CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6755 |
0.6760 |
0.0006 |
0.1% |
0.6691 |
| High |
0.6765 |
0.6811 |
0.0046 |
0.7% |
0.6766 |
| Low |
0.6744 |
0.6759 |
0.0015 |
0.2% |
0.6646 |
| Close |
0.6757 |
0.6774 |
0.0017 |
0.2% |
0.6765 |
| Range |
0.0021 |
0.0052 |
0.0031 |
151.2% |
0.0120 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
72,253 |
155,618 |
83,365 |
115.4% |
491,260 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6906 |
0.6802 |
|
| R3 |
0.6884 |
0.6855 |
0.6788 |
|
| R2 |
0.6833 |
0.6833 |
0.6783 |
|
| R1 |
0.6803 |
0.6803 |
0.6778 |
0.6818 |
| PP |
0.6781 |
0.6781 |
0.6781 |
0.6788 |
| S1 |
0.6752 |
0.6752 |
0.6769 |
0.6766 |
| S2 |
0.6730 |
0.6730 |
0.6764 |
|
| S3 |
0.6678 |
0.6700 |
0.6759 |
|
| S4 |
0.6627 |
0.6649 |
0.6745 |
|
|
| 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 |
0.6811 |
0.6718 |
0.0093 |
1.4% |
0.0035 |
0.5% |
60% |
True |
False |
110,779 |
| 10 |
0.6811 |
0.6634 |
0.0177 |
2.6% |
0.0044 |
0.7% |
79% |
True |
False |
111,235 |
| 20 |
0.6811 |
0.6602 |
0.0209 |
3.1% |
0.0047 |
0.7% |
82% |
True |
False |
109,030 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0050 |
0.7% |
83% |
True |
False |
58,062 |
| 60 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0050 |
0.7% |
91% |
True |
False |
38,754 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0050 |
0.7% |
91% |
True |
False |
29,087 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0045 |
0.7% |
91% |
True |
False |
23,277 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0041 |
0.6% |
91% |
True |
False |
19,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7029 |
|
2.618 |
0.6945 |
|
1.618 |
0.6894 |
|
1.000 |
0.6862 |
|
0.618 |
0.6842 |
|
HIGH |
0.6811 |
|
0.618 |
0.6791 |
|
0.500 |
0.6785 |
|
0.382 |
0.6779 |
|
LOW |
0.6759 |
|
0.618 |
0.6727 |
|
1.000 |
0.6708 |
|
1.618 |
0.6676 |
|
2.618 |
0.6624 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6785 |
0.6773 |
| PP |
0.6781 |
0.6773 |
| S1 |
0.6777 |
0.6773 |
|