CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6568 |
0.6505 |
-0.0063 |
-1.0% |
0.6592 |
| High |
0.6571 |
0.6517 |
-0.0054 |
-0.8% |
0.6672 |
| Low |
0.6485 |
0.6465 |
-0.0020 |
-0.3% |
0.6485 |
| Close |
0.6485 |
0.6470 |
-0.0016 |
-0.2% |
0.6485 |
| Range |
0.0087 |
0.0052 |
-0.0035 |
-39.9% |
0.0187 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
189 |
153 |
-36 |
-19.0% |
667 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6640 |
0.6607 |
0.6498 |
|
| R3 |
0.6588 |
0.6555 |
0.6484 |
|
| R2 |
0.6536 |
0.6536 |
0.6479 |
|
| R1 |
0.6503 |
0.6503 |
0.6474 |
0.6493 |
| PP |
0.6484 |
0.6484 |
0.6484 |
0.6479 |
| S1 |
0.6451 |
0.6451 |
0.6465 |
0.6441 |
| S2 |
0.6432 |
0.6432 |
0.6460 |
|
| S3 |
0.6380 |
0.6399 |
0.6455 |
|
| S4 |
0.6328 |
0.6347 |
0.6441 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7108 |
0.6984 |
0.6588 |
|
| R3 |
0.6921 |
0.6797 |
0.6536 |
|
| R2 |
0.6734 |
0.6734 |
0.6519 |
|
| R1 |
0.6610 |
0.6610 |
0.6502 |
0.6578 |
| PP |
0.6547 |
0.6547 |
0.6547 |
0.6531 |
| S1 |
0.6423 |
0.6423 |
0.6468 |
0.6391 |
| S2 |
0.6360 |
0.6360 |
0.6451 |
|
| S3 |
0.6173 |
0.6236 |
0.6434 |
|
| S4 |
0.5986 |
0.6049 |
0.6382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6672 |
0.6465 |
0.0207 |
3.2% |
0.0071 |
1.1% |
2% |
False |
True |
148 |
| 10 |
0.6672 |
0.6465 |
0.0207 |
3.2% |
0.0058 |
0.9% |
2% |
False |
True |
123 |
| 20 |
0.6672 |
0.6465 |
0.0207 |
3.2% |
0.0053 |
0.8% |
2% |
False |
True |
88 |
| 40 |
0.6692 |
0.6465 |
0.0227 |
3.5% |
0.0038 |
0.6% |
2% |
False |
True |
63 |
| 60 |
0.6692 |
0.6465 |
0.0227 |
3.5% |
0.0032 |
0.5% |
2% |
False |
True |
44 |
| 80 |
0.6881 |
0.6465 |
0.0416 |
6.4% |
0.0029 |
0.5% |
1% |
False |
True |
35 |
| 100 |
0.6881 |
0.6465 |
0.0416 |
6.4% |
0.0026 |
0.4% |
1% |
False |
True |
28 |
| 120 |
0.6881 |
0.6362 |
0.0519 |
8.0% |
0.0022 |
0.3% |
21% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6738 |
|
2.618 |
0.6653 |
|
1.618 |
0.6601 |
|
1.000 |
0.6569 |
|
0.618 |
0.6549 |
|
HIGH |
0.6517 |
|
0.618 |
0.6497 |
|
0.500 |
0.6491 |
|
0.382 |
0.6485 |
|
LOW |
0.6465 |
|
0.618 |
0.6433 |
|
1.000 |
0.6413 |
|
1.618 |
0.6381 |
|
2.618 |
0.6329 |
|
4.250 |
0.6244 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6491 |
0.6523 |
| PP |
0.6484 |
0.6505 |
| S1 |
0.6477 |
0.6487 |
|