CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6592 |
0.6633 |
0.0041 |
0.6% |
0.6560 |
| High |
0.6637 |
0.6672 |
0.0035 |
0.5% |
0.6647 |
| Low |
0.6592 |
0.6628 |
0.0036 |
0.5% |
0.6511 |
| Close |
0.6633 |
0.6649 |
0.0016 |
0.2% |
0.6610 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0136 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
| Volume |
80 |
60 |
-20 |
-25.0% |
447 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6781 |
0.6759 |
0.6673 |
|
| R3 |
0.6737 |
0.6715 |
0.6661 |
|
| R2 |
0.6693 |
0.6693 |
0.6657 |
|
| R1 |
0.6671 |
0.6671 |
0.6653 |
0.6682 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6655 |
| S1 |
0.6627 |
0.6627 |
0.6645 |
0.6638 |
| S2 |
0.6605 |
0.6605 |
0.6641 |
|
| S3 |
0.6561 |
0.6583 |
0.6637 |
|
| S4 |
0.6517 |
0.6539 |
0.6625 |
|
|
| 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 |
0.6672 |
0.6534 |
0.0138 |
2.1% |
0.0049 |
0.7% |
84% |
True |
False |
107 |
| 10 |
0.6672 |
0.6511 |
0.0161 |
2.4% |
0.0042 |
0.6% |
86% |
True |
False |
75 |
| 20 |
0.6672 |
0.6511 |
0.0161 |
2.4% |
0.0044 |
0.7% |
86% |
True |
False |
86 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0031 |
0.5% |
80% |
False |
False |
47 |
| 60 |
0.6746 |
0.6480 |
0.0266 |
4.0% |
0.0028 |
0.4% |
64% |
False |
False |
33 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0027 |
0.4% |
42% |
False |
False |
27 |
| 100 |
0.6881 |
0.6480 |
0.0401 |
6.0% |
0.0023 |
0.3% |
42% |
False |
False |
21 |
| 120 |
0.6881 |
0.6361 |
0.0520 |
7.8% |
0.0020 |
0.3% |
55% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6859 |
|
2.618 |
0.6787 |
|
1.618 |
0.6743 |
|
1.000 |
0.6716 |
|
0.618 |
0.6699 |
|
HIGH |
0.6672 |
|
0.618 |
0.6655 |
|
0.500 |
0.6650 |
|
0.382 |
0.6644 |
|
LOW |
0.6628 |
|
0.618 |
0.6600 |
|
1.000 |
0.6584 |
|
1.618 |
0.6556 |
|
2.618 |
0.6512 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6650 |
0.6641 |
| PP |
0.6649 |
0.6633 |
| S1 |
0.6649 |
0.6625 |
|