CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6617 |
0.6592 |
-0.0025 |
-0.4% |
0.6560 |
| High |
0.6620 |
0.6637 |
0.0017 |
0.3% |
0.6647 |
| Low |
0.6579 |
0.6592 |
0.0014 |
0.2% |
0.6511 |
| Close |
0.6610 |
0.6633 |
0.0024 |
0.4% |
0.6610 |
| Range |
0.0042 |
0.0045 |
0.0004 |
8.4% |
0.0136 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.3% |
0.0000 |
| Volume |
68 |
80 |
12 |
17.6% |
447 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6756 |
0.6739 |
0.6658 |
|
| R3 |
0.6711 |
0.6694 |
0.6645 |
|
| R2 |
0.6666 |
0.6666 |
0.6641 |
|
| R1 |
0.6649 |
0.6649 |
0.6637 |
0.6658 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6625 |
| S1 |
0.6604 |
0.6604 |
0.6629 |
0.6613 |
| S2 |
0.6576 |
0.6576 |
0.6625 |
|
| S3 |
0.6531 |
0.6559 |
0.6621 |
|
| S4 |
0.6486 |
0.6514 |
0.6608 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6996 |
0.6938 |
0.6684 |
|
| R3 |
0.6860 |
0.6803 |
0.6647 |
|
| R2 |
0.6725 |
0.6725 |
0.6634 |
|
| R1 |
0.6667 |
0.6667 |
0.6622 |
0.6696 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6603 |
| S1 |
0.6532 |
0.6532 |
0.6597 |
0.6560 |
| S2 |
0.6454 |
0.6454 |
0.6585 |
|
| S3 |
0.6318 |
0.6396 |
0.6572 |
|
| S4 |
0.6183 |
0.6261 |
0.6535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6647 |
0.6520 |
0.0127 |
1.9% |
0.0046 |
0.7% |
89% |
False |
False |
99 |
| 10 |
0.6647 |
0.6511 |
0.0136 |
2.0% |
0.0040 |
0.6% |
90% |
False |
False |
72 |
| 20 |
0.6663 |
0.6511 |
0.0152 |
2.3% |
0.0043 |
0.6% |
80% |
False |
False |
83 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0030 |
0.5% |
72% |
False |
False |
45 |
| 60 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0028 |
0.4% |
58% |
False |
False |
32 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0027 |
0.4% |
38% |
False |
False |
26 |
| 100 |
0.6881 |
0.6426 |
0.0455 |
6.9% |
0.0022 |
0.3% |
46% |
False |
False |
21 |
| 120 |
0.6881 |
0.6361 |
0.0520 |
7.8% |
0.0019 |
0.3% |
52% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6755 |
|
1.618 |
0.6710 |
|
1.000 |
0.6682 |
|
0.618 |
0.6665 |
|
HIGH |
0.6637 |
|
0.618 |
0.6620 |
|
0.500 |
0.6615 |
|
0.382 |
0.6609 |
|
LOW |
0.6592 |
|
0.618 |
0.6564 |
|
1.000 |
0.6547 |
|
1.618 |
0.6519 |
|
2.618 |
0.6474 |
|
4.250 |
0.6401 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6627 |
0.6626 |
| PP |
0.6621 |
0.6619 |
| S1 |
0.6615 |
0.6613 |
|