0.0062 |
0.0029 |
86.4% |
0.0074 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
65,852 |
96,726 |
30,874 |
46.9% |
364,859 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6699 |
0.6659 |
0.6530 |
|
| R3 |
0.6637 |
0.6598 |
0.6513 |
|
| R2 |
0.6576 |
0.6576 |
0.6508 |
|
| R1 |
0.6536 |
0.6536 |
0.6502 |
0.6525 |
| PP |
0.6514 |
0.6514 |
0.6514 |
0.6509 |
| S1 |
0.6475 |
0.6475 |
0.6491 |
0.6464 |
| S2 |
0.6453 |
0.6453 |
0.6485 |
|
| S3 |
0.6391 |
0.6413 |
0.6480 |
|
| S4 |
0.6330 |
0.6352 |
0.6463 |
|
|
| 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 |
0.6492 |
0.0108 |
1.7% |
0.0043 |
0.7% |
4% |
False |
True |
80,563 |
| 10 |
0.6600 |
0.6453 |
0.0148 |
2.3% |
0.0046 |
0.7% |
30% |
False |
False |
84,923 |
| 20 |
0.6633 |
0.6449 |
0.0184 |
2.8% |
0.0053 |
0.8% |
26% |
False |
False |
95,881 |
| 40 |
0.6856 |
0.6449 |
0.0407 |
6.3% |
0.0058 |
0.9% |
12% |
False |
False |
95,082 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0060 |
0.9% |
11% |
False |
False |
81,633 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0061 |
0.9% |
27% |
False |
False |
61,346 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
33% |
False |
False |
49,093 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0056 |
0.9% |
33% |
False |
False |
40,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6815 |
|
2.618 |
0.6715 |
|
1.618 |
0.6653 |
|
1.000 |
0.6615 |
|
0.618 |
0.6592 |
|
HIGH |
0.6554 |
|
0.618 |
0.6530 |
|
0.500 |
0.6523 |
|
0.382 |
0.6515 |
|
LOW |
0.6492 |
|
0.618 |
0.6454 |
|
1.000 |
0.6431 |
|
1.618 |
0.6392 |
|
2.618 |
0.6331 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6523 |
0.6532 |
| PP |
0.6514 |
0.6520 |
| S1 |
0.6505 |
0.6508 |
|