CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6551 |
0.6564 |
0.0013 |
0.2% |
0.6553 |
| High |
0.6568 |
0.6601 |
0.0033 |
0.5% |
0.6568 |
| Low |
0.6521 |
0.6545 |
0.0024 |
0.4% |
0.6468 |
| Close |
0.6557 |
0.6573 |
0.0016 |
0.2% |
0.6557 |
| Range |
0.0048 |
0.0056 |
0.0009 |
17.9% |
0.0101 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
208 |
319 |
111 |
53.4% |
939 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6741 |
0.6713 |
0.6604 |
|
| R3 |
0.6685 |
0.6657 |
0.6588 |
|
| R2 |
0.6629 |
0.6629 |
0.6583 |
|
| R1 |
0.6601 |
0.6601 |
0.6578 |
0.6615 |
| PP |
0.6573 |
0.6573 |
0.6573 |
0.6580 |
| S1 |
0.6545 |
0.6545 |
0.6568 |
0.6559 |
| S2 |
0.6517 |
0.6517 |
0.6563 |
|
| S3 |
0.6461 |
0.6489 |
0.6558 |
|
| S4 |
0.6405 |
0.6433 |
0.6542 |
|
|
| 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 |
0.6601 |
0.6468 |
0.0133 |
2.0% |
0.0057 |
0.9% |
79% |
True |
False |
223 |
| 10 |
0.6601 |
0.6468 |
0.0133 |
2.0% |
0.0046 |
0.7% |
79% |
True |
False |
184 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0049 |
0.7% |
59% |
False |
False |
190 |
| 40 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0051 |
0.8% |
24% |
False |
False |
151 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
24% |
False |
False |
127 |
| 80 |
0.6900 |
0.6353 |
0.0548 |
8.3% |
0.0042 |
0.6% |
40% |
False |
False |
98 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0039 |
0.6% |
41% |
False |
False |
79 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0035 |
0.5% |
41% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6839 |
|
2.618 |
0.6747 |
|
1.618 |
0.6691 |
|
1.000 |
0.6657 |
|
0.618 |
0.6635 |
|
HIGH |
0.6601 |
|
0.618 |
0.6579 |
|
0.500 |
0.6573 |
|
0.382 |
0.6566 |
|
LOW |
0.6545 |
|
0.618 |
0.6510 |
|
1.000 |
0.6489 |
|
1.618 |
0.6454 |
|
2.618 |
0.6398 |
|
4.250 |
0.6307 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6573 |
0.6566 |
| PP |
0.6573 |
0.6558 |
| S1 |
0.6573 |
0.6551 |
|