CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6681 |
0.0008 |
0.1% |
0.6655 |
| High |
0.6689 |
0.6753 |
0.0065 |
1.0% |
0.6703 |
| Low |
0.6646 |
0.6679 |
0.0033 |
0.5% |
0.6634 |
| Close |
0.6682 |
0.6717 |
0.0035 |
0.5% |
0.6683 |
| Range |
0.0043 |
0.0075 |
0.0032 |
75.3% |
0.0070 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.6% |
0.0000 |
| Volume |
87,565 |
125,101 |
37,536 |
42.9% |
531,691 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6940 |
0.6903 |
0.6757 |
|
| R3 |
0.6865 |
0.6828 |
0.6737 |
|
| R2 |
0.6791 |
0.6791 |
0.6730 |
|
| R1 |
0.6754 |
0.6754 |
0.6723 |
0.6772 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6725 |
| S1 |
0.6679 |
0.6679 |
0.6710 |
0.6698 |
| S2 |
0.6642 |
0.6642 |
0.6703 |
|
| S3 |
0.6567 |
0.6605 |
0.6696 |
|
| S4 |
0.6493 |
0.6530 |
0.6676 |
|
|
| 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 |
0.6753 |
0.6634 |
0.0120 |
1.8% |
0.0054 |
0.8% |
69% |
True |
False |
111,691 |
| 10 |
0.6753 |
0.6634 |
0.0120 |
1.8% |
0.0047 |
0.7% |
69% |
True |
False |
105,359 |
| 20 |
0.6753 |
0.6594 |
0.0159 |
2.4% |
0.0051 |
0.8% |
77% |
True |
False |
86,798 |
| 40 |
0.6753 |
0.6585 |
0.0169 |
2.5% |
0.0051 |
0.8% |
78% |
True |
False |
44,240 |
| 60 |
0.6753 |
0.6390 |
0.0363 |
5.4% |
0.0053 |
0.8% |
90% |
True |
False |
29,534 |
| 80 |
0.6753 |
0.6390 |
0.0363 |
5.4% |
0.0050 |
0.7% |
90% |
True |
False |
22,171 |
| 100 |
0.6753 |
0.6390 |
0.0363 |
5.4% |
0.0044 |
0.7% |
90% |
True |
False |
17,739 |
| 120 |
0.6753 |
0.6390 |
0.0363 |
5.4% |
0.0040 |
0.6% |
90% |
True |
False |
14,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7070 |
|
2.618 |
0.6948 |
|
1.618 |
0.6874 |
|
1.000 |
0.6828 |
|
0.618 |
0.6799 |
|
HIGH |
0.6753 |
|
0.618 |
0.6725 |
|
0.500 |
0.6716 |
|
0.382 |
0.6707 |
|
LOW |
0.6679 |
|
0.618 |
0.6632 |
|
1.000 |
0.6604 |
|
1.618 |
0.6558 |
|
2.618 |
0.6483 |
|
4.250 |
0.6362 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6716 |
0.6711 |
| PP |
0.6716 |
0.6705 |
| S1 |
0.6716 |
0.6700 |
|