CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6633 |
0.6659 |
0.0026 |
0.4% |
0.6560 |
| High |
0.6672 |
0.6659 |
-0.0013 |
-0.2% |
0.6647 |
| Low |
0.6628 |
0.6529 |
-0.0099 |
-1.5% |
0.6511 |
| Close |
0.6649 |
0.6531 |
-0.0118 |
-1.8% |
0.6610 |
| Range |
0.0044 |
0.0130 |
0.0086 |
194.3% |
0.0136 |
| ATR |
0.0043 |
0.0050 |
0.0006 |
14.2% |
0.0000 |
| Volume |
60 |
177 |
117 |
195.0% |
447 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6961 |
0.6876 |
0.6602 |
|
| R3 |
0.6832 |
0.6746 |
0.6567 |
|
| R2 |
0.6702 |
0.6702 |
0.6555 |
|
| R1 |
0.6617 |
0.6617 |
0.6543 |
0.6595 |
| PP |
0.6573 |
0.6573 |
0.6573 |
0.6562 |
| S1 |
0.6487 |
0.6487 |
0.6519 |
0.6465 |
| S2 |
0.6443 |
0.6443 |
0.6507 |
|
| S3 |
0.6314 |
0.6358 |
0.6495 |
|
| S4 |
0.6184 |
0.6228 |
0.6460 |
|
|
| 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 |
0.6529 |
0.0143 |
2.2% |
0.0062 |
1.0% |
1% |
False |
True |
94 |
| 10 |
0.6672 |
0.6511 |
0.0161 |
2.5% |
0.0052 |
0.8% |
12% |
False |
False |
88 |
| 20 |
0.6672 |
0.6511 |
0.0161 |
2.5% |
0.0049 |
0.7% |
12% |
False |
False |
94 |
| 40 |
0.6692 |
0.6480 |
0.0213 |
3.3% |
0.0034 |
0.5% |
24% |
False |
False |
51 |
| 60 |
0.6692 |
0.6480 |
0.0213 |
3.3% |
0.0030 |
0.5% |
24% |
False |
False |
36 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0027 |
0.4% |
13% |
False |
False |
29 |
| 100 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0024 |
0.4% |
13% |
False |
False |
23 |
| 120 |
0.6881 |
0.6361 |
0.0520 |
8.0% |
0.0021 |
0.3% |
33% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7209 |
|
2.618 |
0.6998 |
|
1.618 |
0.6868 |
|
1.000 |
0.6788 |
|
0.618 |
0.6739 |
|
HIGH |
0.6659 |
|
0.618 |
0.6609 |
|
0.500 |
0.6594 |
|
0.382 |
0.6578 |
|
LOW |
0.6529 |
|
0.618 |
0.6449 |
|
1.000 |
0.6400 |
|
1.618 |
0.6319 |
|
2.618 |
0.6190 |
|
4.250 |
0.5979 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6594 |
0.6600 |
| PP |
0.6573 |
0.6577 |
| S1 |
0.6552 |
0.6554 |
|