CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6751 |
0.6755 |
0.0004 |
0.1% |
0.6691 |
| High |
0.6761 |
0.6765 |
0.0004 |
0.1% |
0.6766 |
| Low |
0.6736 |
0.6744 |
0.0008 |
0.1% |
0.6646 |
| Close |
0.6753 |
0.6757 |
0.0005 |
0.1% |
0.6765 |
| Range |
0.0025 |
0.0021 |
-0.0004 |
-16.3% |
0.0120 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
74,753 |
72,253 |
-2,500 |
-3.3% |
491,260 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6817 |
0.6807 |
0.6768 |
|
| R3 |
0.6796 |
0.6787 |
0.6763 |
|
| R2 |
0.6776 |
0.6776 |
0.6761 |
|
| R1 |
0.6766 |
0.6766 |
0.6759 |
0.6771 |
| PP |
0.6755 |
0.6755 |
0.6755 |
0.6758 |
| S1 |
0.6746 |
0.6746 |
0.6755 |
0.6751 |
| S2 |
0.6735 |
0.6735 |
0.6753 |
|
| S3 |
0.6714 |
0.6725 |
0.6751 |
|
| S4 |
0.6694 |
0.6705 |
0.6746 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7084 |
0.7044 |
0.6830 |
|
| R3 |
0.6964 |
0.6924 |
0.6797 |
|
| R2 |
0.6845 |
0.6845 |
0.6786 |
|
| R1 |
0.6805 |
0.6805 |
0.6775 |
0.6825 |
| PP |
0.6725 |
0.6725 |
0.6725 |
0.6735 |
| S1 |
0.6685 |
0.6685 |
0.6754 |
0.6705 |
| S2 |
0.6606 |
0.6606 |
0.6743 |
|
| S3 |
0.6486 |
0.6566 |
0.6732 |
|
| S4 |
0.6367 |
0.6446 |
0.6699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6774 |
0.6679 |
0.0095 |
1.4% |
0.0039 |
0.6% |
83% |
False |
False |
104,675 |
| 10 |
0.6774 |
0.6634 |
0.0140 |
2.1% |
0.0044 |
0.7% |
88% |
False |
False |
110,333 |
| 20 |
0.6774 |
0.6602 |
0.0172 |
2.5% |
0.0046 |
0.7% |
90% |
False |
False |
104,471 |
| 40 |
0.6774 |
0.6594 |
0.0180 |
2.7% |
0.0049 |
0.7% |
91% |
False |
False |
54,174 |
| 60 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0050 |
0.7% |
96% |
False |
False |
36,163 |
| 80 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0050 |
0.7% |
96% |
False |
False |
27,142 |
| 100 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0044 |
0.7% |
96% |
False |
False |
21,721 |
| 120 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0040 |
0.6% |
96% |
False |
False |
18,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6852 |
|
2.618 |
0.6818 |
|
1.618 |
0.6798 |
|
1.000 |
0.6785 |
|
0.618 |
0.6777 |
|
HIGH |
0.6765 |
|
0.618 |
0.6757 |
|
0.500 |
0.6754 |
|
0.382 |
0.6752 |
|
LOW |
0.6744 |
|
0.618 |
0.6731 |
|
1.000 |
0.6724 |
|
1.618 |
0.6711 |
|
2.618 |
0.6690 |
|
4.250 |
0.6657 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6756 |
0.6756 |
| PP |
0.6755 |
0.6756 |
| S1 |
0.6754 |
0.6755 |
|