CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6738 |
0.6751 |
0.0013 |
0.2% |
0.6578 |
| High |
0.6755 |
0.6767 |
0.0012 |
0.2% |
0.6677 |
| Low |
0.6719 |
0.6736 |
0.0018 |
0.3% |
0.6556 |
| Close |
0.6752 |
0.6758 |
0.0006 |
0.1% |
0.6676 |
| Range |
0.0037 |
0.0031 |
-0.0006 |
-16.4% |
0.0121 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
113,865 |
117,032 |
3,167 |
2.8% |
436,511 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6845 |
0.6832 |
0.6774 |
|
| R3 |
0.6814 |
0.6801 |
0.6766 |
|
| R2 |
0.6784 |
0.6784 |
0.6763 |
|
| R1 |
0.6771 |
0.6771 |
0.6760 |
0.6777 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6757 |
| S1 |
0.6740 |
0.6740 |
0.6755 |
0.6747 |
| S2 |
0.6723 |
0.6723 |
0.6752 |
|
| S3 |
0.6692 |
0.6710 |
0.6749 |
|
| S4 |
0.6662 |
0.6679 |
0.6741 |
|
|
| 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 |
0.6767 |
0.6556 |
0.0211 |
3.1% |
0.0056 |
0.8% |
96% |
True |
False |
100,044 |
| 10 |
0.6767 |
0.6514 |
0.0253 |
3.7% |
0.0055 |
0.8% |
96% |
True |
False |
93,451 |
| 20 |
0.6767 |
0.6356 |
0.0411 |
6.1% |
0.0063 |
0.9% |
98% |
True |
False |
119,490 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
88% |
False |
False |
113,481 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
88% |
False |
False |
93,265 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
88% |
False |
False |
70,058 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0052 |
0.8% |
88% |
False |
False |
56,068 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0050 |
0.7% |
88% |
False |
False |
46,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6896 |
|
2.618 |
0.6846 |
|
1.618 |
0.6816 |
|
1.000 |
0.6797 |
|
0.618 |
0.6785 |
|
HIGH |
0.6767 |
|
0.618 |
0.6755 |
|
0.500 |
0.6751 |
|
0.382 |
0.6748 |
|
LOW |
0.6736 |
|
0.618 |
0.6717 |
|
1.000 |
0.6706 |
|
1.618 |
0.6687 |
|
2.618 |
0.6656 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6745 |
| PP |
0.6753 |
0.6732 |
| S1 |
0.6751 |
0.6720 |
|