CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6759 |
0.6751 |
-0.0008 |
-0.1% |
0.6691 |
| High |
0.6774 |
0.6761 |
-0.0013 |
-0.2% |
0.6766 |
| Low |
0.6745 |
0.6736 |
-0.0009 |
-0.1% |
0.6646 |
| Close |
0.6750 |
0.6753 |
0.0003 |
0.0% |
0.6765 |
| Range |
0.0029 |
0.0025 |
-0.0005 |
-15.5% |
0.0120 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
78,354 |
74,753 |
-3,601 |
-4.6% |
491,260 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6823 |
0.6812 |
0.6766 |
|
| R3 |
0.6799 |
0.6788 |
0.6759 |
|
| R2 |
0.6774 |
0.6774 |
0.6757 |
|
| R1 |
0.6763 |
0.6763 |
0.6755 |
0.6769 |
| PP |
0.6750 |
0.6750 |
0.6750 |
0.6752 |
| S1 |
0.6739 |
0.6739 |
0.6750 |
0.6744 |
| S2 |
0.6725 |
0.6725 |
0.6748 |
|
| S3 |
0.6701 |
0.6714 |
0.6746 |
|
| S4 |
0.6676 |
0.6690 |
0.6739 |
|
|
| 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% |
0.0044 |
0.6% |
84% |
False |
False |
107,738 |
| 10 |
0.6774 |
0.6634 |
0.0140 |
2.1% |
0.0046 |
0.7% |
85% |
False |
False |
110,739 |
| 20 |
0.6774 |
0.6594 |
0.0180 |
2.7% |
0.0047 |
0.7% |
88% |
False |
False |
101,859 |
| 40 |
0.6774 |
0.6594 |
0.0180 |
2.7% |
0.0050 |
0.7% |
88% |
False |
False |
52,371 |
| 60 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0051 |
0.8% |
95% |
False |
False |
34,961 |
| 80 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0050 |
0.7% |
95% |
False |
False |
26,246 |
| 100 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0044 |
0.7% |
95% |
False |
False |
20,999 |
| 120 |
0.6774 |
0.6390 |
0.0384 |
5.7% |
0.0040 |
0.6% |
95% |
False |
False |
17,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6865 |
|
2.618 |
0.6825 |
|
1.618 |
0.6800 |
|
1.000 |
0.6785 |
|
0.618 |
0.6776 |
|
HIGH |
0.6761 |
|
0.618 |
0.6751 |
|
0.500 |
0.6748 |
|
0.382 |
0.6745 |
|
LOW |
0.6736 |
|
0.618 |
0.6721 |
|
1.000 |
0.6712 |
|
1.618 |
0.6696 |
|
2.618 |
0.6672 |
|
4.250 |
0.6632 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6751 |
0.6750 |
| PP |
0.6750 |
0.6748 |
| S1 |
0.6748 |
0.6746 |
|