CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6571 |
0.6533 |
-0.0038 |
-0.6% |
0.6585 |
| High |
0.6585 |
0.6535 |
-0.0050 |
-0.8% |
0.6612 |
| Low |
0.6570 |
0.6528 |
-0.0042 |
-0.6% |
0.6583 |
| Close |
0.6579 |
0.6528 |
-0.0051 |
-0.8% |
0.6602 |
| Range |
0.0015 |
0.0007 |
-0.0008 |
-53.3% |
0.0029 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
4.9% |
0.0000 |
| Volume |
4 |
10 |
6 |
150.0% |
5 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6551 |
0.6547 |
0.6532 |
|
| R3 |
0.6544 |
0.6540 |
0.6530 |
|
| R2 |
0.6537 |
0.6537 |
0.6529 |
|
| R1 |
0.6533 |
0.6533 |
0.6529 |
0.6532 |
| PP |
0.6530 |
0.6530 |
0.6530 |
0.6530 |
| S1 |
0.6526 |
0.6526 |
0.6527 |
0.6525 |
| S2 |
0.6523 |
0.6523 |
0.6527 |
|
| S3 |
0.6516 |
0.6519 |
0.6526 |
|
| S4 |
0.6509 |
0.6512 |
0.6524 |
|
|
| 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 |
0.6528 |
0.0084 |
1.3% |
0.0009 |
0.1% |
0% |
False |
True |
4 |
| 10 |
0.6612 |
0.6520 |
0.0092 |
1.4% |
0.0010 |
0.2% |
9% |
False |
False |
3 |
| 20 |
0.6645 |
0.6480 |
0.0166 |
2.5% |
0.0020 |
0.3% |
29% |
False |
False |
6 |
| 40 |
0.6820 |
0.6480 |
0.0341 |
5.2% |
0.0019 |
0.3% |
14% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0020 |
0.3% |
12% |
False |
False |
5 |
| 80 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0015 |
0.2% |
28% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6565 |
|
2.618 |
0.6553 |
|
1.618 |
0.6546 |
|
1.000 |
0.6542 |
|
0.618 |
0.6539 |
|
HIGH |
0.6535 |
|
0.618 |
0.6532 |
|
0.500 |
0.6532 |
|
0.382 |
0.6531 |
|
LOW |
0.6528 |
|
0.618 |
0.6524 |
|
1.000 |
0.6521 |
|
1.618 |
0.6517 |
|
2.618 |
0.6510 |
|
4.250 |
0.6498 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6532 |
0.6557 |
| PP |
0.6530 |
0.6547 |
| S1 |
0.6529 |
0.6538 |
|