CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6500 |
-0.0048 |
-0.7% |
0.6537 |
| High |
0.6554 |
0.6534 |
-0.0020 |
-0.3% |
0.6600 |
| Low |
0.6492 |
0.6490 |
-0.0002 |
0.0% |
0.6527 |
| Close |
0.6497 |
0.6497 |
0.0001 |
0.0% |
0.6570 |
| Range |
0.0062 |
0.0044 |
-0.0018 |
-28.5% |
0.0074 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
96,726 |
105,924 |
9,198 |
9.5% |
364,859 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6639 |
0.6612 |
0.6521 |
|
| R3 |
0.6595 |
0.6568 |
0.6509 |
|
| R2 |
0.6551 |
0.6551 |
0.6505 |
|
| R1 |
0.6524 |
0.6524 |
0.6501 |
0.6516 |
| PP |
0.6507 |
0.6507 |
0.6507 |
0.6503 |
| S1 |
0.6480 |
0.6480 |
0.6493 |
0.6472 |
| S2 |
0.6463 |
0.6463 |
0.6489 |
|
| S3 |
0.6419 |
0.6436 |
0.6485 |
|
| S4 |
0.6375 |
0.6392 |
0.6473 |
|
|
| 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 |
0.6585 |
0.6490 |
0.0095 |
1.5% |
0.0041 |
0.6% |
7% |
False |
True |
82,383 |
| 10 |
0.6600 |
0.6483 |
0.0117 |
1.8% |
0.0046 |
0.7% |
12% |
False |
False |
86,100 |
| 20 |
0.6620 |
0.6449 |
0.0171 |
2.6% |
0.0052 |
0.8% |
28% |
False |
False |
92,273 |
| 40 |
0.6787 |
0.6449 |
0.0338 |
5.2% |
0.0057 |
0.9% |
14% |
False |
False |
95,404 |
| 60 |
0.6888 |
0.6449 |
0.0439 |
6.7% |
0.0059 |
0.9% |
11% |
False |
False |
83,376 |
| 80 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0061 |
0.9% |
27% |
False |
False |
62,668 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0060 |
0.9% |
34% |
False |
False |
50,152 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0057 |
0.9% |
34% |
False |
False |
41,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6721 |
|
2.618 |
0.6649 |
|
1.618 |
0.6605 |
|
1.000 |
0.6578 |
|
0.618 |
0.6561 |
|
HIGH |
0.6534 |
|
0.618 |
0.6517 |
|
0.500 |
0.6512 |
|
0.382 |
0.6507 |
|
LOW |
0.6490 |
|
0.618 |
0.6463 |
|
1.000 |
0.6446 |
|
1.618 |
0.6419 |
|
2.618 |
0.6375 |
|
4.250 |
0.6303 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6512 |
0.6526 |
| PP |
0.6507 |
0.6516 |
| S1 |
0.6502 |
0.6507 |
|