CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6546 |
0.6558 |
0.0013 |
0.2% |
0.6695 |
| High |
0.6577 |
0.6577 |
0.0000 |
0.0% |
0.6712 |
| Low |
0.6544 |
0.6532 |
-0.0012 |
-0.2% |
0.6520 |
| Close |
0.6561 |
0.6554 |
-0.0007 |
-0.1% |
0.6561 |
| Range |
0.0033 |
0.0045 |
0.0012 |
34.8% |
0.0193 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
133,462 |
96,524 |
-36,938 |
-27.7% |
625,433 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6688 |
0.6665 |
0.6578 |
|
| R3 |
0.6643 |
0.6621 |
0.6566 |
|
| R2 |
0.6599 |
0.6599 |
0.6562 |
|
| R1 |
0.6576 |
0.6576 |
0.6558 |
0.6565 |
| PP |
0.6554 |
0.6554 |
0.6554 |
0.6549 |
| S1 |
0.6532 |
0.6532 |
0.6550 |
0.6521 |
| S2 |
0.6510 |
0.6510 |
0.6546 |
|
| S3 |
0.6465 |
0.6487 |
0.6542 |
|
| S4 |
0.6421 |
0.6443 |
0.6530 |
|
|
| 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 |
0.6656 |
0.6520 |
0.0136 |
2.1% |
0.0045 |
0.7% |
25% |
False |
False |
123,584 |
| 10 |
0.6775 |
0.6520 |
0.0256 |
3.9% |
0.0045 |
0.7% |
14% |
False |
False |
109,850 |
| 20 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0044 |
0.7% |
12% |
False |
False |
108,195 |
| 40 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0047 |
0.7% |
12% |
False |
False |
90,083 |
| 60 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0048 |
0.7% |
12% |
False |
False |
60,260 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
39% |
False |
False |
45,223 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0048 |
0.7% |
39% |
False |
False |
36,194 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
39% |
False |
False |
30,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6766 |
|
2.618 |
0.6693 |
|
1.618 |
0.6649 |
|
1.000 |
0.6621 |
|
0.618 |
0.6604 |
|
HIGH |
0.6577 |
|
0.618 |
0.6560 |
|
0.500 |
0.6554 |
|
0.382 |
0.6549 |
|
LOW |
0.6532 |
|
0.618 |
0.6504 |
|
1.000 |
0.6488 |
|
1.618 |
0.6460 |
|
2.618 |
0.6415 |
|
4.250 |
0.6343 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6554 |
0.6555 |
| PP |
0.6554 |
0.6555 |
| S1 |
0.6554 |
0.6554 |
|