CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6589 |
0.6546 |
-0.0043 |
-0.7% |
0.6695 |
| High |
0.6591 |
0.6577 |
-0.0014 |
-0.2% |
0.6712 |
| Low |
0.6520 |
0.6544 |
0.0024 |
0.4% |
0.6520 |
| Close |
0.6552 |
0.6561 |
0.0010 |
0.1% |
0.6561 |
| Range |
0.0071 |
0.0033 |
-0.0038 |
-53.5% |
0.0193 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
171,189 |
133,462 |
-37,727 |
-22.0% |
625,433 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6659 |
0.6643 |
0.6579 |
|
| R3 |
0.6626 |
0.6610 |
0.6570 |
|
| R2 |
0.6593 |
0.6593 |
0.6567 |
|
| R1 |
0.6577 |
0.6577 |
0.6564 |
0.6585 |
| PP |
0.6560 |
0.6560 |
0.6560 |
0.6564 |
| S1 |
0.6544 |
0.6544 |
0.6558 |
0.6552 |
| S2 |
0.6527 |
0.6527 |
0.6555 |
|
| S3 |
0.6494 |
0.6511 |
0.6552 |
|
| S4 |
0.6461 |
0.6478 |
0.6543 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7175 |
0.7061 |
0.6667 |
|
| R3 |
0.6983 |
0.6868 |
0.6614 |
|
| R2 |
0.6790 |
0.6790 |
0.6596 |
|
| R1 |
0.6676 |
0.6676 |
0.6579 |
0.6637 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6578 |
| S1 |
0.6483 |
0.6483 |
0.6543 |
0.6444 |
| S2 |
0.6405 |
0.6405 |
0.6526 |
|
| S3 |
0.6213 |
0.6291 |
0.6508 |
|
| S4 |
0.6020 |
0.6098 |
0.6455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6712 |
0.6520 |
0.0193 |
2.9% |
0.0050 |
0.8% |
22% |
False |
False |
125,086 |
| 10 |
0.6800 |
0.6520 |
0.0280 |
4.3% |
0.0044 |
0.7% |
15% |
False |
False |
109,010 |
| 20 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0045 |
0.7% |
14% |
False |
False |
110,755 |
| 40 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0048 |
0.7% |
14% |
False |
False |
87,697 |
| 60 |
0.6811 |
0.6491 |
0.0320 |
4.9% |
0.0049 |
0.7% |
22% |
False |
False |
58,653 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
41% |
False |
False |
44,020 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0048 |
0.7% |
41% |
False |
False |
35,229 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
41% |
False |
False |
29,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6717 |
|
2.618 |
0.6663 |
|
1.618 |
0.6630 |
|
1.000 |
0.6610 |
|
0.618 |
0.6597 |
|
HIGH |
0.6577 |
|
0.618 |
0.6564 |
|
0.500 |
0.6560 |
|
0.382 |
0.6556 |
|
LOW |
0.6544 |
|
0.618 |
0.6523 |
|
1.000 |
0.6511 |
|
1.618 |
0.6490 |
|
2.618 |
0.6457 |
|
4.250 |
0.6403 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6561 |
0.6572 |
| PP |
0.6560 |
0.6568 |
| S1 |
0.6560 |
0.6565 |
|