CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6533 |
0.6543 |
0.0010 |
0.2% |
0.6585 |
| High |
0.6535 |
0.6561 |
0.0026 |
0.4% |
0.6612 |
| Low |
0.6528 |
0.6528 |
0.0000 |
0.0% |
0.6583 |
| Close |
0.6528 |
0.6528 |
0.0000 |
0.0% |
0.6602 |
| Range |
0.0007 |
0.0033 |
0.0026 |
371.4% |
0.0029 |
| ATR |
0.0031 |
0.0032 |
0.0000 |
0.3% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
5 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6638 |
0.6616 |
0.6546 |
|
| R3 |
0.6605 |
0.6583 |
0.6537 |
|
| R2 |
0.6572 |
0.6572 |
0.6534 |
|
| R1 |
0.6550 |
0.6550 |
0.6531 |
0.6545 |
| PP |
0.6539 |
0.6539 |
0.6539 |
0.6536 |
| S1 |
0.6517 |
0.6517 |
0.6525 |
0.6512 |
| S2 |
0.6506 |
0.6506 |
0.6522 |
|
| S3 |
0.6473 |
0.6484 |
0.6519 |
|
| S4 |
0.6440 |
0.6451 |
0.6510 |
|
|
| 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% |
0.0014 |
0.2% |
0% |
False |
True |
5 |
| 10 |
0.6612 |
0.6528 |
0.0084 |
1.3% |
0.0013 |
0.2% |
0% |
False |
True |
3 |
| 20 |
0.6643 |
0.6480 |
0.0164 |
2.5% |
0.0021 |
0.3% |
30% |
False |
False |
6 |
| 40 |
0.6792 |
0.6480 |
0.0312 |
4.8% |
0.0019 |
0.3% |
16% |
False |
False |
5 |
| 60 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0019 |
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 |
0.6701 |
|
2.618 |
0.6647 |
|
1.618 |
0.6614 |
|
1.000 |
0.6594 |
|
0.618 |
0.6581 |
|
HIGH |
0.6561 |
|
0.618 |
0.6548 |
|
0.500 |
0.6545 |
|
0.382 |
0.6541 |
|
LOW |
0.6528 |
|
0.618 |
0.6508 |
|
1.000 |
0.6495 |
|
1.618 |
0.6475 |
|
2.618 |
0.6442 |
|
4.250 |
0.6388 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6545 |
0.6557 |
| PP |
0.6539 |
0.6547 |
| S1 |
0.6534 |
0.6538 |
|