CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6552 |
0.6516 |
-0.0036 |
-0.5% |
0.6521 |
| High |
0.6552 |
0.6558 |
0.0006 |
0.1% |
0.6564 |
| Low |
0.6506 |
0.6512 |
0.0006 |
0.1% |
0.6495 |
| Close |
0.6513 |
0.6545 |
0.0032 |
0.5% |
0.6545 |
| Range |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0069 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
191 |
134 |
-57 |
-29.8% |
1,110 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6675 |
0.6655 |
0.6570 |
|
| R3 |
0.6629 |
0.6610 |
0.6557 |
|
| R2 |
0.6584 |
0.6584 |
0.6553 |
|
| R1 |
0.6564 |
0.6564 |
0.6549 |
0.6574 |
| PP |
0.6538 |
0.6538 |
0.6538 |
0.6543 |
| S1 |
0.6519 |
0.6519 |
0.6540 |
0.6528 |
| S2 |
0.6493 |
0.6493 |
0.6536 |
|
| S3 |
0.6447 |
0.6473 |
0.6532 |
|
| S4 |
0.6402 |
0.6428 |
0.6519 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6741 |
0.6712 |
0.6582 |
|
| R3 |
0.6672 |
0.6643 |
0.6563 |
|
| R2 |
0.6603 |
0.6603 |
0.6557 |
|
| R1 |
0.6574 |
0.6574 |
0.6551 |
0.6589 |
| PP |
0.6534 |
0.6534 |
0.6534 |
0.6542 |
| S1 |
0.6505 |
0.6505 |
0.6538 |
0.6520 |
| S2 |
0.6465 |
0.6465 |
0.6532 |
|
| S3 |
0.6396 |
0.6436 |
0.6526 |
|
| S4 |
0.6327 |
0.6367 |
0.6507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6564 |
0.6495 |
0.0069 |
1.1% |
0.0041 |
0.6% |
72% |
False |
False |
222 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0052 |
0.8% |
33% |
False |
False |
218 |
| 20 |
0.6755 |
0.6495 |
0.0260 |
4.0% |
0.0050 |
0.8% |
19% |
False |
False |
179 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0053 |
0.8% |
12% |
False |
False |
136 |
| 60 |
0.6900 |
0.6491 |
0.0410 |
6.3% |
0.0048 |
0.7% |
13% |
False |
False |
108 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
36% |
False |
False |
83 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
36% |
False |
False |
67 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0033 |
0.5% |
36% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6751 |
|
2.618 |
0.6677 |
|
1.618 |
0.6631 |
|
1.000 |
0.6603 |
|
0.618 |
0.6586 |
|
HIGH |
0.6558 |
|
0.618 |
0.6540 |
|
0.500 |
0.6535 |
|
0.382 |
0.6529 |
|
LOW |
0.6512 |
|
0.618 |
0.6484 |
|
1.000 |
0.6467 |
|
1.618 |
0.6438 |
|
2.618 |
0.6393 |
|
4.250 |
0.6319 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6541 |
0.6541 |
| PP |
0.6538 |
0.6538 |
| S1 |
0.6535 |
0.6535 |
|