CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6616 |
0.6676 |
0.0060 |
0.9% |
0.6578 |
| High |
0.6677 |
0.6739 |
0.0062 |
0.9% |
0.6677 |
| Low |
0.6613 |
0.6673 |
0.0060 |
0.9% |
0.6556 |
| Close |
0.6676 |
0.6736 |
0.0061 |
0.9% |
0.6676 |
| Range |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0121 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
73,808 |
92,391 |
18,583 |
25.2% |
436,511 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6914 |
0.6891 |
0.6772 |
|
| R3 |
0.6848 |
0.6825 |
0.6754 |
|
| R2 |
0.6782 |
0.6782 |
0.6748 |
|
| R1 |
0.6759 |
0.6759 |
0.6742 |
0.6771 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6722 |
| S1 |
0.6693 |
0.6693 |
0.6730 |
0.6705 |
| S2 |
0.6650 |
0.6650 |
0.6724 |
|
| S3 |
0.6584 |
0.6627 |
0.6718 |
|
| S4 |
0.6518 |
0.6561 |
0.6700 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6999 |
0.6958 |
0.6742 |
|
| R3 |
0.6878 |
0.6837 |
0.6709 |
|
| R2 |
0.6757 |
0.6757 |
0.6698 |
|
| R1 |
0.6716 |
0.6716 |
0.6687 |
0.6737 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6646 |
| S1 |
0.6595 |
0.6595 |
0.6664 |
0.6616 |
| S2 |
0.6515 |
0.6515 |
0.6653 |
|
| S3 |
0.6394 |
0.6474 |
0.6642 |
|
| S4 |
0.6273 |
0.6353 |
0.6609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6739 |
0.6556 |
0.0183 |
2.7% |
0.0064 |
1.0% |
98% |
True |
False |
92,476 |
| 10 |
0.6739 |
0.6480 |
0.0260 |
3.9% |
0.0062 |
0.9% |
99% |
True |
False |
96,592 |
| 20 |
0.6739 |
0.6356 |
0.0384 |
5.7% |
0.0063 |
0.9% |
99% |
True |
False |
118,783 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
84% |
False |
False |
111,333 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
84% |
False |
False |
89,439 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
84% |
False |
False |
67,175 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
84% |
False |
False |
53,760 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0050 |
0.7% |
84% |
False |
False |
44,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7020 |
|
2.618 |
0.6912 |
|
1.618 |
0.6846 |
|
1.000 |
0.6805 |
|
0.618 |
0.6780 |
|
HIGH |
0.6739 |
|
0.618 |
0.6714 |
|
0.500 |
0.6706 |
|
0.382 |
0.6698 |
|
LOW |
0.6673 |
|
0.618 |
0.6632 |
|
1.000 |
0.6607 |
|
1.618 |
0.6566 |
|
2.618 |
0.6500 |
|
4.250 |
0.6393 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6726 |
0.6707 |
| PP |
0.6716 |
0.6677 |
| S1 |
0.6706 |
0.6648 |
|