CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6771 |
0.6786 |
0.0016 |
0.2% |
0.6759 |
| High |
0.6806 |
0.6800 |
-0.0006 |
-0.1% |
0.6811 |
| Low |
0.6766 |
0.6764 |
-0.0002 |
0.0% |
0.6736 |
| Close |
0.6800 |
0.6776 |
-0.0024 |
-0.4% |
0.6800 |
| Range |
0.0040 |
0.0036 |
-0.0005 |
-11.3% |
0.0075 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
105,052 |
88,124 |
-16,928 |
-16.1% |
486,030 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6886 |
0.6866 |
0.6795 |
|
| R3 |
0.6851 |
0.6831 |
0.6785 |
|
| R2 |
0.6815 |
0.6815 |
0.6782 |
|
| R1 |
0.6795 |
0.6795 |
0.6779 |
0.6788 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6776 |
| S1 |
0.6760 |
0.6760 |
0.6772 |
0.6752 |
| S2 |
0.6744 |
0.6744 |
0.6769 |
|
| S3 |
0.6709 |
0.6724 |
0.6766 |
|
| S4 |
0.6673 |
0.6689 |
0.6756 |
|
|
| 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% |
0.0034 |
0.5% |
53% |
False |
False |
99,160 |
| 10 |
0.6811 |
0.6646 |
0.0165 |
2.4% |
0.0042 |
0.6% |
79% |
False |
False |
106,541 |
| 20 |
0.6811 |
0.6602 |
0.0209 |
3.1% |
0.0043 |
0.6% |
83% |
False |
False |
104,094 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0049 |
0.7% |
84% |
False |
False |
62,846 |
| 60 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0049 |
0.7% |
92% |
False |
False |
41,970 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0050 |
0.7% |
92% |
False |
False |
31,500 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0045 |
0.7% |
92% |
False |
False |
25,209 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0041 |
0.6% |
92% |
False |
False |
21,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6950 |
|
2.618 |
0.6892 |
|
1.618 |
0.6857 |
|
1.000 |
0.6835 |
|
0.618 |
0.6821 |
|
HIGH |
0.6800 |
|
0.618 |
0.6786 |
|
0.500 |
0.6782 |
|
0.382 |
0.6778 |
|
LOW |
0.6764 |
|
0.618 |
0.6742 |
|
1.000 |
0.6729 |
|
1.618 |
0.6707 |
|
2.618 |
0.6671 |
|
4.250 |
0.6613 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6782 |
0.6785 |
| PP |
0.6780 |
0.6782 |
| S1 |
0.6778 |
0.6779 |
|