CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6772 |
0.6744 |
-0.0028 |
-0.4% |
0.6759 |
| High |
0.6775 |
0.6766 |
-0.0010 |
-0.1% |
0.6811 |
| Low |
0.6726 |
0.6732 |
0.0006 |
0.1% |
0.6736 |
| Close |
0.6744 |
0.6737 |
-0.0008 |
-0.1% |
0.6800 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.6% |
0.0075 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
102,148 |
96,046 |
-6,102 |
-6.0% |
486,030 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6847 |
0.6826 |
0.6755 |
|
| R3 |
0.6813 |
0.6792 |
0.6746 |
|
| R2 |
0.6779 |
0.6779 |
0.6743 |
|
| R1 |
0.6758 |
0.6758 |
0.6740 |
0.6751 |
| PP |
0.6745 |
0.6745 |
0.6745 |
0.6741 |
| S1 |
0.6724 |
0.6724 |
0.6733 |
0.6717 |
| S2 |
0.6711 |
0.6711 |
0.6730 |
|
| S3 |
0.6677 |
0.6690 |
0.6727 |
|
| S4 |
0.6643 |
0.6656 |
0.6718 |
|
|
| 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% |
0.0042 |
0.6% |
12% |
False |
False |
109,397 |
| 10 |
0.6811 |
0.6679 |
0.0132 |
2.0% |
0.0041 |
0.6% |
44% |
False |
False |
107,036 |
| 20 |
0.6811 |
0.6617 |
0.0194 |
2.9% |
0.0043 |
0.6% |
62% |
False |
False |
104,962 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0048 |
0.7% |
66% |
False |
False |
67,779 |
| 60 |
0.6811 |
0.6449 |
0.0362 |
5.4% |
0.0049 |
0.7% |
80% |
False |
False |
45,271 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0049 |
0.7% |
82% |
False |
False |
33,976 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0046 |
0.7% |
82% |
False |
False |
27,191 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.2% |
0.0042 |
0.6% |
82% |
False |
False |
22,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6910 |
|
2.618 |
0.6855 |
|
1.618 |
0.6821 |
|
1.000 |
0.6800 |
|
0.618 |
0.6787 |
|
HIGH |
0.6766 |
|
0.618 |
0.6753 |
|
0.500 |
0.6749 |
|
0.382 |
0.6744 |
|
LOW |
0.6732 |
|
0.618 |
0.6710 |
|
1.000 |
0.6698 |
|
1.618 |
0.6676 |
|
2.618 |
0.6642 |
|
4.250 |
0.6587 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6749 |
0.6763 |
| PP |
0.6745 |
0.6754 |
| S1 |
0.6741 |
0.6745 |
|