CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6588 |
0.6609 |
0.0021 |
0.3% |
0.6598 |
| High |
0.6600 |
0.6634 |
0.0035 |
0.5% |
0.6647 |
| Low |
0.6534 |
0.6529 |
-0.0005 |
-0.1% |
0.6529 |
| Close |
0.6598 |
0.6543 |
-0.0055 |
-0.8% |
0.6543 |
| Range |
0.0066 |
0.0105 |
0.0040 |
60.3% |
0.0118 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.3% |
0.0000 |
| Volume |
484 |
201 |
-283 |
-58.5% |
1,072 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6884 |
0.6818 |
0.6601 |
|
| R3 |
0.6779 |
0.6713 |
0.6572 |
|
| R2 |
0.6674 |
0.6674 |
0.6562 |
|
| R1 |
0.6608 |
0.6608 |
0.6553 |
0.6589 |
| PP |
0.6569 |
0.6569 |
0.6569 |
0.6559 |
| S1 |
0.6503 |
0.6503 |
0.6533 |
0.6484 |
| S2 |
0.6464 |
0.6464 |
0.6524 |
|
| S3 |
0.6359 |
0.6398 |
0.6514 |
|
| S4 |
0.6254 |
0.6293 |
0.6485 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6925 |
0.6852 |
0.6608 |
|
| R3 |
0.6808 |
0.6734 |
0.6575 |
|
| R2 |
0.6690 |
0.6690 |
0.6565 |
|
| R1 |
0.6617 |
0.6617 |
0.6554 |
0.6595 |
| PP |
0.6573 |
0.6573 |
0.6573 |
0.6562 |
| S1 |
0.6499 |
0.6499 |
0.6532 |
0.6477 |
| S2 |
0.6455 |
0.6455 |
0.6521 |
|
| S3 |
0.6338 |
0.6382 |
0.6511 |
|
| S4 |
0.6220 |
0.6264 |
0.6478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6647 |
0.6529 |
0.0118 |
1.8% |
0.0063 |
1.0% |
12% |
False |
True |
214 |
| 10 |
0.6647 |
0.6529 |
0.0118 |
1.8% |
0.0050 |
0.8% |
12% |
False |
True |
147 |
| 20 |
0.6776 |
0.6529 |
0.0247 |
3.8% |
0.0053 |
0.8% |
6% |
False |
True |
143 |
| 40 |
0.6900 |
0.6529 |
0.0371 |
5.7% |
0.0053 |
0.8% |
4% |
False |
True |
117 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0045 |
0.7% |
30% |
False |
False |
90 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0039 |
0.6% |
36% |
False |
False |
69 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0036 |
0.5% |
36% |
False |
False |
56 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0032 |
0.5% |
36% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7080 |
|
2.618 |
0.6909 |
|
1.618 |
0.6804 |
|
1.000 |
0.6739 |
|
0.618 |
0.6699 |
|
HIGH |
0.6634 |
|
0.618 |
0.6594 |
|
0.500 |
0.6582 |
|
0.382 |
0.6569 |
|
LOW |
0.6529 |
|
0.618 |
0.6464 |
|
1.000 |
0.6424 |
|
1.618 |
0.6359 |
|
2.618 |
0.6254 |
|
4.250 |
0.6083 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6582 |
0.6584 |
| PP |
0.6569 |
0.6570 |
| S1 |
0.6556 |
0.6557 |
|