CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6552 |
0.0004 |
0.1% |
0.6598 |
| High |
0.6564 |
0.6552 |
-0.0012 |
-0.2% |
0.6647 |
| Low |
0.6541 |
0.6506 |
-0.0035 |
-0.5% |
0.6529 |
| Close |
0.6543 |
0.6513 |
-0.0031 |
-0.5% |
0.6543 |
| Range |
0.0023 |
0.0046 |
0.0024 |
104.4% |
0.0118 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
142 |
191 |
49 |
34.5% |
1,072 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6662 |
0.6633 |
0.6538 |
|
| R3 |
0.6616 |
0.6587 |
0.6525 |
|
| R2 |
0.6570 |
0.6570 |
0.6521 |
|
| R1 |
0.6541 |
0.6541 |
0.6517 |
0.6532 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6519 |
| S1 |
0.6495 |
0.6495 |
0.6508 |
0.6486 |
| S2 |
0.6478 |
0.6478 |
0.6504 |
|
| S3 |
0.6432 |
0.6449 |
0.6500 |
|
| S4 |
0.6386 |
0.6403 |
0.6487 |
|
|
| 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% |
0.0053 |
0.8% |
13% |
False |
False |
235 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0051 |
0.8% |
12% |
False |
False |
216 |
| 20 |
0.6762 |
0.6495 |
0.0268 |
4.1% |
0.0051 |
0.8% |
7% |
False |
False |
180 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0053 |
0.8% |
4% |
False |
False |
136 |
| 60 |
0.6900 |
0.6410 |
0.0490 |
7.5% |
0.0047 |
0.7% |
21% |
False |
False |
106 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0039 |
0.6% |
30% |
False |
False |
81 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
30% |
False |
False |
66 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0033 |
0.5% |
30% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6748 |
|
2.618 |
0.6672 |
|
1.618 |
0.6626 |
|
1.000 |
0.6598 |
|
0.618 |
0.6580 |
|
HIGH |
0.6552 |
|
0.618 |
0.6534 |
|
0.500 |
0.6529 |
|
0.382 |
0.6524 |
|
LOW |
0.6506 |
|
0.618 |
0.6478 |
|
1.000 |
0.6460 |
|
1.618 |
0.6432 |
|
2.618 |
0.6386 |
|
4.250 |
0.6311 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6529 |
0.6535 |
| PP |
0.6524 |
0.6527 |
| S1 |
0.6518 |
0.6520 |
|