CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6762 |
0.6720 |
-0.0042 |
-0.6% |
0.6687 |
| High |
0.6768 |
0.6813 |
0.0046 |
0.7% |
0.6813 |
| Low |
0.6713 |
0.6720 |
0.0007 |
0.1% |
0.6687 |
| Close |
0.6721 |
0.6807 |
0.0086 |
1.3% |
0.6807 |
| Range |
0.0055 |
0.0094 |
0.0039 |
71.6% |
0.0127 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.5% |
0.0000 |
| Volume |
795 |
1,139 |
344 |
43.3% |
6,954 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7060 |
0.7027 |
0.6858 |
|
| R3 |
0.6967 |
0.6933 |
0.6832 |
|
| R2 |
0.6873 |
0.6873 |
0.6824 |
|
| R1 |
0.6840 |
0.6840 |
0.6815 |
0.6857 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6788 |
| S1 |
0.6746 |
0.6746 |
0.6798 |
0.6763 |
| S2 |
0.6686 |
0.6686 |
0.6789 |
|
| S3 |
0.6593 |
0.6653 |
0.6781 |
|
| S4 |
0.6499 |
0.6559 |
0.6755 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7104 |
0.6876 |
|
| R3 |
0.7022 |
0.6977 |
0.6841 |
|
| R2 |
0.6895 |
0.6895 |
0.6830 |
|
| R1 |
0.6851 |
0.6851 |
0.6818 |
0.6873 |
| PP |
0.6769 |
0.6769 |
0.6769 |
0.6780 |
| S1 |
0.6724 |
0.6724 |
0.6795 |
0.6747 |
| S2 |
0.6642 |
0.6642 |
0.6783 |
|
| S3 |
0.6516 |
0.6598 |
0.6772 |
|
| S4 |
0.6389 |
0.6471 |
0.6737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6813 |
0.6687 |
0.0127 |
1.9% |
0.0054 |
0.8% |
95% |
True |
False |
1,390 |
| 10 |
0.6813 |
0.6568 |
0.0245 |
3.6% |
0.0055 |
0.8% |
97% |
True |
False |
869 |
| 20 |
0.6813 |
0.6362 |
0.0451 |
6.6% |
0.0061 |
0.9% |
99% |
True |
False |
657 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0050 |
0.7% |
97% |
False |
False |
383 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0048 |
0.7% |
97% |
False |
False |
273 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0043 |
0.6% |
97% |
False |
False |
207 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0041 |
0.6% |
97% |
False |
False |
168 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0036 |
0.5% |
97% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7210 |
|
2.618 |
0.7058 |
|
1.618 |
0.6964 |
|
1.000 |
0.6907 |
|
0.618 |
0.6871 |
|
HIGH |
0.6813 |
|
0.618 |
0.6777 |
|
0.500 |
0.6766 |
|
0.382 |
0.6755 |
|
LOW |
0.6720 |
|
0.618 |
0.6662 |
|
1.000 |
0.6626 |
|
1.618 |
0.6568 |
|
2.618 |
0.6475 |
|
4.250 |
0.6322 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6793 |
0.6792 |
| PP |
0.6780 |
0.6778 |
| S1 |
0.6766 |
0.6763 |
|