CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6740 |
0.6717 |
-0.0023 |
-0.3% |
0.6786 |
| High |
0.6754 |
0.6719 |
-0.0035 |
-0.5% |
0.6800 |
| Low |
0.6708 |
0.6690 |
-0.0018 |
-0.3% |
0.6690 |
| Close |
0.6715 |
0.6693 |
-0.0022 |
-0.3% |
0.6693 |
| Range |
0.0046 |
0.0029 |
-0.0017 |
-37.0% |
0.0110 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
96,783 |
81,570 |
-15,213 |
-15.7% |
464,671 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6769 |
0.6709 |
|
| R3 |
0.6759 |
0.6740 |
0.6701 |
|
| R2 |
0.6730 |
0.6730 |
0.6698 |
|
| R1 |
0.6711 |
0.6711 |
0.6696 |
0.6706 |
| PP |
0.6701 |
0.6701 |
0.6701 |
0.6698 |
| S1 |
0.6682 |
0.6682 |
0.6690 |
0.6677 |
| S2 |
0.6672 |
0.6672 |
0.6688 |
|
| S3 |
0.6643 |
0.6653 |
0.6685 |
|
| S4 |
0.6614 |
0.6624 |
0.6677 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7056 |
0.6984 |
0.6753 |
|
| R3 |
0.6947 |
0.6875 |
0.6723 |
|
| R2 |
0.6837 |
0.6837 |
0.6713 |
|
| R1 |
0.6765 |
0.6765 |
0.6703 |
0.6746 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6718 |
| S1 |
0.6656 |
0.6656 |
0.6683 |
0.6637 |
| S2 |
0.6618 |
0.6618 |
0.6673 |
|
| S3 |
0.6509 |
0.6546 |
0.6663 |
|
| S4 |
0.6399 |
0.6437 |
0.6633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6800 |
0.6690 |
0.0110 |
1.6% |
0.0039 |
0.6% |
3% |
False |
True |
92,934 |
| 10 |
0.6811 |
0.6690 |
0.0121 |
1.8% |
0.0036 |
0.5% |
2% |
False |
True |
95,070 |
| 20 |
0.6811 |
0.6634 |
0.0177 |
2.6% |
0.0042 |
0.6% |
34% |
False |
False |
102,415 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.2% |
0.0048 |
0.7% |
46% |
False |
False |
72,207 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.8% |
0.0049 |
0.7% |
63% |
False |
False |
48,240 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0049 |
0.7% |
72% |
False |
False |
36,205 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0047 |
0.7% |
72% |
False |
False |
28,975 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0042 |
0.6% |
72% |
False |
False |
24,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6842 |
|
2.618 |
0.6795 |
|
1.618 |
0.6766 |
|
1.000 |
0.6748 |
|
0.618 |
0.6737 |
|
HIGH |
0.6719 |
|
0.618 |
0.6708 |
|
0.500 |
0.6705 |
|
0.382 |
0.6701 |
|
LOW |
0.6690 |
|
0.618 |
0.6672 |
|
1.000 |
0.6661 |
|
1.618 |
0.6643 |
|
2.618 |
0.6614 |
|
4.250 |
0.6567 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6705 |
0.6728 |
| PP |
0.6701 |
0.6716 |
| S1 |
0.6697 |
0.6705 |
|