CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6573 |
0.6571 |
-0.0002 |
0.0% |
0.6585 |
| High |
0.6573 |
0.6585 |
0.0012 |
0.2% |
0.6612 |
| Low |
0.6569 |
0.6570 |
0.0001 |
0.0% |
0.6583 |
| Close |
0.6573 |
0.6579 |
0.0006 |
0.1% |
0.6602 |
| Range |
0.0004 |
0.0015 |
0.0011 |
275.0% |
0.0029 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6623 |
0.6616 |
0.6587 |
|
| R3 |
0.6608 |
0.6601 |
0.6583 |
|
| R2 |
0.6593 |
0.6593 |
0.6581 |
|
| R1 |
0.6586 |
0.6586 |
0.6580 |
0.6589 |
| PP |
0.6578 |
0.6578 |
0.6578 |
0.6580 |
| S1 |
0.6571 |
0.6571 |
0.6577 |
0.6574 |
| S2 |
0.6563 |
0.6563 |
0.6576 |
|
| S3 |
0.6548 |
0.6556 |
0.6574 |
|
| S4 |
0.6533 |
0.6541 |
0.6570 |
|
|
| 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 |
0.6569 |
0.0043 |
0.6% |
0.0008 |
0.1% |
22% |
False |
False |
2 |
| 10 |
0.6612 |
0.6480 |
0.0132 |
2.0% |
0.0012 |
0.2% |
75% |
False |
False |
4 |
| 20 |
0.6650 |
0.6480 |
0.0171 |
2.6% |
0.0020 |
0.3% |
58% |
False |
False |
6 |
| 40 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
25% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
0.3% |
25% |
False |
False |
5 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0015 |
0.2% |
39% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6649 |
|
2.618 |
0.6624 |
|
1.618 |
0.6609 |
|
1.000 |
0.6600 |
|
0.618 |
0.6594 |
|
HIGH |
0.6585 |
|
0.618 |
0.6579 |
|
0.500 |
0.6578 |
|
0.382 |
0.6576 |
|
LOW |
0.6570 |
|
0.618 |
0.6561 |
|
1.000 |
0.6555 |
|
1.618 |
0.6546 |
|
2.618 |
0.6531 |
|
4.250 |
0.6506 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6578 |
0.6590 |
| PP |
0.6578 |
0.6586 |
| S1 |
0.6578 |
0.6582 |
|