CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6719 |
0.6759 |
0.0040 |
0.6% |
0.6691 |
| High |
0.6766 |
0.6774 |
0.0008 |
0.1% |
0.6766 |
| Low |
0.6718 |
0.6745 |
0.0027 |
0.4% |
0.6646 |
| Close |
0.6765 |
0.6750 |
-0.0015 |
-0.2% |
0.6765 |
| Range |
0.0048 |
0.0029 |
-0.0019 |
-38.9% |
0.0120 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
172,918 |
78,354 |
-94,564 |
-54.7% |
491,260 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6843 |
0.6826 |
0.6766 |
|
| R3 |
0.6814 |
0.6797 |
0.6758 |
|
| R2 |
0.6785 |
0.6785 |
0.6755 |
|
| R1 |
0.6768 |
0.6768 |
0.6753 |
0.6762 |
| PP |
0.6756 |
0.6756 |
0.6756 |
0.6753 |
| S1 |
0.6739 |
0.6739 |
0.6747 |
0.6733 |
| S2 |
0.6727 |
0.6727 |
0.6745 |
|
| S3 |
0.6698 |
0.6710 |
0.6742 |
|
| S4 |
0.6669 |
0.6681 |
0.6734 |
|
|
| 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 |
0.6774 |
0.6646 |
0.0128 |
1.9% |
0.0049 |
0.7% |
82% |
True |
False |
113,922 |
| 10 |
0.6774 |
0.6634 |
0.0140 |
2.1% |
0.0048 |
0.7% |
83% |
True |
False |
110,130 |
| 20 |
0.6774 |
0.6594 |
0.0180 |
2.7% |
0.0051 |
0.7% |
87% |
True |
False |
98,796 |
| 40 |
0.6774 |
0.6589 |
0.0185 |
2.7% |
0.0050 |
0.7% |
87% |
True |
False |
50,505 |
| 60 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0051 |
0.8% |
94% |
True |
False |
33,718 |
| 80 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0050 |
0.7% |
94% |
True |
False |
25,312 |
| 100 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0044 |
0.7% |
94% |
True |
False |
20,251 |
| 120 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0041 |
0.6% |
94% |
True |
False |
16,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6897 |
|
2.618 |
0.6849 |
|
1.618 |
0.6820 |
|
1.000 |
0.6803 |
|
0.618 |
0.6791 |
|
HIGH |
0.6774 |
|
0.618 |
0.6762 |
|
0.500 |
0.6759 |
|
0.382 |
0.6756 |
|
LOW |
0.6745 |
|
0.618 |
0.6727 |
|
1.000 |
0.6716 |
|
1.618 |
0.6698 |
|
2.618 |
0.6669 |
|
4.250 |
0.6621 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6759 |
0.6742 |
| PP |
0.6756 |
0.6734 |
| S1 |
0.6753 |
0.6726 |
|