CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6659 |
0.6543 |
-0.0116 |
-1.7% |
0.6560 |
| High |
0.6659 |
0.6581 |
-0.0078 |
-1.2% |
0.6647 |
| Low |
0.6529 |
0.6540 |
0.0011 |
0.2% |
0.6511 |
| Close |
0.6531 |
0.6568 |
0.0037 |
0.6% |
0.6610 |
| Range |
0.0130 |
0.0041 |
-0.0089 |
-68.3% |
0.0136 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
| Volume |
177 |
161 |
-16 |
-9.0% |
447 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6686 |
0.6668 |
0.6591 |
|
| R3 |
0.6645 |
0.6627 |
0.6579 |
|
| R2 |
0.6604 |
0.6604 |
0.6576 |
|
| R1 |
0.6586 |
0.6586 |
0.6572 |
0.6595 |
| PP |
0.6563 |
0.6563 |
0.6563 |
0.6567 |
| S1 |
0.6545 |
0.6545 |
0.6564 |
0.6554 |
| S2 |
0.6522 |
0.6522 |
0.6560 |
|
| S3 |
0.6481 |
0.6504 |
0.6557 |
|
| S4 |
0.6440 |
0.6463 |
0.6545 |
|
|
| 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% |
0.0060 |
0.9% |
27% |
False |
False |
109 |
| 10 |
0.6672 |
0.6511 |
0.0161 |
2.4% |
0.0054 |
0.8% |
36% |
False |
False |
100 |
| 20 |
0.6672 |
0.6511 |
0.0161 |
2.4% |
0.0050 |
0.8% |
36% |
False |
False |
98 |
| 40 |
0.6692 |
0.6511 |
0.0181 |
2.8% |
0.0035 |
0.5% |
31% |
False |
False |
55 |
| 60 |
0.6692 |
0.6480 |
0.0213 |
3.2% |
0.0030 |
0.5% |
42% |
False |
False |
38 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0028 |
0.4% |
22% |
False |
False |
30 |
| 100 |
0.6881 |
0.6480 |
0.0401 |
6.1% |
0.0025 |
0.4% |
22% |
False |
False |
25 |
| 120 |
0.6881 |
0.6361 |
0.0520 |
7.9% |
0.0021 |
0.3% |
40% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6755 |
|
2.618 |
0.6688 |
|
1.618 |
0.6647 |
|
1.000 |
0.6622 |
|
0.618 |
0.6606 |
|
HIGH |
0.6581 |
|
0.618 |
0.6565 |
|
0.500 |
0.6560 |
|
0.382 |
0.6555 |
|
LOW |
0.6540 |
|
0.618 |
0.6514 |
|
1.000 |
0.6499 |
|
1.618 |
0.6473 |
|
2.618 |
0.6432 |
|
4.250 |
0.6365 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6565 |
0.6600 |
| PP |
0.6563 |
0.6590 |
| S1 |
0.6560 |
0.6579 |
|