CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6525 |
0.6548 |
0.0023 |
0.4% |
0.6449 |
| High |
0.6560 |
0.6576 |
0.0016 |
0.2% |
0.6576 |
| Low |
0.6511 |
0.6543 |
0.0032 |
0.5% |
0.6449 |
| Close |
0.6539 |
0.6564 |
0.0025 |
0.4% |
0.6564 |
| Range |
0.0049 |
0.0034 |
-0.0016 |
-31.6% |
0.0127 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
99 |
102 |
3 |
3.0% |
501 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6661 |
0.6646 |
0.6582 |
|
| R3 |
0.6628 |
0.6612 |
0.6573 |
|
| R2 |
0.6594 |
0.6594 |
0.6570 |
|
| R1 |
0.6579 |
0.6579 |
0.6567 |
0.6587 |
| PP |
0.6561 |
0.6561 |
0.6561 |
0.6565 |
| S1 |
0.6545 |
0.6545 |
0.6560 |
0.6553 |
| S2 |
0.6527 |
0.6527 |
0.6557 |
|
| S3 |
0.6494 |
0.6512 |
0.6554 |
|
| S4 |
0.6460 |
0.6478 |
0.6545 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6864 |
0.6633 |
|
| R3 |
0.6784 |
0.6737 |
0.6598 |
|
| R2 |
0.6657 |
0.6657 |
0.6587 |
|
| R1 |
0.6610 |
0.6610 |
0.6575 |
0.6633 |
| PP |
0.6530 |
0.6530 |
0.6530 |
0.6541 |
| S1 |
0.6483 |
0.6483 |
0.6552 |
0.6506 |
| S2 |
0.6403 |
0.6403 |
0.6540 |
|
| S3 |
0.6276 |
0.6356 |
0.6529 |
|
| S4 |
0.6149 |
0.6229 |
0.6494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6576 |
0.6449 |
0.0127 |
1.9% |
0.0041 |
0.6% |
90% |
True |
False |
100 |
| 10 |
0.6576 |
0.6390 |
0.0186 |
2.8% |
0.0045 |
0.7% |
93% |
True |
False |
100 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0051 |
0.8% |
62% |
False |
False |
105 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0045 |
0.7% |
57% |
False |
False |
84 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0037 |
0.6% |
57% |
False |
False |
58 |
| 80 |
0.6792 |
0.6390 |
0.0402 |
6.1% |
0.0032 |
0.5% |
43% |
False |
False |
44 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.5% |
0.0029 |
0.4% |
35% |
False |
False |
37 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0025 |
0.4% |
36% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6718 |
|
2.618 |
0.6664 |
|
1.618 |
0.6630 |
|
1.000 |
0.6610 |
|
0.618 |
0.6597 |
|
HIGH |
0.6576 |
|
0.618 |
0.6563 |
|
0.500 |
0.6559 |
|
0.382 |
0.6555 |
|
LOW |
0.6543 |
|
0.618 |
0.6522 |
|
1.000 |
0.6509 |
|
1.618 |
0.6488 |
|
2.618 |
0.6455 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6562 |
0.6557 |
| PP |
0.6561 |
0.6550 |
| S1 |
0.6559 |
0.6543 |
|