CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6575 |
0.6575 |
0.0001 |
0.0% |
0.6553 |
| High |
0.6595 |
0.6617 |
0.0022 |
0.3% |
0.6568 |
| Low |
0.6560 |
0.6564 |
0.0004 |
0.1% |
0.6468 |
| Close |
0.6570 |
0.6578 |
0.0008 |
0.1% |
0.6557 |
| Range |
0.0035 |
0.0053 |
0.0018 |
50.0% |
0.0101 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
| Volume |
893 |
409 |
-484 |
-54.2% |
939 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6744 |
0.6713 |
0.6606 |
|
| R3 |
0.6691 |
0.6661 |
0.6592 |
|
| R2 |
0.6639 |
0.6639 |
0.6587 |
|
| R1 |
0.6608 |
0.6608 |
0.6582 |
0.6623 |
| PP |
0.6586 |
0.6586 |
0.6586 |
0.6594 |
| S1 |
0.6556 |
0.6556 |
0.6573 |
0.6571 |
| S2 |
0.6534 |
0.6534 |
0.6568 |
|
| S3 |
0.6481 |
0.6503 |
0.6563 |
|
| S4 |
0.6429 |
0.6451 |
0.6549 |
|
|
| 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 |
0.6617 |
0.6502 |
0.0115 |
1.7% |
0.0048 |
0.7% |
66% |
True |
False |
400 |
| 10 |
0.6617 |
0.6468 |
0.0149 |
2.3% |
0.0048 |
0.7% |
74% |
True |
False |
288 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0049 |
0.7% |
61% |
False |
False |
245 |
| 40 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
25% |
False |
False |
176 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
25% |
False |
False |
147 |
| 80 |
0.6900 |
0.6370 |
0.0531 |
8.1% |
0.0043 |
0.7% |
39% |
False |
False |
114 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0040 |
0.6% |
42% |
False |
False |
92 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0036 |
0.5% |
42% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6840 |
|
2.618 |
0.6754 |
|
1.618 |
0.6701 |
|
1.000 |
0.6669 |
|
0.618 |
0.6649 |
|
HIGH |
0.6617 |
|
0.618 |
0.6596 |
|
0.500 |
0.6590 |
|
0.382 |
0.6584 |
|
LOW |
0.6564 |
|
0.618 |
0.6532 |
|
1.000 |
0.6512 |
|
1.618 |
0.6479 |
|
2.618 |
0.6427 |
|
4.250 |
0.6341 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6590 |
0.6581 |
| PP |
0.6586 |
0.6580 |
| S1 |
0.6582 |
0.6579 |
|