CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6471 |
0.6429 |
-0.0042 |
-0.6% |
0.6592 |
| High |
0.6471 |
0.6467 |
-0.0004 |
-0.1% |
0.6672 |
| Low |
0.6420 |
0.6429 |
0.0009 |
0.1% |
0.6485 |
| Close |
0.6441 |
0.6464 |
0.0023 |
0.4% |
0.6485 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-24.8% |
0.0187 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
58 |
119 |
61 |
105.2% |
667 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6567 |
0.6553 |
0.6484 |
|
| R3 |
0.6529 |
0.6515 |
0.6474 |
|
| R2 |
0.6491 |
0.6491 |
0.6470 |
|
| R1 |
0.6477 |
0.6477 |
0.6467 |
0.6484 |
| PP |
0.6453 |
0.6453 |
0.6453 |
0.6457 |
| S1 |
0.6439 |
0.6439 |
0.6460 |
0.6446 |
| S2 |
0.6415 |
0.6415 |
0.6457 |
|
| S3 |
0.6377 |
0.6401 |
0.6453 |
|
| S4 |
0.6339 |
0.6363 |
0.6443 |
|
|
| 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 |
0.6581 |
0.6420 |
0.0161 |
2.5% |
0.0054 |
0.8% |
27% |
False |
False |
136 |
| 10 |
0.6672 |
0.6420 |
0.0252 |
3.9% |
0.0058 |
0.9% |
17% |
False |
False |
115 |
| 20 |
0.6672 |
0.6420 |
0.0252 |
3.9% |
0.0053 |
0.8% |
17% |
False |
False |
91 |
| 40 |
0.6692 |
0.6420 |
0.0272 |
4.2% |
0.0039 |
0.6% |
16% |
False |
False |
68 |
| 60 |
0.6692 |
0.6420 |
0.0272 |
4.2% |
0.0033 |
0.5% |
16% |
False |
False |
47 |
| 80 |
0.6881 |
0.6420 |
0.0461 |
7.1% |
0.0030 |
0.5% |
9% |
False |
False |
37 |
| 100 |
0.6881 |
0.6420 |
0.0461 |
7.1% |
0.0027 |
0.4% |
9% |
False |
False |
30 |
| 120 |
0.6881 |
0.6362 |
0.0519 |
8.0% |
0.0022 |
0.3% |
20% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6629 |
|
2.618 |
0.6566 |
|
1.618 |
0.6528 |
|
1.000 |
0.6505 |
|
0.618 |
0.6490 |
|
HIGH |
0.6467 |
|
0.618 |
0.6452 |
|
0.500 |
0.6448 |
|
0.382 |
0.6444 |
|
LOW |
0.6429 |
|
0.618 |
0.6406 |
|
1.000 |
0.6391 |
|
1.618 |
0.6368 |
|
2.618 |
0.6330 |
|
4.250 |
0.6268 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6458 |
0.6469 |
| PP |
0.6453 |
0.6467 |
| S1 |
0.6448 |
0.6465 |
|