CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6555 |
0.6479 |
-0.0076 |
-1.2% |
0.6521 |
| High |
0.6555 |
0.6515 |
-0.0040 |
-0.6% |
0.6564 |
| Low |
0.6468 |
0.6473 |
0.0006 |
0.1% |
0.6495 |
| Close |
0.6468 |
0.6514 |
0.0046 |
0.7% |
0.6545 |
| Range |
0.0088 |
0.0042 |
-0.0046 |
-52.0% |
0.0069 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
351 |
65 |
-286 |
-81.5% |
1,110 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6627 |
0.6612 |
0.6537 |
|
| R3 |
0.6585 |
0.6570 |
0.6525 |
|
| R2 |
0.6543 |
0.6543 |
0.6521 |
|
| R1 |
0.6528 |
0.6528 |
0.6517 |
0.6535 |
| PP |
0.6501 |
0.6501 |
0.6501 |
0.6504 |
| S1 |
0.6486 |
0.6486 |
0.6510 |
0.6493 |
| S2 |
0.6459 |
0.6459 |
0.6506 |
|
| S3 |
0.6417 |
0.6444 |
0.6502 |
|
| S4 |
0.6375 |
0.6402 |
0.6490 |
|
|
| 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 |
0.6563 |
0.6468 |
0.0095 |
1.5% |
0.0048 |
0.7% |
48% |
False |
False |
176 |
| 10 |
0.6634 |
0.6468 |
0.0167 |
2.6% |
0.0052 |
0.8% |
28% |
False |
False |
235 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0046 |
0.7% |
26% |
False |
False |
167 |
| 40 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0051 |
0.8% |
11% |
False |
False |
142 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.8% |
11% |
False |
False |
117 |
| 80 |
0.6900 |
0.6349 |
0.0552 |
8.5% |
0.0040 |
0.6% |
30% |
False |
False |
90 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0038 |
0.6% |
30% |
False |
False |
72 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0034 |
0.5% |
30% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6694 |
|
2.618 |
0.6625 |
|
1.618 |
0.6583 |
|
1.000 |
0.6557 |
|
0.618 |
0.6541 |
|
HIGH |
0.6515 |
|
0.618 |
0.6499 |
|
0.500 |
0.6494 |
|
0.382 |
0.6489 |
|
LOW |
0.6473 |
|
0.618 |
0.6447 |
|
1.000 |
0.6431 |
|
1.618 |
0.6405 |
|
2.618 |
0.6363 |
|
4.250 |
0.6295 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6507 |
0.6515 |
| PP |
0.6501 |
0.6515 |
| S1 |
0.6494 |
0.6514 |
|