CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6583 |
0.6612 |
0.0029 |
0.4% |
0.6585 |
| High |
0.6592 |
0.6612 |
0.0020 |
0.3% |
0.6612 |
| Low |
0.6583 |
0.6602 |
0.0019 |
0.3% |
0.6583 |
| Close |
0.6592 |
0.6602 |
0.0010 |
0.1% |
0.6602 |
| Range |
0.0009 |
0.0010 |
0.0001 |
11.1% |
0.0029 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6635 |
0.6628 |
0.6607 |
|
| R3 |
0.6625 |
0.6618 |
0.6604 |
|
| R2 |
0.6615 |
0.6615 |
0.6603 |
|
| R1 |
0.6608 |
0.6608 |
0.6602 |
0.6607 |
| PP |
0.6605 |
0.6605 |
0.6605 |
0.6604 |
| S1 |
0.6598 |
0.6598 |
0.6601 |
0.6597 |
| S2 |
0.6595 |
0.6595 |
0.6600 |
|
| S3 |
0.6585 |
0.6588 |
0.6599 |
|
| S4 |
0.6575 |
0.6578 |
0.6596 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6684 |
0.6671 |
0.6617 |
|
| R3 |
0.6656 |
0.6643 |
0.6609 |
|
| R2 |
0.6627 |
0.6627 |
0.6607 |
|
| R1 |
0.6614 |
0.6614 |
0.6604 |
0.6621 |
| PP |
0.6599 |
0.6599 |
0.6599 |
0.6602 |
| S1 |
0.6586 |
0.6586 |
0.6599 |
0.6592 |
| S2 |
0.6570 |
0.6570 |
0.6596 |
|
| S3 |
0.6542 |
0.6557 |
0.6594 |
|
| S4 |
0.6513 |
0.6529 |
0.6586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6612 |
0.6547 |
0.0065 |
1.0% |
0.0013 |
0.2% |
85% |
True |
False |
1 |
| 10 |
0.6612 |
0.6480 |
0.0132 |
2.0% |
0.0011 |
0.2% |
92% |
True |
False |
3 |
| 20 |
0.6650 |
0.6480 |
0.0171 |
2.6% |
0.0021 |
0.3% |
72% |
False |
False |
5 |
| 40 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
30% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
0.3% |
30% |
False |
False |
5 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0014 |
0.2% |
43% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6654 |
|
2.618 |
0.6638 |
|
1.618 |
0.6628 |
|
1.000 |
0.6622 |
|
0.618 |
0.6618 |
|
HIGH |
0.6612 |
|
0.618 |
0.6608 |
|
0.500 |
0.6607 |
|
0.382 |
0.6605 |
|
LOW |
0.6602 |
|
0.618 |
0.6595 |
|
1.000 |
0.6592 |
|
1.618 |
0.6585 |
|
2.618 |
0.6575 |
|
4.250 |
0.6559 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6607 |
0.6600 |
| PP |
0.6605 |
0.6599 |
| S1 |
0.6603 |
0.6597 |
|