CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6543 |
0.6568 |
0.0025 |
0.4% |
0.6592 |
| High |
0.6581 |
0.6571 |
-0.0010 |
-0.1% |
0.6672 |
| Low |
0.6540 |
0.6485 |
-0.0055 |
-0.8% |
0.6485 |
| Close |
0.6568 |
0.6485 |
-0.0083 |
-1.3% |
0.6485 |
| Range |
0.0041 |
0.0087 |
0.0046 |
111.0% |
0.0187 |
| ATR |
0.0050 |
0.0052 |
0.0003 |
5.3% |
0.0000 |
| Volume |
161 |
189 |
28 |
17.4% |
667 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6773 |
0.6716 |
0.6533 |
|
| R3 |
0.6687 |
0.6629 |
0.6509 |
|
| R2 |
0.6600 |
0.6600 |
0.6501 |
|
| R1 |
0.6543 |
0.6543 |
0.6493 |
0.6528 |
| PP |
0.6514 |
0.6514 |
0.6514 |
0.6506 |
| S1 |
0.6456 |
0.6456 |
0.6477 |
0.6442 |
| S2 |
0.6427 |
0.6427 |
0.6469 |
|
| S3 |
0.6341 |
0.6370 |
0.6461 |
|
| S4 |
0.6254 |
0.6283 |
0.6437 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7108 |
0.6984 |
0.6588 |
|
| R3 |
0.6921 |
0.6797 |
0.6536 |
|
| R2 |
0.6734 |
0.6734 |
0.6519 |
|
| R1 |
0.6610 |
0.6610 |
0.6502 |
0.6578 |
| PP |
0.6547 |
0.6547 |
0.6547 |
0.6531 |
| S1 |
0.6423 |
0.6423 |
0.6468 |
0.6391 |
| S2 |
0.6360 |
0.6360 |
0.6451 |
|
| S3 |
0.6173 |
0.6236 |
0.6434 |
|
| S4 |
0.5986 |
0.6049 |
0.6382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6672 |
0.6485 |
0.0187 |
2.9% |
0.0069 |
1.1% |
0% |
False |
True |
133 |
| 10 |
0.6672 |
0.6485 |
0.0187 |
2.9% |
0.0058 |
0.9% |
0% |
False |
True |
111 |
| 20 |
0.6672 |
0.6485 |
0.0187 |
2.9% |
0.0051 |
0.8% |
0% |
False |
True |
81 |
| 40 |
0.6692 |
0.6485 |
0.0208 |
3.2% |
0.0037 |
0.6% |
0% |
False |
True |
59 |
| 60 |
0.6692 |
0.6480 |
0.0213 |
3.3% |
0.0031 |
0.5% |
3% |
False |
False |
41 |
| 80 |
0.6881 |
0.6480 |
0.0401 |
6.2% |
0.0029 |
0.4% |
1% |
False |
False |
33 |
| 100 |
0.6881 |
0.6480 |
0.0401 |
6.2% |
0.0025 |
0.4% |
1% |
False |
False |
27 |
| 120 |
0.6881 |
0.6361 |
0.0520 |
8.0% |
0.0021 |
0.3% |
24% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6939 |
|
2.618 |
0.6797 |
|
1.618 |
0.6711 |
|
1.000 |
0.6658 |
|
0.618 |
0.6624 |
|
HIGH |
0.6571 |
|
0.618 |
0.6538 |
|
0.500 |
0.6528 |
|
0.382 |
0.6518 |
|
LOW |
0.6485 |
|
0.618 |
0.6431 |
|
1.000 |
0.6398 |
|
1.618 |
0.6345 |
|
2.618 |
0.6258 |
|
4.250 |
0.6117 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6528 |
0.6572 |
| PP |
0.6514 |
0.6543 |
| S1 |
0.6499 |
0.6514 |
|