CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6574 |
0.6580 |
0.0006 |
0.1% |
0.6584 |
| High |
0.6588 |
0.6620 |
0.0032 |
0.5% |
0.6635 |
| Low |
0.6518 |
0.6512 |
-0.0006 |
-0.1% |
0.6512 |
| Close |
0.6582 |
0.6526 |
-0.0056 |
-0.8% |
0.6526 |
| Range |
0.0071 |
0.0108 |
0.0038 |
53.2% |
0.0123 |
| ATR |
0.0061 |
0.0065 |
0.0003 |
5.5% |
0.0000 |
| Volume |
150,668 |
136,929 |
-13,739 |
-9.1% |
607,616 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6876 |
0.6809 |
0.6585 |
|
| R3 |
0.6768 |
0.6701 |
0.6556 |
|
| R2 |
0.6660 |
0.6660 |
0.6546 |
|
| R1 |
0.6593 |
0.6593 |
0.6536 |
0.6573 |
| PP |
0.6552 |
0.6552 |
0.6552 |
0.6542 |
| S1 |
0.6485 |
0.6485 |
0.6516 |
0.6465 |
| S2 |
0.6444 |
0.6444 |
0.6506 |
|
| S3 |
0.6336 |
0.6377 |
0.6496 |
|
| S4 |
0.6228 |
0.6269 |
0.6467 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6926 |
0.6849 |
0.6594 |
|
| R3 |
0.6803 |
0.6726 |
0.6560 |
|
| R2 |
0.6680 |
0.6680 |
0.6549 |
|
| R1 |
0.6603 |
0.6603 |
0.6537 |
0.6580 |
| PP |
0.6557 |
0.6557 |
0.6557 |
0.6546 |
| S1 |
0.6480 |
0.6480 |
0.6515 |
0.6457 |
| S2 |
0.6434 |
0.6434 |
0.6503 |
|
| S3 |
0.6311 |
0.6357 |
0.6492 |
|
| S4 |
0.6188 |
0.6234 |
0.6458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6635 |
0.6512 |
0.0123 |
1.9% |
0.0069 |
1.1% |
12% |
False |
True |
121,523 |
| 10 |
0.6635 |
0.6512 |
0.0123 |
1.9% |
0.0059 |
0.9% |
12% |
False |
True |
100,836 |
| 20 |
0.6763 |
0.6512 |
0.0251 |
3.8% |
0.0064 |
1.0% |
6% |
False |
True |
104,003 |
| 40 |
0.6888 |
0.6512 |
0.0376 |
5.8% |
0.0063 |
1.0% |
4% |
False |
True |
85,994 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.2% |
0.0064 |
1.0% |
33% |
False |
False |
57,589 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0062 |
0.9% |
38% |
False |
False |
43,215 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0059 |
0.9% |
38% |
False |
False |
34,577 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.0% |
0.0052 |
0.8% |
38% |
False |
False |
28,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7079 |
|
2.618 |
0.6902 |
|
1.618 |
0.6794 |
|
1.000 |
0.6728 |
|
0.618 |
0.6686 |
|
HIGH |
0.6620 |
|
0.618 |
0.6578 |
|
0.500 |
0.6566 |
|
0.382 |
0.6553 |
|
LOW |
0.6512 |
|
0.618 |
0.6445 |
|
1.000 |
0.6404 |
|
1.618 |
0.6337 |
|
2.618 |
0.6229 |
|
4.250 |
0.6053 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6566 |
0.6572 |
| PP |
0.6552 |
0.6557 |
| S1 |
0.6539 |
0.6541 |
|