CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6521 |
0.6508 |
-0.0013 |
-0.2% |
0.6598 |
| High |
0.6545 |
0.6546 |
0.0001 |
0.0% |
0.6647 |
| Low |
0.6495 |
0.6508 |
0.0013 |
0.2% |
0.6529 |
| Close |
0.6508 |
0.6543 |
0.0035 |
0.5% |
0.6543 |
| Range |
0.0051 |
0.0039 |
-0.0012 |
-23.8% |
0.0118 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
520 |
123 |
-397 |
-76.3% |
1,072 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6648 |
0.6634 |
0.6564 |
|
| R3 |
0.6609 |
0.6595 |
0.6553 |
|
| R2 |
0.6571 |
0.6571 |
0.6550 |
|
| R1 |
0.6557 |
0.6557 |
0.6546 |
0.6564 |
| PP |
0.6532 |
0.6532 |
0.6532 |
0.6536 |
| S1 |
0.6518 |
0.6518 |
0.6539 |
0.6525 |
| S2 |
0.6494 |
0.6494 |
0.6535 |
|
| S3 |
0.6455 |
0.6480 |
0.6532 |
|
| S4 |
0.6417 |
0.6441 |
0.6521 |
|
|
| 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 |
0.6639 |
0.6495 |
0.0144 |
2.2% |
0.0064 |
1.0% |
33% |
False |
False |
322 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0051 |
0.8% |
32% |
False |
False |
197 |
| 20 |
0.6762 |
0.6495 |
0.0268 |
4.1% |
0.0050 |
0.8% |
18% |
False |
False |
165 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0053 |
0.8% |
12% |
False |
False |
130 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0046 |
0.7% |
30% |
False |
False |
100 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
36% |
False |
False |
77 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0036 |
0.6% |
36% |
False |
False |
63 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0033 |
0.5% |
36% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6710 |
|
2.618 |
0.6647 |
|
1.618 |
0.6608 |
|
1.000 |
0.6585 |
|
0.618 |
0.6570 |
|
HIGH |
0.6546 |
|
0.618 |
0.6531 |
|
0.500 |
0.6527 |
|
0.382 |
0.6522 |
|
LOW |
0.6508 |
|
0.618 |
0.6484 |
|
1.000 |
0.6469 |
|
1.618 |
0.6445 |
|
2.618 |
0.6407 |
|
4.250 |
0.6344 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6537 |
0.6564 |
| PP |
0.6532 |
0.6557 |
| S1 |
0.6527 |
0.6550 |
|