CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 05-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
0.6611 |
0.6530 |
-0.0081 |
-1.2% |
0.6613 |
High |
0.6643 |
0.6552 |
-0.0091 |
-1.4% |
0.6650 |
Low |
0.6554 |
0.6511 |
-0.0043 |
-0.7% |
0.6554 |
Close |
0.6554 |
0.6519 |
-0.0035 |
-0.5% |
0.6554 |
Range |
0.0090 |
0.0042 |
-0.0048 |
-53.6% |
0.0097 |
ATR |
0.0036 |
0.0036 |
0.0001 |
1.4% |
0.0000 |
Volume |
10 |
31 |
21 |
210.0% |
15 |
|
Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6652 |
0.6627 |
0.6541 |
|
R3 |
0.6610 |
0.6585 |
0.6530 |
|
R2 |
0.6569 |
0.6569 |
0.6526 |
|
R1 |
0.6544 |
0.6544 |
0.6522 |
0.6535 |
PP |
0.6527 |
0.6527 |
0.6527 |
0.6523 |
S1 |
0.6502 |
0.6502 |
0.6515 |
0.6494 |
S2 |
0.6486 |
0.6486 |
0.6511 |
|
S3 |
0.6444 |
0.6461 |
0.6507 |
|
S4 |
0.6403 |
0.6419 |
0.6496 |
|
|
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 |
0.6511 |
0.0140 |
2.1% |
0.0040 |
0.6% |
6% |
False |
True |
8 |
10 |
0.6650 |
0.6511 |
0.0140 |
2.1% |
0.0026 |
0.4% |
6% |
False |
True |
4 |
20 |
0.6759 |
0.6511 |
0.0249 |
3.8% |
0.0019 |
0.3% |
3% |
False |
True |
2 |
40 |
0.6881 |
0.6511 |
0.0370 |
5.7% |
0.0022 |
0.3% |
2% |
False |
True |
6 |
60 |
0.6881 |
0.6388 |
0.0493 |
7.6% |
0.0016 |
0.2% |
26% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6728 |
2.618 |
0.6661 |
1.618 |
0.6619 |
1.000 |
0.6594 |
0.618 |
0.6578 |
HIGH |
0.6552 |
0.618 |
0.6536 |
0.500 |
0.6531 |
0.382 |
0.6526 |
LOW |
0.6511 |
0.618 |
0.6485 |
1.000 |
0.6469 |
1.618 |
0.6443 |
2.618 |
0.6402 |
4.250 |
0.6334 |
|
|
Fisher Pivots for day following 05-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6531 |
0.6577 |
PP |
0.6527 |
0.6557 |
S1 |
0.6523 |
0.6538 |
|