CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6580 |
0.6518 |
-0.0062 |
-0.9% |
0.6584 |
| High |
0.6620 |
0.6529 |
-0.0091 |
-1.4% |
0.6635 |
| Low |
0.6512 |
0.6478 |
-0.0034 |
-0.5% |
0.6512 |
| Close |
0.6526 |
0.6491 |
-0.0036 |
-0.5% |
0.6526 |
| Range |
0.0108 |
0.0051 |
-0.0057 |
-52.8% |
0.0123 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
136,929 |
117,764 |
-19,165 |
-14.0% |
607,616 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6652 |
0.6622 |
0.6519 |
|
| R3 |
0.6601 |
0.6571 |
0.6505 |
|
| R2 |
0.6550 |
0.6550 |
0.6500 |
|
| R1 |
0.6520 |
0.6520 |
0.6495 |
0.6510 |
| PP |
0.6499 |
0.6499 |
0.6499 |
0.6494 |
| S1 |
0.6469 |
0.6469 |
0.6486 |
0.6459 |
| S2 |
0.6448 |
0.6448 |
0.6481 |
|
| S3 |
0.6397 |
0.6418 |
0.6476 |
|
| S4 |
0.6346 |
0.6367 |
0.6462 |
|
|
| 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 |
0.6478 |
0.0157 |
2.4% |
0.0070 |
1.1% |
8% |
False |
True |
131,929 |
| 10 |
0.6635 |
0.6478 |
0.0157 |
2.4% |
0.0059 |
0.9% |
8% |
False |
True |
105,855 |
| 20 |
0.6749 |
0.6478 |
0.0272 |
4.2% |
0.0061 |
0.9% |
5% |
False |
True |
103,608 |
| 40 |
0.6888 |
0.6478 |
0.0410 |
6.3% |
0.0064 |
1.0% |
3% |
False |
True |
88,867 |
| 60 |
0.6888 |
0.6350 |
0.0538 |
8.3% |
0.0063 |
1.0% |
26% |
False |
False |
59,547 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0062 |
1.0% |
32% |
False |
False |
44,686 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0059 |
0.9% |
32% |
False |
False |
35,755 |
| 120 |
0.6888 |
0.6300 |
0.0588 |
9.1% |
0.0052 |
0.8% |
32% |
False |
False |
29,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6745 |
|
2.618 |
0.6662 |
|
1.618 |
0.6611 |
|
1.000 |
0.6580 |
|
0.618 |
0.6560 |
|
HIGH |
0.6529 |
|
0.618 |
0.6509 |
|
0.500 |
0.6503 |
|
0.382 |
0.6497 |
|
LOW |
0.6478 |
|
0.618 |
0.6446 |
|
1.000 |
0.6427 |
|
1.618 |
0.6395 |
|
2.618 |
0.6344 |
|
4.250 |
0.6261 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6503 |
0.6549 |
| PP |
0.6499 |
0.6529 |
| S1 |
0.6495 |
0.6510 |
|