CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6517 |
0.6551 |
0.0034 |
0.5% |
0.6553 |
| High |
0.6552 |
0.6568 |
0.0017 |
0.3% |
0.6568 |
| Low |
0.6502 |
0.6521 |
0.0019 |
0.3% |
0.6468 |
| Close |
0.6546 |
0.6557 |
0.0012 |
0.2% |
0.6557 |
| Range |
0.0050 |
0.0048 |
-0.0003 |
-5.0% |
0.0101 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
173 |
208 |
35 |
20.2% |
939 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6691 |
0.6672 |
0.6583 |
|
| R3 |
0.6644 |
0.6624 |
0.6570 |
|
| R2 |
0.6596 |
0.6596 |
0.6566 |
|
| R1 |
0.6577 |
0.6577 |
0.6561 |
0.6586 |
| PP |
0.6549 |
0.6549 |
0.6549 |
0.6553 |
| S1 |
0.6529 |
0.6529 |
0.6553 |
0.6539 |
| S2 |
0.6501 |
0.6501 |
0.6548 |
|
| S3 |
0.6454 |
0.6482 |
0.6544 |
|
| S4 |
0.6406 |
0.6434 |
0.6531 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6832 |
0.6795 |
0.6612 |
|
| R3 |
0.6732 |
0.6695 |
0.6585 |
|
| R2 |
0.6631 |
0.6631 |
0.6575 |
|
| R1 |
0.6594 |
0.6594 |
0.6566 |
0.6613 |
| PP |
0.6531 |
0.6531 |
0.6531 |
0.6540 |
| S1 |
0.6494 |
0.6494 |
0.6548 |
0.6512 |
| S2 |
0.6430 |
0.6430 |
0.6539 |
|
| S3 |
0.6330 |
0.6393 |
0.6529 |
|
| S4 |
0.6229 |
0.6293 |
0.6502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6568 |
0.6468 |
0.0101 |
1.5% |
0.0049 |
0.8% |
89% |
True |
False |
187 |
| 10 |
0.6568 |
0.6468 |
0.0101 |
1.5% |
0.0045 |
0.7% |
89% |
True |
False |
204 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0047 |
0.7% |
50% |
False |
False |
176 |
| 40 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
21% |
False |
False |
145 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0049 |
0.8% |
21% |
False |
False |
122 |
| 80 |
0.6900 |
0.6353 |
0.0548 |
8.3% |
0.0041 |
0.6% |
37% |
False |
False |
94 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0039 |
0.6% |
38% |
False |
False |
76 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0035 |
0.5% |
38% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6770 |
|
2.618 |
0.6692 |
|
1.618 |
0.6645 |
|
1.000 |
0.6616 |
|
0.618 |
0.6597 |
|
HIGH |
0.6568 |
|
0.618 |
0.6550 |
|
0.500 |
0.6544 |
|
0.382 |
0.6539 |
|
LOW |
0.6521 |
|
0.618 |
0.6491 |
|
1.000 |
0.6473 |
|
1.618 |
0.6444 |
|
2.618 |
0.6396 |
|
4.250 |
0.6319 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6553 |
0.6545 |
| PP |
0.6549 |
0.6533 |
| S1 |
0.6544 |
0.6521 |
|