CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6760 |
0.6771 |
0.0011 |
0.2% |
0.6759 |
| High |
0.6811 |
0.6806 |
-0.0005 |
-0.1% |
0.6811 |
| Low |
0.6759 |
0.6766 |
0.0007 |
0.1% |
0.6736 |
| Close |
0.6774 |
0.6800 |
0.0026 |
0.4% |
0.6800 |
| Range |
0.0052 |
0.0040 |
-0.0012 |
-22.3% |
0.0075 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
155,618 |
105,052 |
-50,566 |
-32.5% |
486,030 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6910 |
0.6895 |
0.6822 |
|
| R3 |
0.6870 |
0.6855 |
0.6811 |
|
| R2 |
0.6830 |
0.6830 |
0.6807 |
|
| R1 |
0.6815 |
0.6815 |
0.6803 |
0.6823 |
| PP |
0.6790 |
0.6790 |
0.6790 |
0.6794 |
| S1 |
0.6775 |
0.6775 |
0.6796 |
0.6783 |
| S2 |
0.6750 |
0.6750 |
0.6792 |
|
| S3 |
0.6710 |
0.6735 |
0.6789 |
|
| S4 |
0.6670 |
0.6695 |
0.6778 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6977 |
0.6840 |
|
| R3 |
0.6931 |
0.6903 |
0.6820 |
|
| R2 |
0.6857 |
0.6857 |
0.6813 |
|
| R1 |
0.6828 |
0.6828 |
0.6806 |
0.6842 |
| PP |
0.6782 |
0.6782 |
0.6782 |
0.6789 |
| S1 |
0.6754 |
0.6754 |
0.6793 |
0.6768 |
| S2 |
0.6708 |
0.6708 |
0.6786 |
|
| S3 |
0.6633 |
0.6679 |
0.6779 |
|
| S4 |
0.6559 |
0.6605 |
0.6759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6811 |
0.6736 |
0.0075 |
1.1% |
0.0033 |
0.5% |
85% |
False |
False |
97,206 |
| 10 |
0.6811 |
0.6634 |
0.0177 |
2.6% |
0.0045 |
0.7% |
94% |
False |
False |
112,499 |
| 20 |
0.6811 |
0.6602 |
0.0209 |
3.1% |
0.0044 |
0.6% |
95% |
False |
False |
104,506 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0049 |
0.7% |
95% |
False |
False |
60,675 |
| 60 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0049 |
0.7% |
97% |
False |
False |
40,504 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0051 |
0.7% |
97% |
False |
False |
30,400 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0045 |
0.7% |
97% |
False |
False |
24,328 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0041 |
0.6% |
97% |
False |
False |
20,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6976 |
|
2.618 |
0.6910 |
|
1.618 |
0.6870 |
|
1.000 |
0.6846 |
|
0.618 |
0.6830 |
|
HIGH |
0.6806 |
|
0.618 |
0.6790 |
|
0.500 |
0.6786 |
|
0.382 |
0.6781 |
|
LOW |
0.6766 |
|
0.618 |
0.6741 |
|
1.000 |
0.6726 |
|
1.618 |
0.6701 |
|
2.618 |
0.6661 |
|
4.250 |
0.6596 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6795 |
0.6792 |
| PP |
0.6790 |
0.6785 |
| S1 |
0.6786 |
0.6777 |
|