CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6615 |
0.6588 |
-0.0027 |
-0.4% |
0.6622 |
| High |
0.6639 |
0.6600 |
-0.0039 |
-0.6% |
0.6643 |
| Low |
0.6579 |
0.6534 |
-0.0045 |
-0.7% |
0.6580 |
| Close |
0.6621 |
0.6598 |
-0.0024 |
-0.4% |
0.6607 |
| Range |
0.0060 |
0.0066 |
0.0006 |
9.2% |
0.0064 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.5% |
0.0000 |
| Volume |
283 |
484 |
201 |
71.0% |
401 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6774 |
0.6751 |
0.6634 |
|
| R3 |
0.6708 |
0.6686 |
0.6616 |
|
| R2 |
0.6643 |
0.6643 |
0.6610 |
|
| R1 |
0.6620 |
0.6620 |
0.6604 |
0.6631 |
| PP |
0.6577 |
0.6577 |
0.6577 |
0.6583 |
| S1 |
0.6555 |
0.6555 |
0.6591 |
0.6566 |
| S2 |
0.6512 |
0.6512 |
0.6585 |
|
| S3 |
0.6446 |
0.6489 |
0.6579 |
|
| S4 |
0.6381 |
0.6424 |
0.6561 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6767 |
0.6642 |
|
| R3 |
0.6737 |
0.6704 |
0.6624 |
|
| R2 |
0.6673 |
0.6673 |
0.6619 |
|
| R1 |
0.6640 |
0.6640 |
0.6613 |
0.6625 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6602 |
| S1 |
0.6577 |
0.6577 |
0.6601 |
0.6562 |
| S2 |
0.6546 |
0.6546 |
0.6595 |
|
| S3 |
0.6483 |
0.6513 |
0.6590 |
|
| S4 |
0.6419 |
0.6450 |
0.6572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6647 |
0.6534 |
0.0113 |
1.7% |
0.0049 |
0.7% |
56% |
False |
True |
196 |
| 10 |
0.6647 |
0.6534 |
0.0113 |
1.7% |
0.0043 |
0.6% |
56% |
False |
True |
142 |
| 20 |
0.6785 |
0.6534 |
0.0251 |
3.8% |
0.0051 |
0.8% |
25% |
False |
True |
135 |
| 40 |
0.6900 |
0.6534 |
0.0366 |
5.5% |
0.0052 |
0.8% |
17% |
False |
True |
113 |
| 60 |
0.6900 |
0.6388 |
0.0513 |
7.8% |
0.0043 |
0.7% |
41% |
False |
False |
87 |
| 80 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0038 |
0.6% |
45% |
False |
False |
67 |
| 100 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0035 |
0.5% |
45% |
False |
False |
54 |
| 120 |
0.6900 |
0.6345 |
0.0555 |
8.4% |
0.0031 |
0.5% |
45% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6878 |
|
2.618 |
0.6771 |
|
1.618 |
0.6705 |
|
1.000 |
0.6665 |
|
0.618 |
0.6640 |
|
HIGH |
0.6600 |
|
0.618 |
0.6574 |
|
0.500 |
0.6567 |
|
0.382 |
0.6559 |
|
LOW |
0.6534 |
|
0.618 |
0.6494 |
|
1.000 |
0.6469 |
|
1.618 |
0.6428 |
|
2.618 |
0.6363 |
|
4.250 |
0.6256 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6587 |
0.6595 |
| PP |
0.6577 |
0.6593 |
| S1 |
0.6567 |
0.6590 |
|