CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6661 |
0.6691 |
0.0030 |
0.4% |
0.6655 |
| High |
0.6699 |
0.6710 |
0.0012 |
0.2% |
0.6703 |
| Low |
0.6634 |
0.6657 |
0.0023 |
0.3% |
0.6634 |
| Close |
0.6683 |
0.6664 |
-0.0020 |
-0.3% |
0.6683 |
| Range |
0.0065 |
0.0054 |
-0.0012 |
-17.7% |
0.0070 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
| Volume |
147,708 |
105,676 |
-42,032 |
-28.5% |
531,691 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6837 |
0.6804 |
0.6693 |
|
| R3 |
0.6784 |
0.6750 |
0.6678 |
|
| R2 |
0.6730 |
0.6730 |
0.6673 |
|
| R1 |
0.6697 |
0.6697 |
0.6668 |
0.6687 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6672 |
| S1 |
0.6643 |
0.6643 |
0.6659 |
0.6633 |
| S2 |
0.6623 |
0.6623 |
0.6654 |
|
| S3 |
0.6570 |
0.6590 |
0.6649 |
|
| S4 |
0.6516 |
0.6536 |
0.6634 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6882 |
0.6852 |
0.6721 |
|
| R3 |
0.6812 |
0.6782 |
0.6702 |
|
| R2 |
0.6743 |
0.6743 |
0.6696 |
|
| R1 |
0.6713 |
0.6713 |
0.6689 |
0.6728 |
| PP |
0.6673 |
0.6673 |
0.6673 |
0.6681 |
| S1 |
0.6643 |
0.6643 |
0.6677 |
0.6658 |
| S2 |
0.6604 |
0.6604 |
0.6670 |
|
| S3 |
0.6534 |
0.6574 |
0.6664 |
|
| S4 |
0.6465 |
0.6504 |
0.6645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6710 |
0.6634 |
0.0077 |
1.1% |
0.0049 |
0.7% |
39% |
True |
False |
113,741 |
| 10 |
0.6710 |
0.6602 |
0.0109 |
1.6% |
0.0045 |
0.7% |
57% |
True |
False |
100,717 |
| 20 |
0.6723 |
0.6594 |
0.0129 |
1.9% |
0.0051 |
0.8% |
54% |
False |
False |
77,183 |
| 40 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0051 |
0.8% |
54% |
False |
False |
38,932 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
80% |
False |
False |
25,992 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0050 |
0.7% |
80% |
False |
False |
19,514 |
| 100 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0043 |
0.6% |
80% |
False |
False |
15,612 |
| 120 |
0.6746 |
0.6390 |
0.0356 |
5.3% |
0.0039 |
0.6% |
77% |
False |
False |
13,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6937 |
|
2.618 |
0.6850 |
|
1.618 |
0.6797 |
|
1.000 |
0.6764 |
|
0.618 |
0.6743 |
|
HIGH |
0.6710 |
|
0.618 |
0.6690 |
|
0.500 |
0.6683 |
|
0.382 |
0.6677 |
|
LOW |
0.6657 |
|
0.618 |
0.6623 |
|
1.000 |
0.6603 |
|
1.618 |
0.6570 |
|
2.618 |
0.6516 |
|
4.250 |
0.6429 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6683 |
0.6672 |
| PP |
0.6677 |
0.6669 |
| S1 |
0.6670 |
0.6666 |
|