CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6681 |
0.6719 |
0.0039 |
0.6% |
0.6691 |
| High |
0.6753 |
0.6766 |
0.0013 |
0.2% |
0.6766 |
| Low |
0.6679 |
0.6718 |
0.0040 |
0.6% |
0.6646 |
| Close |
0.6717 |
0.6765 |
0.0048 |
0.7% |
0.6765 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.2% |
0.0120 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
125,101 |
172,918 |
47,817 |
38.2% |
491,260 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6892 |
0.6876 |
0.6791 |
|
| R3 |
0.6844 |
0.6828 |
0.6778 |
|
| R2 |
0.6797 |
0.6797 |
0.6773 |
|
| R1 |
0.6781 |
0.6781 |
0.6769 |
0.6789 |
| PP |
0.6749 |
0.6749 |
0.6749 |
0.6753 |
| S1 |
0.6733 |
0.6733 |
0.6760 |
0.6741 |
| S2 |
0.6702 |
0.6702 |
0.6756 |
|
| S3 |
0.6654 |
0.6686 |
0.6751 |
|
| S4 |
0.6607 |
0.6638 |
0.6738 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7084 |
0.7044 |
0.6830 |
|
| R3 |
0.6964 |
0.6924 |
0.6797 |
|
| R2 |
0.6845 |
0.6845 |
0.6786 |
|
| R1 |
0.6805 |
0.6805 |
0.6775 |
0.6825 |
| PP |
0.6725 |
0.6725 |
0.6725 |
0.6735 |
| S1 |
0.6685 |
0.6685 |
0.6754 |
0.6705 |
| S2 |
0.6606 |
0.6606 |
0.6743 |
|
| S3 |
0.6486 |
0.6566 |
0.6732 |
|
| S4 |
0.6367 |
0.6446 |
0.6699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6766 |
0.6634 |
0.0132 |
2.0% |
0.0057 |
0.8% |
99% |
True |
False |
127,793 |
| 10 |
0.6766 |
0.6634 |
0.0132 |
2.0% |
0.0049 |
0.7% |
99% |
True |
False |
109,760 |
| 20 |
0.6766 |
0.6594 |
0.0172 |
2.5% |
0.0052 |
0.8% |
99% |
True |
False |
95,309 |
| 40 |
0.6766 |
0.6585 |
0.0181 |
2.7% |
0.0050 |
0.7% |
99% |
True |
False |
48,549 |
| 60 |
0.6766 |
0.6390 |
0.0376 |
5.6% |
0.0053 |
0.8% |
100% |
True |
False |
32,415 |
| 80 |
0.6766 |
0.6390 |
0.0376 |
5.6% |
0.0051 |
0.7% |
100% |
True |
False |
24,333 |
| 100 |
0.6766 |
0.6390 |
0.0376 |
5.6% |
0.0044 |
0.7% |
100% |
True |
False |
19,468 |
| 120 |
0.6766 |
0.6390 |
0.0376 |
5.6% |
0.0041 |
0.6% |
100% |
True |
False |
16,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6967 |
|
2.618 |
0.6890 |
|
1.618 |
0.6842 |
|
1.000 |
0.6813 |
|
0.618 |
0.6795 |
|
HIGH |
0.6766 |
|
0.618 |
0.6747 |
|
0.500 |
0.6742 |
|
0.382 |
0.6736 |
|
LOW |
0.6718 |
|
0.618 |
0.6689 |
|
1.000 |
0.6671 |
|
1.618 |
0.6641 |
|
2.618 |
0.6594 |
|
4.250 |
0.6516 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6757 |
0.6745 |
| PP |
0.6749 |
0.6725 |
| S1 |
0.6742 |
0.6706 |
|