CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 02-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.6563 |
0.6611 |
0.0048 |
0.7% |
0.6613 |
High |
0.6607 |
0.6643 |
0.0037 |
0.6% |
0.6650 |
Low |
0.6563 |
0.6554 |
-0.0010 |
-0.1% |
0.6554 |
Close |
0.6607 |
0.6554 |
-0.0053 |
-0.8% |
0.6554 |
Range |
0.0044 |
0.0090 |
0.0046 |
105.7% |
0.0097 |
ATR |
0.0032 |
0.0036 |
0.0004 |
13.0% |
0.0000 |
Volume |
1 |
10 |
9 |
900.0% |
15 |
|
Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6852 |
0.6792 |
0.6603 |
|
R3 |
0.6762 |
0.6703 |
0.6578 |
|
R2 |
0.6673 |
0.6673 |
0.6570 |
|
R1 |
0.6613 |
0.6613 |
0.6562 |
0.6598 |
PP |
0.6583 |
0.6583 |
0.6583 |
0.6576 |
S1 |
0.6524 |
0.6524 |
0.6545 |
0.6509 |
S2 |
0.6494 |
0.6494 |
0.6537 |
|
S3 |
0.6404 |
0.6434 |
0.6529 |
|
S4 |
0.6315 |
0.6345 |
0.6504 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6875 |
0.6811 |
0.6607 |
|
R3 |
0.6779 |
0.6714 |
0.6580 |
|
R2 |
0.6682 |
0.6682 |
0.6571 |
|
R1 |
0.6618 |
0.6618 |
0.6562 |
0.6602 |
PP |
0.6586 |
0.6586 |
0.6586 |
0.6578 |
S1 |
0.6521 |
0.6521 |
0.6545 |
0.6505 |
S2 |
0.6489 |
0.6489 |
0.6536 |
|
S3 |
0.6393 |
0.6425 |
0.6527 |
|
S4 |
0.6296 |
0.6328 |
0.6500 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6650 |
0.6554 |
0.0097 |
1.5% |
0.0035 |
0.5% |
0% |
False |
True |
3 |
10 |
0.6650 |
0.6554 |
0.0097 |
1.5% |
0.0022 |
0.3% |
0% |
False |
True |
1 |
20 |
0.6771 |
0.6554 |
0.0218 |
3.3% |
0.0021 |
0.3% |
0% |
False |
True |
3 |
40 |
0.6881 |
0.6554 |
0.0327 |
5.0% |
0.0021 |
0.3% |
0% |
False |
True |
5 |
60 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0016 |
0.2% |
34% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7023 |
2.618 |
0.6877 |
1.618 |
0.6788 |
1.000 |
0.6733 |
0.618 |
0.6698 |
HIGH |
0.6643 |
0.618 |
0.6609 |
0.500 |
0.6598 |
0.382 |
0.6588 |
LOW |
0.6554 |
0.618 |
0.6498 |
1.000 |
0.6464 |
1.618 |
0.6409 |
2.618 |
0.6319 |
4.250 |
0.6173 |
|
|
Fisher Pivots for day following 02-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6598 |
0.6599 |
PP |
0.6583 |
0.6584 |
S1 |
0.6568 |
0.6569 |
|