CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6695 |
0.6652 |
-0.0044 |
-0.6% |
0.6786 |
| High |
0.6712 |
0.6656 |
-0.0057 |
-0.8% |
0.6800 |
| Low |
0.6641 |
0.6620 |
-0.0021 |
-0.3% |
0.6690 |
| Close |
0.6651 |
0.6623 |
-0.0028 |
-0.4% |
0.6693 |
| Range |
0.0071 |
0.0036 |
-0.0036 |
-50.0% |
0.0110 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
104,033 |
92,435 |
-11,598 |
-11.1% |
464,671 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6716 |
0.6642 |
|
| R3 |
0.6704 |
0.6681 |
0.6632 |
|
| R2 |
0.6668 |
0.6668 |
0.6629 |
|
| R1 |
0.6645 |
0.6645 |
0.6626 |
0.6639 |
| PP |
0.6633 |
0.6633 |
0.6633 |
0.6630 |
| S1 |
0.6610 |
0.6610 |
0.6619 |
0.6604 |
| S2 |
0.6597 |
0.6597 |
0.6616 |
|
| S3 |
0.6562 |
0.6574 |
0.6613 |
|
| S4 |
0.6526 |
0.6539 |
0.6603 |
|
|
| 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 |
0.6766 |
0.6620 |
0.0146 |
2.2% |
0.0043 |
0.7% |
2% |
False |
True |
94,173 |
| 10 |
0.6811 |
0.6620 |
0.0191 |
2.9% |
0.0041 |
0.6% |
1% |
False |
True |
99,406 |
| 20 |
0.6811 |
0.6620 |
0.0191 |
2.9% |
0.0044 |
0.7% |
1% |
False |
True |
105,072 |
| 40 |
0.6811 |
0.6594 |
0.0217 |
3.3% |
0.0048 |
0.7% |
13% |
False |
False |
77,053 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.8% |
0.0049 |
0.7% |
41% |
False |
False |
51,511 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0050 |
0.8% |
55% |
False |
False |
38,659 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0047 |
0.7% |
55% |
False |
False |
30,939 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.3% |
0.0043 |
0.6% |
55% |
False |
False |
25,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6806 |
|
2.618 |
0.6748 |
|
1.618 |
0.6713 |
|
1.000 |
0.6691 |
|
0.618 |
0.6677 |
|
HIGH |
0.6656 |
|
0.618 |
0.6642 |
|
0.500 |
0.6638 |
|
0.382 |
0.6634 |
|
LOW |
0.6620 |
|
0.618 |
0.6598 |
|
1.000 |
0.6585 |
|
1.618 |
0.6563 |
|
2.618 |
0.6527 |
|
4.250 |
0.6469 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6638 |
0.6670 |
| PP |
0.6633 |
0.6654 |
| S1 |
0.6628 |
0.6638 |
|