CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6652 |
0.6624 |
-0.0028 |
-0.4% |
0.6786 |
| High |
0.6656 |
0.6625 |
-0.0031 |
-0.5% |
0.6800 |
| Low |
0.6620 |
0.6586 |
-0.0034 |
-0.5% |
0.6690 |
| Close |
0.6623 |
0.6588 |
-0.0035 |
-0.5% |
0.6693 |
| Range |
0.0036 |
0.0039 |
0.0003 |
8.5% |
0.0110 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
92,435 |
124,314 |
31,879 |
34.5% |
464,671 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6715 |
0.6690 |
0.6609 |
|
| R3 |
0.6677 |
0.6652 |
0.6599 |
|
| R2 |
0.6638 |
0.6638 |
0.6595 |
|
| R1 |
0.6613 |
0.6613 |
0.6592 |
0.6606 |
| PP |
0.6600 |
0.6600 |
0.6600 |
0.6596 |
| S1 |
0.6575 |
0.6575 |
0.6584 |
0.6568 |
| S2 |
0.6561 |
0.6561 |
0.6581 |
|
| S3 |
0.6523 |
0.6536 |
0.6577 |
|
| S4 |
0.6484 |
0.6498 |
0.6567 |
|
|
| 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 |
0.6754 |
0.6586 |
0.0168 |
2.5% |
0.0044 |
0.7% |
1% |
False |
True |
99,827 |
| 10 |
0.6811 |
0.6586 |
0.0225 |
3.4% |
0.0043 |
0.7% |
1% |
False |
True |
104,612 |
| 20 |
0.6811 |
0.6586 |
0.0225 |
3.4% |
0.0044 |
0.7% |
1% |
False |
True |
107,472 |
| 40 |
0.6811 |
0.6586 |
0.0225 |
3.4% |
0.0048 |
0.7% |
1% |
False |
True |
80,152 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.8% |
0.0049 |
0.7% |
30% |
False |
False |
53,581 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
47% |
False |
False |
40,212 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0048 |
0.7% |
47% |
False |
False |
32,182 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
47% |
False |
False |
26,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6788 |
|
2.618 |
0.6725 |
|
1.618 |
0.6687 |
|
1.000 |
0.6663 |
|
0.618 |
0.6648 |
|
HIGH |
0.6625 |
|
0.618 |
0.6610 |
|
0.500 |
0.6605 |
|
0.382 |
0.6601 |
|
LOW |
0.6586 |
|
0.618 |
0.6562 |
|
1.000 |
0.6548 |
|
1.618 |
0.6524 |
|
2.618 |
0.6485 |
|
4.250 |
0.6422 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6605 |
0.6649 |
| PP |
0.6600 |
0.6629 |
| S1 |
0.6594 |
0.6608 |
|