CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6557 |
0.6545 |
-0.0012 |
-0.2% |
0.6695 |
| High |
0.6570 |
0.6564 |
-0.0006 |
-0.1% |
0.6712 |
| Low |
0.6537 |
0.6487 |
-0.0050 |
-0.8% |
0.6520 |
| Close |
0.6547 |
0.6553 |
0.0007 |
0.1% |
0.6561 |
| Range |
0.0033 |
0.0077 |
0.0044 |
133.3% |
0.0193 |
| ATR |
0.0044 |
0.0047 |
0.0002 |
5.2% |
0.0000 |
| Volume |
98,704 |
174,495 |
75,791 |
76.8% |
625,433 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6736 |
0.6595 |
|
| R3 |
0.6689 |
0.6659 |
0.6574 |
|
| R2 |
0.6612 |
0.6612 |
0.6567 |
|
| R1 |
0.6582 |
0.6582 |
0.6560 |
0.6597 |
| PP |
0.6535 |
0.6535 |
0.6535 |
0.6542 |
| S1 |
0.6505 |
0.6505 |
0.6546 |
0.6520 |
| S2 |
0.6458 |
0.6458 |
0.6539 |
|
| S3 |
0.6381 |
0.6428 |
0.6532 |
|
| S4 |
0.6304 |
0.6351 |
0.6511 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7175 |
0.7061 |
0.6667 |
|
| R3 |
0.6983 |
0.6868 |
0.6614 |
|
| R2 |
0.6790 |
0.6790 |
0.6596 |
|
| R1 |
0.6676 |
0.6676 |
0.6579 |
0.6637 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6578 |
| S1 |
0.6483 |
0.6483 |
0.6543 |
0.6444 |
| S2 |
0.6405 |
0.6405 |
0.6526 |
|
| S3 |
0.6213 |
0.6291 |
0.6508 |
|
| S4 |
0.6020 |
0.6098 |
0.6455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6591 |
0.6487 |
0.0104 |
1.6% |
0.0052 |
0.8% |
64% |
False |
True |
134,874 |
| 10 |
0.6754 |
0.6487 |
0.0267 |
4.1% |
0.0048 |
0.7% |
25% |
False |
True |
117,350 |
| 20 |
0.6811 |
0.6487 |
0.0324 |
4.9% |
0.0044 |
0.7% |
20% |
False |
True |
112,193 |
| 40 |
0.6811 |
0.6487 |
0.0324 |
4.9% |
0.0047 |
0.7% |
20% |
False |
True |
96,839 |
| 60 |
0.6811 |
0.6487 |
0.0324 |
4.9% |
0.0048 |
0.7% |
20% |
False |
True |
64,808 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
39% |
False |
False |
48,636 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0049 |
0.7% |
39% |
False |
False |
38,926 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
39% |
False |
False |
32,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6891 |
|
2.618 |
0.6766 |
|
1.618 |
0.6689 |
|
1.000 |
0.6641 |
|
0.618 |
0.6612 |
|
HIGH |
0.6564 |
|
0.618 |
0.6535 |
|
0.500 |
0.6526 |
|
0.382 |
0.6516 |
|
LOW |
0.6487 |
|
0.618 |
0.6439 |
|
1.000 |
0.6410 |
|
1.618 |
0.6362 |
|
2.618 |
0.6285 |
|
4.250 |
0.6160 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6544 |
0.6546 |
| PP |
0.6535 |
0.6539 |
| S1 |
0.6526 |
0.6532 |
|