CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6516 |
0.6518 |
0.0002 |
0.0% |
0.6589 |
| High |
0.6551 |
0.6555 |
0.0004 |
0.1% |
0.6589 |
| Low |
0.6510 |
0.6510 |
0.0001 |
0.0% |
0.6510 |
| Close |
0.6515 |
0.6552 |
0.0037 |
0.6% |
0.6552 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.2% |
0.0079 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
503 |
942 |
439 |
87.3% |
3,549 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6672 |
0.6656 |
0.6576 |
|
| R3 |
0.6628 |
0.6612 |
0.6564 |
|
| R2 |
0.6583 |
0.6583 |
0.6560 |
|
| R1 |
0.6567 |
0.6567 |
0.6556 |
0.6575 |
| PP |
0.6539 |
0.6539 |
0.6539 |
0.6543 |
| S1 |
0.6523 |
0.6523 |
0.6547 |
0.6531 |
| S2 |
0.6494 |
0.6494 |
0.6543 |
|
| S3 |
0.6450 |
0.6478 |
0.6539 |
|
| S4 |
0.6405 |
0.6434 |
0.6527 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6787 |
0.6748 |
0.6595 |
|
| R3 |
0.6708 |
0.6669 |
0.6573 |
|
| R2 |
0.6629 |
0.6629 |
0.6566 |
|
| R1 |
0.6590 |
0.6590 |
0.6559 |
0.6570 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6540 |
| S1 |
0.6511 |
0.6511 |
0.6544 |
0.6491 |
| S2 |
0.6471 |
0.6471 |
0.6537 |
|
| S3 |
0.6392 |
0.6432 |
0.6530 |
|
| S4 |
0.6313 |
0.6353 |
0.6508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6589 |
0.6510 |
0.0079 |
1.2% |
0.0041 |
0.6% |
53% |
False |
False |
709 |
| 10 |
0.6617 |
0.6510 |
0.0107 |
1.6% |
0.0042 |
0.6% |
39% |
False |
False |
557 |
| 20 |
0.6634 |
0.6468 |
0.0167 |
2.5% |
0.0046 |
0.7% |
50% |
False |
False |
380 |
| 40 |
0.6785 |
0.6468 |
0.0318 |
4.8% |
0.0049 |
0.7% |
26% |
False |
False |
258 |
| 60 |
0.6900 |
0.6468 |
0.0433 |
6.6% |
0.0050 |
0.8% |
19% |
False |
False |
202 |
| 80 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0044 |
0.7% |
32% |
False |
False |
160 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0040 |
0.6% |
37% |
False |
False |
129 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.5% |
0.0037 |
0.6% |
37% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6744 |
|
2.618 |
0.6671 |
|
1.618 |
0.6627 |
|
1.000 |
0.6599 |
|
0.618 |
0.6582 |
|
HIGH |
0.6555 |
|
0.618 |
0.6538 |
|
0.500 |
0.6532 |
|
0.382 |
0.6527 |
|
LOW |
0.6510 |
|
0.618 |
0.6482 |
|
1.000 |
0.6466 |
|
1.618 |
0.6438 |
|
2.618 |
0.6393 |
|
4.250 |
0.6321 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6545 |
0.6547 |
| PP |
0.6539 |
0.6543 |
| S1 |
0.6532 |
0.6539 |
|