CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6717 |
0.6695 |
-0.0022 |
-0.3% |
0.6786 |
| High |
0.6719 |
0.6712 |
-0.0007 |
-0.1% |
0.6800 |
| Low |
0.6690 |
0.6641 |
-0.0049 |
-0.7% |
0.6690 |
| Close |
0.6693 |
0.6651 |
-0.0043 |
-0.6% |
0.6693 |
| Range |
0.0029 |
0.0071 |
0.0042 |
144.8% |
0.0110 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.5% |
0.0000 |
| Volume |
81,570 |
104,033 |
22,463 |
27.5% |
464,671 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6881 |
0.6837 |
0.6690 |
|
| R3 |
0.6810 |
0.6766 |
0.6670 |
|
| R2 |
0.6739 |
0.6739 |
0.6664 |
|
| R1 |
0.6695 |
0.6695 |
0.6657 |
0.6681 |
| PP |
0.6668 |
0.6668 |
0.6668 |
0.6661 |
| S1 |
0.6624 |
0.6624 |
0.6644 |
0.6610 |
| S2 |
0.6597 |
0.6597 |
0.6637 |
|
| S3 |
0.6526 |
0.6553 |
0.6631 |
|
| S4 |
0.6455 |
0.6482 |
0.6611 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7056 |
0.6984 |
0.6753 |
|
| R3 |
0.6947 |
0.6875 |
0.6723 |
|
| R2 |
0.6837 |
0.6837 |
0.6713 |
|
| R1 |
0.6765 |
0.6765 |
0.6703 |
0.6746 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6718 |
| S1 |
0.6656 |
0.6656 |
0.6683 |
0.6637 |
| S2 |
0.6618 |
0.6618 |
0.6673 |
|
| S3 |
0.6509 |
0.6546 |
0.6663 |
|
| S4 |
0.6399 |
0.6437 |
0.6633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6775 |
0.6641 |
0.0134 |
2.0% |
0.0046 |
0.7% |
7% |
False |
True |
96,116 |
| 10 |
0.6811 |
0.6641 |
0.0170 |
2.5% |
0.0040 |
0.6% |
6% |
False |
True |
97,638 |
| 20 |
0.6811 |
0.6634 |
0.0177 |
2.7% |
0.0044 |
0.7% |
10% |
False |
False |
103,884 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.3% |
0.0048 |
0.7% |
26% |
False |
False |
74,766 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.8% |
0.0050 |
0.7% |
50% |
False |
False |
49,972 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0050 |
0.7% |
62% |
False |
False |
37,504 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0047 |
0.7% |
62% |
False |
False |
30,015 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0043 |
0.6% |
62% |
False |
False |
25,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7014 |
|
2.618 |
0.6898 |
|
1.618 |
0.6827 |
|
1.000 |
0.6783 |
|
0.618 |
0.6756 |
|
HIGH |
0.6712 |
|
0.618 |
0.6685 |
|
0.500 |
0.6677 |
|
0.382 |
0.6668 |
|
LOW |
0.6641 |
|
0.618 |
0.6597 |
|
1.000 |
0.6570 |
|
1.618 |
0.6526 |
|
2.618 |
0.6455 |
|
4.250 |
0.6339 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6677 |
0.6697 |
| PP |
0.6668 |
0.6682 |
| S1 |
0.6659 |
0.6666 |
|