CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6555 |
0.6562 |
0.0007 |
0.1% |
0.6530 |
| High |
0.6555 |
0.6563 |
0.0008 |
0.1% |
0.6565 |
| Low |
0.6520 |
0.6555 |
0.0035 |
0.5% |
0.6511 |
| Close |
0.6523 |
0.6555 |
0.0032 |
0.5% |
0.6555 |
| Range |
0.0035 |
0.0008 |
-0.0027 |
-77.1% |
0.0055 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
1.1% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
69 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6581 |
0.6576 |
0.6559 |
|
| R3 |
0.6573 |
0.6568 |
0.6557 |
|
| R2 |
0.6565 |
0.6565 |
0.6556 |
|
| R1 |
0.6560 |
0.6560 |
0.6555 |
0.6559 |
| PP |
0.6557 |
0.6557 |
0.6557 |
0.6557 |
| S1 |
0.6552 |
0.6552 |
0.6554 |
0.6551 |
| S2 |
0.6549 |
0.6549 |
0.6553 |
|
| S3 |
0.6541 |
0.6544 |
0.6552 |
|
| S4 |
0.6533 |
0.6536 |
0.6550 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6685 |
0.6584 |
|
| R3 |
0.6652 |
0.6631 |
0.6569 |
|
| R2 |
0.6598 |
0.6598 |
0.6564 |
|
| R1 |
0.6576 |
0.6576 |
0.6559 |
0.6587 |
| PP |
0.6543 |
0.6543 |
0.6543 |
0.6549 |
| S1 |
0.6522 |
0.6522 |
0.6550 |
0.6533 |
| S2 |
0.6489 |
0.6489 |
0.6545 |
|
| S3 |
0.6434 |
0.6467 |
0.6540 |
|
| S4 |
0.6380 |
0.6413 |
0.6525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6565 |
0.6511 |
0.0055 |
0.8% |
0.0024 |
0.4% |
81% |
False |
False |
13 |
| 10 |
0.6650 |
0.6511 |
0.0140 |
2.1% |
0.0030 |
0.5% |
32% |
False |
False |
8 |
| 20 |
0.6746 |
0.6511 |
0.0235 |
3.6% |
0.0023 |
0.3% |
19% |
False |
False |
4 |
| 40 |
0.6881 |
0.6511 |
0.0370 |
5.6% |
0.0023 |
0.4% |
12% |
False |
False |
6 |
| 60 |
0.6881 |
0.6511 |
0.0370 |
5.6% |
0.0017 |
0.3% |
12% |
False |
False |
4 |
| 80 |
0.6881 |
0.6361 |
0.0520 |
7.9% |
0.0014 |
0.2% |
37% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6597 |
|
2.618 |
0.6583 |
|
1.618 |
0.6575 |
|
1.000 |
0.6571 |
|
0.618 |
0.6567 |
|
HIGH |
0.6563 |
|
0.618 |
0.6559 |
|
0.500 |
0.6559 |
|
0.382 |
0.6558 |
|
LOW |
0.6555 |
|
0.618 |
0.6550 |
|
1.000 |
0.6547 |
|
1.618 |
0.6542 |
|
2.618 |
0.6534 |
|
4.250 |
0.6521 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6559 |
0.6551 |
| PP |
0.6557 |
0.6547 |
| S1 |
0.6556 |
0.6543 |
|