CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6548 |
0.0040 |
0.6% |
0.6598 |
| High |
0.6546 |
0.6564 |
0.0018 |
0.3% |
0.6647 |
| Low |
0.6508 |
0.6541 |
0.0034 |
0.5% |
0.6529 |
| Close |
0.6543 |
0.6543 |
0.0001 |
0.0% |
0.6543 |
| Range |
0.0039 |
0.0023 |
-0.0016 |
-41.6% |
0.0118 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
123 |
142 |
19 |
15.4% |
1,072 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6617 |
0.6602 |
0.6555 |
|
| R3 |
0.6594 |
0.6580 |
0.6549 |
|
| R2 |
0.6572 |
0.6572 |
0.6547 |
|
| R1 |
0.6557 |
0.6557 |
0.6545 |
0.6553 |
| PP |
0.6549 |
0.6549 |
0.6549 |
0.6547 |
| S1 |
0.6535 |
0.6535 |
0.6541 |
0.6531 |
| S2 |
0.6527 |
0.6527 |
0.6539 |
|
| S3 |
0.6504 |
0.6512 |
0.6537 |
|
| S4 |
0.6482 |
0.6490 |
0.6531 |
|
|
| 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 |
0.6634 |
0.6495 |
0.0140 |
2.1% |
0.0056 |
0.9% |
35% |
False |
False |
294 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0049 |
0.8% |
32% |
False |
False |
203 |
| 20 |
0.6762 |
0.6495 |
0.0268 |
4.1% |
0.0049 |
0.8% |
18% |
False |
False |
171 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0052 |
0.8% |
12% |
False |
False |
133 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0046 |
0.7% |
30% |
False |
False |
103 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0039 |
0.6% |
36% |
False |
False |
79 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
36% |
False |
False |
64 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0032 |
0.5% |
36% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6659 |
|
2.618 |
0.6622 |
|
1.618 |
0.6600 |
|
1.000 |
0.6586 |
|
0.618 |
0.6577 |
|
HIGH |
0.6564 |
|
0.618 |
0.6555 |
|
0.500 |
0.6552 |
|
0.382 |
0.6550 |
|
LOW |
0.6541 |
|
0.618 |
0.6527 |
|
1.000 |
0.6519 |
|
1.618 |
0.6505 |
|
2.618 |
0.6482 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6552 |
0.6538 |
| PP |
0.6549 |
0.6534 |
| S1 |
0.6546 |
0.6529 |
|