CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6624 |
0.6589 |
-0.0035 |
-0.5% |
0.6786 |
| High |
0.6625 |
0.6591 |
-0.0034 |
-0.5% |
0.6800 |
| Low |
0.6586 |
0.6520 |
-0.0067 |
-1.0% |
0.6690 |
| Close |
0.6588 |
0.6552 |
-0.0037 |
-0.6% |
0.6693 |
| Range |
0.0039 |
0.0071 |
0.0033 |
84.4% |
0.0110 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.3% |
0.0000 |
| Volume |
124,314 |
171,189 |
46,875 |
37.7% |
464,671 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6767 |
0.6730 |
0.6591 |
|
| R3 |
0.6696 |
0.6659 |
0.6571 |
|
| R2 |
0.6625 |
0.6625 |
0.6565 |
|
| R1 |
0.6588 |
0.6588 |
0.6558 |
0.6571 |
| PP |
0.6554 |
0.6554 |
0.6554 |
0.6545 |
| S1 |
0.6517 |
0.6517 |
0.6545 |
0.6500 |
| S2 |
0.6483 |
0.6483 |
0.6538 |
|
| S3 |
0.6412 |
0.6446 |
0.6532 |
|
| S4 |
0.6341 |
0.6375 |
0.6512 |
|
|
| 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 |
0.6719 |
0.6520 |
0.0200 |
3.0% |
0.0049 |
0.7% |
16% |
False |
True |
114,708 |
| 10 |
0.6806 |
0.6520 |
0.0286 |
4.4% |
0.0045 |
0.7% |
11% |
False |
True |
106,169 |
| 20 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0045 |
0.7% |
11% |
False |
True |
108,702 |
| 40 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0048 |
0.7% |
11% |
False |
True |
84,399 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.9% |
0.0050 |
0.8% |
19% |
False |
False |
56,431 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
38% |
False |
False |
42,352 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0048 |
0.7% |
38% |
False |
False |
33,894 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
38% |
False |
False |
28,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6776 |
|
1.618 |
0.6705 |
|
1.000 |
0.6662 |
|
0.618 |
0.6634 |
|
HIGH |
0.6591 |
|
0.618 |
0.6563 |
|
0.500 |
0.6555 |
|
0.382 |
0.6547 |
|
LOW |
0.6520 |
|
0.618 |
0.6476 |
|
1.000 |
0.6449 |
|
1.618 |
0.6405 |
|
2.618 |
0.6334 |
|
4.250 |
0.6218 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6555 |
0.6588 |
| PP |
0.6554 |
0.6576 |
| S1 |
0.6553 |
0.6564 |
|