CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6567 |
0.6516 |
-0.0051 |
-0.8% |
0.6564 |
| High |
0.6569 |
0.6551 |
-0.0018 |
-0.3% |
0.6617 |
| Low |
0.6511 |
0.6510 |
-0.0002 |
0.0% |
0.6545 |
| Close |
0.6514 |
0.6515 |
0.0001 |
0.0% |
0.6587 |
| Range |
0.0058 |
0.0042 |
-0.0016 |
-27.8% |
0.0072 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1,331 |
503 |
-828 |
-62.2% |
1,820 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6650 |
0.6624 |
0.6537 |
|
| R3 |
0.6608 |
0.6582 |
0.6526 |
|
| R2 |
0.6567 |
0.6567 |
0.6522 |
|
| R1 |
0.6541 |
0.6541 |
0.6518 |
0.6533 |
| PP |
0.6525 |
0.6525 |
0.6525 |
0.6521 |
| S1 |
0.6499 |
0.6499 |
0.6511 |
0.6491 |
| S2 |
0.6484 |
0.6484 |
0.6507 |
|
| S3 |
0.6442 |
0.6458 |
0.6503 |
|
| S4 |
0.6401 |
0.6416 |
0.6492 |
|
|
| 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 |
0.6601 |
0.6510 |
0.0091 |
1.4% |
0.0037 |
0.6% |
5% |
False |
True |
561 |
| 10 |
0.6617 |
0.6502 |
0.0115 |
1.8% |
0.0043 |
0.7% |
11% |
False |
False |
480 |
| 20 |
0.6634 |
0.6468 |
0.0167 |
2.6% |
0.0047 |
0.7% |
28% |
False |
False |
358 |
| 40 |
0.6799 |
0.6468 |
0.0331 |
5.1% |
0.0049 |
0.8% |
14% |
False |
False |
235 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0051 |
0.8% |
11% |
False |
False |
188 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.9% |
0.0045 |
0.7% |
25% |
False |
False |
150 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
31% |
False |
False |
120 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0036 |
0.6% |
31% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6727 |
|
2.618 |
0.6660 |
|
1.618 |
0.6618 |
|
1.000 |
0.6593 |
|
0.618 |
0.6577 |
|
HIGH |
0.6551 |
|
0.618 |
0.6535 |
|
0.500 |
0.6530 |
|
0.382 |
0.6525 |
|
LOW |
0.6510 |
|
0.618 |
0.6484 |
|
1.000 |
0.6468 |
|
1.618 |
0.6442 |
|
2.618 |
0.6401 |
|
4.250 |
0.6333 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6530 |
0.6544 |
| PP |
0.6525 |
0.6534 |
| S1 |
0.6520 |
0.6524 |
|