CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6449 |
0.6481 |
0.0032 |
0.5% |
0.6505 |
| High |
0.6482 |
0.6516 |
0.0034 |
0.5% |
0.6517 |
| Low |
0.6449 |
0.6470 |
0.0021 |
0.3% |
0.6390 |
| Close |
0.6479 |
0.6514 |
0.0035 |
0.5% |
0.6444 |
| Range |
0.0033 |
0.0047 |
0.0014 |
40.9% |
0.0127 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
86 |
86 |
0 |
0.0% |
501 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6639 |
0.6623 |
0.6540 |
|
| R3 |
0.6593 |
0.6577 |
0.6527 |
|
| R2 |
0.6546 |
0.6546 |
0.6523 |
|
| R1 |
0.6530 |
0.6530 |
0.6518 |
0.6538 |
| PP |
0.6500 |
0.6500 |
0.6500 |
0.6504 |
| S1 |
0.6484 |
0.6484 |
0.6510 |
0.6492 |
| S2 |
0.6453 |
0.6453 |
0.6505 |
|
| S3 |
0.6407 |
0.6437 |
0.6501 |
|
| S4 |
0.6360 |
0.6391 |
0.6488 |
|
|
| 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 |
0.6516 |
0.6390 |
0.0126 |
1.9% |
0.0044 |
0.7% |
98% |
True |
False |
92 |
| 10 |
0.6659 |
0.6390 |
0.0269 |
4.1% |
0.0058 |
0.9% |
46% |
False |
False |
120 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0050 |
0.8% |
44% |
False |
False |
97 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0043 |
0.7% |
41% |
False |
False |
76 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0035 |
0.5% |
41% |
False |
False |
53 |
| 80 |
0.6881 |
0.6390 |
0.0491 |
7.5% |
0.0031 |
0.5% |
25% |
False |
False |
40 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.5% |
0.0029 |
0.4% |
25% |
False |
False |
33 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.6% |
0.0024 |
0.4% |
26% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6638 |
|
1.618 |
0.6591 |
|
1.000 |
0.6563 |
|
0.618 |
0.6545 |
|
HIGH |
0.6516 |
|
0.618 |
0.6498 |
|
0.500 |
0.6493 |
|
0.382 |
0.6487 |
|
LOW |
0.6470 |
|
0.618 |
0.6441 |
|
1.000 |
0.6423 |
|
1.618 |
0.6394 |
|
2.618 |
0.6348 |
|
4.250 |
0.6272 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6507 |
0.6494 |
| PP |
0.6500 |
0.6473 |
| S1 |
0.6493 |
0.6453 |
|