CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6589 |
0.6555 |
-0.0034 |
-0.5% |
0.6564 |
| High |
0.6589 |
0.6578 |
-0.0011 |
-0.2% |
0.6617 |
| Low |
0.6555 |
0.6549 |
-0.0006 |
-0.1% |
0.6545 |
| Close |
0.6559 |
0.6565 |
0.0006 |
0.1% |
0.6587 |
| Range |
0.0034 |
0.0029 |
-0.0005 |
-14.9% |
0.0072 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
639 |
134 |
-505 |
-79.0% |
1,820 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6649 |
0.6635 |
0.6580 |
|
| R3 |
0.6621 |
0.6607 |
0.6572 |
|
| R2 |
0.6592 |
0.6592 |
0.6570 |
|
| R1 |
0.6578 |
0.6578 |
0.6567 |
0.6585 |
| PP |
0.6564 |
0.6564 |
0.6564 |
0.6567 |
| S1 |
0.6550 |
0.6550 |
0.6562 |
0.6557 |
| S2 |
0.6535 |
0.6535 |
0.6559 |
|
| S3 |
0.6507 |
0.6521 |
0.6557 |
|
| S4 |
0.6478 |
0.6493 |
0.6549 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6799 |
0.6765 |
0.6627 |
|
| R3 |
0.6727 |
0.6693 |
0.6607 |
|
| R2 |
0.6655 |
0.6655 |
0.6600 |
|
| R1 |
0.6621 |
0.6621 |
0.6594 |
0.6638 |
| PP |
0.6583 |
0.6583 |
0.6583 |
0.6591 |
| S1 |
0.6549 |
0.6549 |
0.6580 |
0.6566 |
| S2 |
0.6511 |
0.6511 |
0.6574 |
|
| S3 |
0.6439 |
0.6477 |
0.6567 |
|
| S4 |
0.6367 |
0.6405 |
0.6547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6617 |
0.6549 |
0.0068 |
1.0% |
0.0035 |
0.5% |
23% |
False |
True |
454 |
| 10 |
0.6617 |
0.6468 |
0.0149 |
2.3% |
0.0046 |
0.7% |
65% |
False |
False |
339 |
| 20 |
0.6647 |
0.6468 |
0.0179 |
2.7% |
0.0048 |
0.7% |
54% |
False |
False |
283 |
| 40 |
0.6875 |
0.6468 |
0.0407 |
6.2% |
0.0050 |
0.8% |
24% |
False |
False |
195 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
22% |
False |
False |
162 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0044 |
0.7% |
35% |
False |
False |
127 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0039 |
0.6% |
40% |
False |
False |
102 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0036 |
0.5% |
40% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6699 |
|
2.618 |
0.6652 |
|
1.618 |
0.6624 |
|
1.000 |
0.6606 |
|
0.618 |
0.6595 |
|
HIGH |
0.6578 |
|
0.618 |
0.6567 |
|
0.500 |
0.6563 |
|
0.382 |
0.6560 |
|
LOW |
0.6549 |
|
0.618 |
0.6531 |
|
1.000 |
0.6521 |
|
1.618 |
0.6503 |
|
2.618 |
0.6474 |
|
4.250 |
0.6428 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6564 |
0.6575 |
| PP |
0.6564 |
0.6571 |
| S1 |
0.6563 |
0.6568 |
|