CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6786 |
0.6772 |
-0.0015 |
-0.2% |
0.6759 |
| High |
0.6800 |
0.6775 |
-0.0025 |
-0.4% |
0.6811 |
| Low |
0.6764 |
0.6726 |
-0.0038 |
-0.6% |
0.6736 |
| Close |
0.6776 |
0.6744 |
-0.0032 |
-0.5% |
0.6800 |
| Range |
0.0036 |
0.0049 |
0.0014 |
38.0% |
0.0075 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.7% |
0.0000 |
| Volume |
88,124 |
102,148 |
14,024 |
15.9% |
486,030 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6895 |
0.6869 |
0.6771 |
|
| R3 |
0.6846 |
0.6820 |
0.6757 |
|
| R2 |
0.6797 |
0.6797 |
0.6753 |
|
| R1 |
0.6771 |
0.6771 |
0.6748 |
0.6760 |
| PP |
0.6748 |
0.6748 |
0.6748 |
0.6743 |
| S1 |
0.6722 |
0.6722 |
0.6740 |
0.6711 |
| S2 |
0.6699 |
0.6699 |
0.6735 |
|
| S3 |
0.6650 |
0.6673 |
0.6731 |
|
| S4 |
0.6601 |
0.6624 |
0.6717 |
|
|
| 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 |
0.6726 |
0.0085 |
1.3% |
0.0039 |
0.6% |
21% |
False |
True |
104,639 |
| 10 |
0.6811 |
0.6646 |
0.0165 |
2.4% |
0.0041 |
0.6% |
60% |
False |
False |
106,188 |
| 20 |
0.6811 |
0.6602 |
0.0209 |
3.1% |
0.0043 |
0.6% |
68% |
False |
False |
103,453 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0048 |
0.7% |
69% |
False |
False |
65,391 |
| 60 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0050 |
0.7% |
84% |
False |
False |
43,672 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0050 |
0.7% |
84% |
False |
False |
32,776 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0046 |
0.7% |
84% |
False |
False |
26,231 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0041 |
0.6% |
84% |
False |
False |
21,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6983 |
|
2.618 |
0.6903 |
|
1.618 |
0.6854 |
|
1.000 |
0.6824 |
|
0.618 |
0.6805 |
|
HIGH |
0.6775 |
|
0.618 |
0.6756 |
|
0.500 |
0.6751 |
|
0.382 |
0.6745 |
|
LOW |
0.6726 |
|
0.618 |
0.6696 |
|
1.000 |
0.6677 |
|
1.618 |
0.6647 |
|
2.618 |
0.6598 |
|
4.250 |
0.6518 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6751 |
0.6766 |
| PP |
0.6748 |
0.6759 |
| S1 |
0.6746 |
0.6751 |
|