CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6481 |
0.6511 |
0.0031 |
0.5% |
0.6505 |
| High |
0.6516 |
0.6553 |
0.0037 |
0.6% |
0.6517 |
| Low |
0.6470 |
0.6510 |
0.0040 |
0.6% |
0.6390 |
| Close |
0.6514 |
0.6519 |
0.0005 |
0.1% |
0.6444 |
| Range |
0.0047 |
0.0043 |
-0.0004 |
-7.5% |
0.0127 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
86 |
128 |
42 |
48.8% |
501 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6656 |
0.6630 |
0.6542 |
|
| R3 |
0.6613 |
0.6587 |
0.6530 |
|
| R2 |
0.6570 |
0.6570 |
0.6526 |
|
| R1 |
0.6544 |
0.6544 |
0.6522 |
0.6557 |
| PP |
0.6527 |
0.6527 |
0.6527 |
0.6533 |
| S1 |
0.6501 |
0.6501 |
0.6515 |
0.6514 |
| S2 |
0.6484 |
0.6484 |
0.6511 |
|
| S3 |
0.6441 |
0.6458 |
0.6507 |
|
| S4 |
0.6398 |
0.6415 |
0.6495 |
|
|
| 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 |
0.6553 |
0.6390 |
0.0163 |
2.5% |
0.0045 |
0.7% |
79% |
True |
False |
94 |
| 10 |
0.6581 |
0.6390 |
0.0191 |
2.9% |
0.0049 |
0.8% |
67% |
False |
False |
115 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0050 |
0.8% |
46% |
False |
False |
102 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0044 |
0.7% |
43% |
False |
False |
79 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0036 |
0.5% |
43% |
False |
False |
55 |
| 80 |
0.6881 |
0.6390 |
0.0491 |
7.5% |
0.0032 |
0.5% |
26% |
False |
False |
42 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.5% |
0.0029 |
0.4% |
26% |
False |
False |
35 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.6% |
0.0024 |
0.4% |
26% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6735 |
|
2.618 |
0.6665 |
|
1.618 |
0.6622 |
|
1.000 |
0.6596 |
|
0.618 |
0.6579 |
|
HIGH |
0.6553 |
|
0.618 |
0.6536 |
|
0.500 |
0.6531 |
|
0.382 |
0.6526 |
|
LOW |
0.6510 |
|
0.618 |
0.6483 |
|
1.000 |
0.6467 |
|
1.618 |
0.6440 |
|
2.618 |
0.6397 |
|
4.250 |
0.6327 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6531 |
0.6513 |
| PP |
0.6527 |
0.6507 |
| S1 |
0.6523 |
0.6501 |
|