CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6510 |
0.6521 |
0.0011 |
0.2% |
0.6530 |
| High |
0.6510 |
0.6526 |
0.0016 |
0.2% |
0.6565 |
| Low |
0.6480 |
0.6520 |
0.0040 |
0.6% |
0.6511 |
| Close |
0.6480 |
0.6526 |
0.0047 |
0.7% |
0.6555 |
| Range |
0.0031 |
0.0007 |
-0.0024 |
-78.7% |
0.0055 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.0% |
0.0000 |
| Volume |
15 |
11 |
-4 |
-26.7% |
69 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6543 |
0.6541 |
0.6530 |
|
| R3 |
0.6537 |
0.6535 |
0.6528 |
|
| R2 |
0.6530 |
0.6530 |
0.6527 |
|
| R1 |
0.6528 |
0.6528 |
0.6527 |
0.6529 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6524 |
| S1 |
0.6522 |
0.6522 |
0.6525 |
0.6523 |
| S2 |
0.6517 |
0.6517 |
0.6525 |
|
| S3 |
0.6511 |
0.6515 |
0.6524 |
|
| S4 |
0.6504 |
0.6509 |
0.6522 |
|
|
| 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 |
0.6563 |
0.6480 |
0.0083 |
1.3% |
0.0016 |
0.2% |
56% |
False |
False |
6 |
| 10 |
0.6643 |
0.6480 |
0.0164 |
2.5% |
0.0029 |
0.4% |
28% |
False |
False |
10 |
| 20 |
0.6650 |
0.6480 |
0.0171 |
2.6% |
0.0019 |
0.3% |
27% |
False |
False |
5 |
| 40 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
12% |
False |
False |
6 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0018 |
0.3% |
12% |
False |
False |
5 |
| 80 |
0.6881 |
0.6361 |
0.0520 |
8.0% |
0.0014 |
0.2% |
32% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6554 |
|
2.618 |
0.6543 |
|
1.618 |
0.6537 |
|
1.000 |
0.6533 |
|
0.618 |
0.6530 |
|
HIGH |
0.6526 |
|
0.618 |
0.6524 |
|
0.500 |
0.6523 |
|
0.382 |
0.6522 |
|
LOW |
0.6520 |
|
0.618 |
0.6515 |
|
1.000 |
0.6513 |
|
1.618 |
0.6509 |
|
2.618 |
0.6502 |
|
4.250 |
0.6492 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6525 |
0.6524 |
| PP |
0.6524 |
0.6523 |
| S1 |
0.6523 |
0.6521 |
|