CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6562 |
0.6510 |
-0.0052 |
-0.8% |
0.6530 |
| High |
0.6562 |
0.6510 |
-0.0052 |
-0.8% |
0.6565 |
| Low |
0.6562 |
0.6480 |
-0.0083 |
-1.3% |
0.6511 |
| Close |
0.6562 |
0.6480 |
-0.0083 |
-1.3% |
0.6555 |
| Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0055 |
| ATR |
0.0033 |
0.0036 |
0.0004 |
10.7% |
0.0000 |
| Volume |
0 |
15 |
15 |
|
69 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6581 |
0.6561 |
0.6496 |
|
| R3 |
0.6551 |
0.6530 |
0.6488 |
|
| R2 |
0.6520 |
0.6520 |
0.6485 |
|
| R1 |
0.6500 |
0.6500 |
0.6482 |
0.6495 |
| PP |
0.6490 |
0.6490 |
0.6490 |
0.6487 |
| S1 |
0.6469 |
0.6469 |
0.6477 |
0.6464 |
| S2 |
0.6459 |
0.6459 |
0.6474 |
|
| S3 |
0.6429 |
0.6439 |
0.6471 |
|
| S4 |
0.6398 |
0.6408 |
0.6463 |
|
|
| 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 |
0.6480 |
0.0086 |
1.3% |
0.0017 |
0.3% |
0% |
False |
True |
4 |
| 10 |
0.6645 |
0.6480 |
0.0166 |
2.6% |
0.0030 |
0.5% |
0% |
False |
True |
9 |
| 20 |
0.6650 |
0.6480 |
0.0171 |
2.6% |
0.0020 |
0.3% |
0% |
False |
True |
5 |
| 40 |
0.6881 |
0.6480 |
0.0401 |
6.2% |
0.0021 |
0.3% |
0% |
False |
True |
6 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.2% |
0.0018 |
0.3% |
0% |
False |
True |
5 |
| 80 |
0.6881 |
0.6361 |
0.0520 |
8.0% |
0.0014 |
0.2% |
23% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6640 |
|
2.618 |
0.6590 |
|
1.618 |
0.6559 |
|
1.000 |
0.6541 |
|
0.618 |
0.6529 |
|
HIGH |
0.6510 |
|
0.618 |
0.6498 |
|
0.500 |
0.6495 |
|
0.382 |
0.6491 |
|
LOW |
0.6480 |
|
0.618 |
0.6461 |
|
1.000 |
0.6449 |
|
1.618 |
0.6430 |
|
2.618 |
0.6400 |
|
4.250 |
0.6350 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6495 |
0.6521 |
| PP |
0.6490 |
0.6507 |
| S1 |
0.6485 |
0.6493 |
|