CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6744 |
0.6740 |
-0.0005 |
-0.1% |
0.6759 |
| High |
0.6766 |
0.6754 |
-0.0012 |
-0.2% |
0.6811 |
| Low |
0.6732 |
0.6708 |
-0.0024 |
-0.4% |
0.6736 |
| Close |
0.6737 |
0.6715 |
-0.0022 |
-0.3% |
0.6800 |
| Range |
0.0034 |
0.0046 |
0.0012 |
35.3% |
0.0075 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
| Volume |
96,046 |
96,783 |
737 |
0.8% |
486,030 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6863 |
0.6835 |
0.6740 |
|
| R3 |
0.6817 |
0.6789 |
0.6728 |
|
| R2 |
0.6771 |
0.6771 |
0.6723 |
|
| R1 |
0.6743 |
0.6743 |
0.6719 |
0.6734 |
| PP |
0.6725 |
0.6725 |
0.6725 |
0.6721 |
| S1 |
0.6697 |
0.6697 |
0.6711 |
0.6688 |
| S2 |
0.6679 |
0.6679 |
0.6707 |
|
| S3 |
0.6633 |
0.6651 |
0.6702 |
|
| S4 |
0.6587 |
0.6605 |
0.6690 |
|
|
| 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 |
0.6806 |
0.6708 |
0.0098 |
1.5% |
0.0041 |
0.6% |
8% |
False |
True |
97,630 |
| 10 |
0.6811 |
0.6708 |
0.0103 |
1.5% |
0.0038 |
0.6% |
7% |
False |
True |
104,204 |
| 20 |
0.6811 |
0.6634 |
0.0177 |
2.6% |
0.0043 |
0.6% |
46% |
False |
False |
104,782 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0048 |
0.7% |
56% |
False |
False |
70,186 |
| 60 |
0.6811 |
0.6470 |
0.0341 |
5.1% |
0.0049 |
0.7% |
72% |
False |
False |
46,882 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0049 |
0.7% |
77% |
False |
False |
35,185 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0046 |
0.7% |
77% |
False |
False |
28,159 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0042 |
0.6% |
77% |
False |
False |
23,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6949 |
|
2.618 |
0.6874 |
|
1.618 |
0.6828 |
|
1.000 |
0.6800 |
|
0.618 |
0.6782 |
|
HIGH |
0.6754 |
|
0.618 |
0.6736 |
|
0.500 |
0.6731 |
|
0.382 |
0.6725 |
|
LOW |
0.6708 |
|
0.618 |
0.6679 |
|
1.000 |
0.6662 |
|
1.618 |
0.6633 |
|
2.618 |
0.6587 |
|
4.250 |
0.6512 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6731 |
0.6741 |
| PP |
0.6725 |
0.6733 |
| S1 |
0.6720 |
0.6724 |
|