CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6584 |
0.6583 |
-0.0001 |
0.0% |
0.6562 |
| High |
0.6584 |
0.6592 |
0.0009 |
0.1% |
0.6577 |
| Low |
0.6584 |
0.6583 |
-0.0001 |
0.0% |
0.6480 |
| Close |
0.6584 |
0.6592 |
0.0009 |
0.1% |
0.6571 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0098 |
| ATR |
0.0034 |
0.0032 |
-0.0002 |
-5.2% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
28 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6616 |
0.6613 |
0.6597 |
|
| R3 |
0.6607 |
0.6604 |
0.6594 |
|
| R2 |
0.6598 |
0.6598 |
0.6594 |
|
| R1 |
0.6595 |
0.6595 |
0.6593 |
0.6597 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6590 |
| S1 |
0.6586 |
0.6586 |
0.6591 |
0.6588 |
| S2 |
0.6580 |
0.6580 |
0.6590 |
|
| S3 |
0.6571 |
0.6577 |
0.6590 |
|
| S4 |
0.6562 |
0.6568 |
0.6587 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6835 |
0.6800 |
0.6624 |
|
| R3 |
0.6737 |
0.6703 |
0.6597 |
|
| R2 |
0.6640 |
0.6640 |
0.6588 |
|
| R1 |
0.6605 |
0.6605 |
0.6579 |
0.6623 |
| PP |
0.6542 |
0.6542 |
0.6542 |
0.6551 |
| S1 |
0.6508 |
0.6508 |
0.6562 |
0.6525 |
| S2 |
0.6445 |
0.6445 |
0.6553 |
|
| S3 |
0.6347 |
0.6410 |
0.6544 |
|
| S4 |
0.6250 |
0.6313 |
0.6517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6602 |
0.6547 |
0.0056 |
0.8% |
0.0011 |
0.2% |
82% |
False |
False |
1 |
| 10 |
0.6602 |
0.6480 |
0.0123 |
1.9% |
0.0014 |
0.2% |
92% |
False |
False |
3 |
| 20 |
0.6650 |
0.6480 |
0.0171 |
2.6% |
0.0021 |
0.3% |
66% |
False |
False |
5 |
| 40 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
28% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
0.3% |
28% |
False |
False |
5 |
| 80 |
0.6881 |
0.6385 |
0.0496 |
7.5% |
0.0014 |
0.2% |
42% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6630 |
|
2.618 |
0.6616 |
|
1.618 |
0.6607 |
|
1.000 |
0.6601 |
|
0.618 |
0.6598 |
|
HIGH |
0.6592 |
|
0.618 |
0.6589 |
|
0.500 |
0.6588 |
|
0.382 |
0.6586 |
|
LOW |
0.6583 |
|
0.618 |
0.6577 |
|
1.000 |
0.6574 |
|
1.618 |
0.6568 |
|
2.618 |
0.6559 |
|
4.250 |
0.6545 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6591 |
0.6593 |
| PP |
0.6589 |
0.6592 |
| S1 |
0.6588 |
0.6592 |
|