CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6516 |
0.6553 |
0.0037 |
0.6% |
0.6521 |
| High |
0.6558 |
0.6563 |
0.0005 |
0.1% |
0.6564 |
| Low |
0.6512 |
0.6543 |
0.0031 |
0.5% |
0.6495 |
| Close |
0.6545 |
0.6552 |
0.0007 |
0.1% |
0.6545 |
| Range |
0.0046 |
0.0020 |
-0.0026 |
-56.0% |
0.0069 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
134 |
142 |
8 |
6.0% |
1,110 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6612 |
0.6602 |
0.6563 |
|
| R3 |
0.6592 |
0.6582 |
0.6557 |
|
| R2 |
0.6572 |
0.6572 |
0.6555 |
|
| R1 |
0.6562 |
0.6562 |
0.6553 |
0.6557 |
| PP |
0.6552 |
0.6552 |
0.6552 |
0.6550 |
| S1 |
0.6542 |
0.6542 |
0.6550 |
0.6537 |
| S2 |
0.6532 |
0.6532 |
0.6548 |
|
| S3 |
0.6512 |
0.6522 |
0.6546 |
|
| S4 |
0.6492 |
0.6502 |
0.6541 |
|
|
| 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 |
0.6506 |
0.0058 |
0.9% |
0.0035 |
0.5% |
79% |
False |
False |
146 |
| 10 |
0.6647 |
0.6495 |
0.0152 |
2.3% |
0.0050 |
0.8% |
38% |
False |
False |
227 |
| 20 |
0.6728 |
0.6495 |
0.0234 |
3.6% |
0.0048 |
0.7% |
24% |
False |
False |
182 |
| 40 |
0.6900 |
0.6495 |
0.0406 |
6.2% |
0.0050 |
0.8% |
14% |
False |
False |
139 |
| 60 |
0.6900 |
0.6491 |
0.0410 |
6.3% |
0.0047 |
0.7% |
15% |
False |
False |
110 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
37% |
False |
False |
85 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
37% |
False |
False |
69 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0033 |
0.5% |
37% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6648 |
|
2.618 |
0.6615 |
|
1.618 |
0.6595 |
|
1.000 |
0.6583 |
|
0.618 |
0.6575 |
|
HIGH |
0.6563 |
|
0.618 |
0.6555 |
|
0.500 |
0.6553 |
|
0.382 |
0.6550 |
|
LOW |
0.6543 |
|
0.618 |
0.6530 |
|
1.000 |
0.6523 |
|
1.618 |
0.6510 |
|
2.618 |
0.6490 |
|
4.250 |
0.6458 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6553 |
0.6546 |
| PP |
0.6552 |
0.6540 |
| S1 |
0.6552 |
0.6534 |
|