CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6653 |
0.6614 |
-0.0039 |
-0.6% |
0.6512 |
| High |
0.6658 |
0.6650 |
-0.0008 |
-0.1% |
0.6621 |
| Low |
0.6613 |
0.6568 |
-0.0045 |
-0.7% |
0.6362 |
| Close |
0.6621 |
0.6632 |
0.0011 |
0.2% |
0.6590 |
| Range |
0.0045 |
0.0082 |
0.0038 |
84.3% |
0.0259 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0000 |
| Volume |
201 |
844 |
643 |
319.9% |
2,535 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6863 |
0.6829 |
0.6677 |
|
| R3 |
0.6781 |
0.6747 |
0.6655 |
|
| R2 |
0.6699 |
0.6699 |
0.6647 |
|
| R1 |
0.6665 |
0.6665 |
0.6640 |
0.6682 |
| PP |
0.6617 |
0.6617 |
0.6617 |
0.6625 |
| S1 |
0.6583 |
0.6583 |
0.6624 |
0.6600 |
| S2 |
0.6535 |
0.6535 |
0.6617 |
|
| S3 |
0.6453 |
0.6501 |
0.6609 |
|
| S4 |
0.6371 |
0.6419 |
0.6587 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7300 |
0.7203 |
0.6732 |
|
| R3 |
0.7041 |
0.6945 |
0.6661 |
|
| R2 |
0.6783 |
0.6783 |
0.6637 |
|
| R1 |
0.6686 |
0.6686 |
0.6614 |
0.6735 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6548 |
| S1 |
0.6428 |
0.6428 |
0.6566 |
0.6476 |
| S2 |
0.6266 |
0.6266 |
0.6543 |
|
| S3 |
0.6007 |
0.6169 |
0.6519 |
|
| S4 |
0.5749 |
0.5911 |
0.6448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6658 |
0.6568 |
0.0090 |
1.3% |
0.0051 |
0.8% |
72% |
False |
True |
333 |
| 10 |
0.6658 |
0.6362 |
0.0296 |
4.5% |
0.0068 |
1.0% |
91% |
False |
False |
465 |
| 20 |
0.6729 |
0.6362 |
0.0367 |
5.5% |
0.0057 |
0.9% |
74% |
False |
False |
342 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0047 |
0.7% |
59% |
False |
False |
216 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0046 |
0.7% |
59% |
False |
False |
154 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0042 |
0.6% |
59% |
False |
False |
118 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0038 |
0.6% |
59% |
False |
False |
98 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0034 |
0.5% |
59% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6999 |
|
2.618 |
0.6865 |
|
1.618 |
0.6783 |
|
1.000 |
0.6732 |
|
0.618 |
0.6701 |
|
HIGH |
0.6650 |
|
0.618 |
0.6619 |
|
0.500 |
0.6609 |
|
0.382 |
0.6599 |
|
LOW |
0.6568 |
|
0.618 |
0.6517 |
|
1.000 |
0.6486 |
|
1.618 |
0.6435 |
|
2.618 |
0.6353 |
|
4.250 |
0.6220 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6624 |
0.6626 |
| PP |
0.6617 |
0.6619 |
| S1 |
0.6609 |
0.6613 |
|