CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6479 |
0.6517 |
0.0039 |
0.6% |
0.6521 |
| High |
0.6515 |
0.6552 |
0.0037 |
0.6% |
0.6564 |
| Low |
0.6473 |
0.6502 |
0.0029 |
0.4% |
0.6495 |
| Close |
0.6514 |
0.6546 |
0.0032 |
0.5% |
0.6545 |
| Range |
0.0042 |
0.0050 |
0.0008 |
19.0% |
0.0069 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
65 |
173 |
108 |
166.2% |
1,110 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6683 |
0.6664 |
0.6573 |
|
| R3 |
0.6633 |
0.6614 |
0.6559 |
|
| R2 |
0.6583 |
0.6583 |
0.6555 |
|
| R1 |
0.6564 |
0.6564 |
0.6550 |
0.6574 |
| PP |
0.6533 |
0.6533 |
0.6533 |
0.6538 |
| S1 |
0.6514 |
0.6514 |
0.6541 |
0.6524 |
| S2 |
0.6483 |
0.6483 |
0.6536 |
|
| S3 |
0.6433 |
0.6464 |
0.6532 |
|
| S4 |
0.6383 |
0.6414 |
0.6518 |
|
|
| 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% |
0.0049 |
0.7% |
82% |
False |
False |
173 |
| 10 |
0.6634 |
0.6468 |
0.0167 |
2.5% |
0.0051 |
0.8% |
47% |
False |
False |
204 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0047 |
0.7% |
44% |
False |
False |
173 |
| 40 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0051 |
0.8% |
18% |
False |
False |
145 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.7% |
18% |
False |
False |
120 |
| 80 |
0.6900 |
0.6353 |
0.0548 |
8.4% |
0.0041 |
0.6% |
35% |
False |
False |
92 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0038 |
0.6% |
36% |
False |
False |
74 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0034 |
0.5% |
36% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6764 |
|
2.618 |
0.6682 |
|
1.618 |
0.6632 |
|
1.000 |
0.6602 |
|
0.618 |
0.6582 |
|
HIGH |
0.6552 |
|
0.618 |
0.6532 |
|
0.500 |
0.6527 |
|
0.382 |
0.6521 |
|
LOW |
0.6502 |
|
0.618 |
0.6471 |
|
1.000 |
0.6452 |
|
1.618 |
0.6421 |
|
2.618 |
0.6371 |
|
4.250 |
0.6289 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6539 |
0.6534 |
| PP |
0.6533 |
0.6523 |
| S1 |
0.6527 |
0.6511 |
|