CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6505 |
0.6471 |
-0.0035 |
-0.5% |
0.6592 |
| High |
0.6517 |
0.6471 |
-0.0047 |
-0.7% |
0.6672 |
| Low |
0.6465 |
0.6420 |
-0.0045 |
-0.7% |
0.6485 |
| Close |
0.6470 |
0.6441 |
-0.0029 |
-0.4% |
0.6485 |
| Range |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0187 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
153 |
58 |
-95 |
-62.1% |
667 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6595 |
0.6568 |
0.6468 |
|
| R3 |
0.6545 |
0.6518 |
0.6454 |
|
| R2 |
0.6494 |
0.6494 |
0.6450 |
|
| R1 |
0.6467 |
0.6467 |
0.6445 |
0.6456 |
| PP |
0.6444 |
0.6444 |
0.6444 |
0.6438 |
| S1 |
0.6417 |
0.6417 |
0.6436 |
0.6405 |
| S2 |
0.6393 |
0.6393 |
0.6431 |
|
| S3 |
0.6343 |
0.6366 |
0.6427 |
|
| S4 |
0.6292 |
0.6316 |
0.6413 |
|
|
| 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 |
0.6659 |
0.6420 |
0.0239 |
3.7% |
0.0072 |
1.1% |
9% |
False |
True |
147 |
| 10 |
0.6672 |
0.6420 |
0.0252 |
3.9% |
0.0060 |
0.9% |
8% |
False |
True |
127 |
| 20 |
0.6672 |
0.6420 |
0.0252 |
3.9% |
0.0054 |
0.8% |
8% |
False |
True |
89 |
| 40 |
0.6692 |
0.6420 |
0.0272 |
4.2% |
0.0038 |
0.6% |
8% |
False |
True |
65 |
| 60 |
0.6692 |
0.6420 |
0.0272 |
4.2% |
0.0032 |
0.5% |
8% |
False |
True |
45 |
| 80 |
0.6881 |
0.6420 |
0.0461 |
7.2% |
0.0030 |
0.5% |
4% |
False |
True |
35 |
| 100 |
0.6881 |
0.6420 |
0.0461 |
7.2% |
0.0026 |
0.4% |
4% |
False |
True |
29 |
| 120 |
0.6881 |
0.6362 |
0.0519 |
8.1% |
0.0022 |
0.3% |
15% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6685 |
|
2.618 |
0.6603 |
|
1.618 |
0.6552 |
|
1.000 |
0.6521 |
|
0.618 |
0.6502 |
|
HIGH |
0.6471 |
|
0.618 |
0.6451 |
|
0.500 |
0.6445 |
|
0.382 |
0.6439 |
|
LOW |
0.6420 |
|
0.618 |
0.6389 |
|
1.000 |
0.6370 |
|
1.618 |
0.6338 |
|
2.618 |
0.6288 |
|
4.250 |
0.6205 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6445 |
0.6496 |
| PP |
0.6444 |
0.6477 |
| S1 |
0.6442 |
0.6459 |
|