CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6609 |
0.6521 |
-0.0089 |
-1.3% |
0.6598 |
| High |
0.6634 |
0.6545 |
-0.0089 |
-1.3% |
0.6647 |
| Low |
0.6529 |
0.6495 |
-0.0035 |
-0.5% |
0.6529 |
| Close |
0.6543 |
0.6508 |
-0.0036 |
-0.5% |
0.6543 |
| Range |
0.0105 |
0.0051 |
-0.0055 |
-51.9% |
0.0118 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
201 |
520 |
319 |
158.7% |
1,072 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6667 |
0.6638 |
0.6535 |
|
| R3 |
0.6617 |
0.6587 |
0.6521 |
|
| R2 |
0.6566 |
0.6566 |
0.6517 |
|
| R1 |
0.6537 |
0.6537 |
0.6512 |
0.6526 |
| PP |
0.6516 |
0.6516 |
0.6516 |
0.6510 |
| S1 |
0.6486 |
0.6486 |
0.6503 |
0.6476 |
| S2 |
0.6465 |
0.6465 |
0.6498 |
|
| S3 |
0.6415 |
0.6436 |
0.6494 |
|
| S4 |
0.6364 |
0.6385 |
0.6480 |
|
|
| 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 |
0.6495 |
0.0152 |
2.3% |
0.0065 |
1.0% |
9% |
False |
True |
308 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0053 |
0.8% |
9% |
False |
True |
196 |
| 20 |
0.6762 |
0.6495 |
0.0268 |
4.1% |
0.0051 |
0.8% |
5% |
False |
True |
161 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0054 |
0.8% |
3% |
False |
True |
127 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.9% |
0.0045 |
0.7% |
23% |
False |
False |
98 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
29% |
False |
False |
76 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0036 |
0.6% |
29% |
False |
False |
61 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0032 |
0.5% |
29% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6760 |
|
2.618 |
0.6677 |
|
1.618 |
0.6627 |
|
1.000 |
0.6596 |
|
0.618 |
0.6576 |
|
HIGH |
0.6545 |
|
0.618 |
0.6526 |
|
0.500 |
0.6520 |
|
0.382 |
0.6514 |
|
LOW |
0.6495 |
|
0.618 |
0.6463 |
|
1.000 |
0.6444 |
|
1.618 |
0.6413 |
|
2.618 |
0.6362 |
|
4.250 |
0.6280 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6520 |
0.6564 |
| PP |
0.6516 |
0.6545 |
| S1 |
0.6512 |
0.6526 |
|