CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6450 |
0.6449 |
-0.0001 |
0.0% |
0.6505 |
| High |
0.6456 |
0.6482 |
0.0027 |
0.4% |
0.6517 |
| Low |
0.6390 |
0.6449 |
0.0059 |
0.9% |
0.6390 |
| Close |
0.6444 |
0.6479 |
0.0036 |
0.6% |
0.6444 |
| Range |
0.0066 |
0.0033 |
-0.0033 |
-49.6% |
0.0127 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
102 |
86 |
-16 |
-15.7% |
501 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6569 |
0.6557 |
0.6497 |
|
| R3 |
0.6536 |
0.6524 |
0.6488 |
|
| R2 |
0.6503 |
0.6503 |
0.6485 |
|
| R1 |
0.6491 |
0.6491 |
0.6482 |
0.6497 |
| PP |
0.6470 |
0.6470 |
0.6470 |
0.6473 |
| S1 |
0.6458 |
0.6458 |
0.6476 |
0.6464 |
| S2 |
0.6437 |
0.6437 |
0.6473 |
|
| S3 |
0.6404 |
0.6425 |
0.6470 |
|
| S4 |
0.6371 |
0.6392 |
0.6461 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6764 |
0.6513 |
|
| R3 |
0.6704 |
0.6637 |
0.6478 |
|
| R2 |
0.6577 |
0.6577 |
0.6467 |
|
| R1 |
0.6510 |
0.6510 |
0.6455 |
0.6480 |
| PP |
0.6450 |
0.6450 |
0.6450 |
0.6435 |
| S1 |
0.6383 |
0.6383 |
0.6432 |
0.6353 |
| S2 |
0.6323 |
0.6323 |
0.6420 |
|
| S3 |
0.6196 |
0.6256 |
0.6409 |
|
| S4 |
0.6069 |
0.6129 |
0.6374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6482 |
0.6390 |
0.0092 |
1.4% |
0.0044 |
0.7% |
97% |
True |
False |
86 |
| 10 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0057 |
0.9% |
32% |
False |
False |
117 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0049 |
0.8% |
32% |
False |
False |
94 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.7% |
0.0042 |
0.6% |
29% |
False |
False |
74 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.7% |
0.0035 |
0.5% |
29% |
False |
False |
51 |
| 80 |
0.6881 |
0.6390 |
0.0491 |
7.6% |
0.0031 |
0.5% |
18% |
False |
False |
39 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.6% |
0.0028 |
0.4% |
18% |
False |
False |
33 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.6% |
0.0024 |
0.4% |
18% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6622 |
|
2.618 |
0.6568 |
|
1.618 |
0.6535 |
|
1.000 |
0.6515 |
|
0.618 |
0.6502 |
|
HIGH |
0.6482 |
|
0.618 |
0.6469 |
|
0.500 |
0.6466 |
|
0.382 |
0.6462 |
|
LOW |
0.6449 |
|
0.618 |
0.6429 |
|
1.000 |
0.6416 |
|
1.618 |
0.6396 |
|
2.618 |
0.6363 |
|
4.250 |
0.6309 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6475 |
0.6465 |
| PP |
0.6470 |
0.6450 |
| S1 |
0.6466 |
0.6436 |
|