CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6558 |
0.6557 |
-0.0001 |
0.0% |
0.6695 |
| High |
0.6577 |
0.6570 |
-0.0007 |
-0.1% |
0.6712 |
| Low |
0.6532 |
0.6537 |
0.0005 |
0.1% |
0.6520 |
| Close |
0.6554 |
0.6547 |
-0.0008 |
-0.1% |
0.6561 |
| Range |
0.0045 |
0.0033 |
-0.0012 |
-25.8% |
0.0193 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
96,524 |
98,704 |
2,180 |
2.3% |
625,433 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6650 |
0.6631 |
0.6565 |
|
| R3 |
0.6617 |
0.6598 |
0.6556 |
|
| R2 |
0.6584 |
0.6584 |
0.6553 |
|
| R1 |
0.6565 |
0.6565 |
0.6550 |
0.6558 |
| PP |
0.6551 |
0.6551 |
0.6551 |
0.6547 |
| S1 |
0.6532 |
0.6532 |
0.6543 |
0.6525 |
| S2 |
0.6518 |
0.6518 |
0.6540 |
|
| S3 |
0.6485 |
0.6499 |
0.6537 |
|
| S4 |
0.6452 |
0.6466 |
0.6528 |
|
|
| 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 |
0.6625 |
0.6520 |
0.0105 |
1.6% |
0.0044 |
0.7% |
26% |
False |
False |
124,838 |
| 10 |
0.6766 |
0.6520 |
0.0246 |
3.8% |
0.0044 |
0.7% |
11% |
False |
False |
109,506 |
| 20 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0043 |
0.6% |
9% |
False |
False |
107,847 |
| 40 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0047 |
0.7% |
9% |
False |
False |
92,515 |
| 60 |
0.6811 |
0.6520 |
0.0291 |
4.4% |
0.0048 |
0.7% |
9% |
False |
False |
61,903 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0050 |
0.8% |
37% |
False |
False |
46,456 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0048 |
0.7% |
37% |
False |
False |
37,181 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0043 |
0.7% |
37% |
False |
False |
30,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6710 |
|
2.618 |
0.6656 |
|
1.618 |
0.6623 |
|
1.000 |
0.6603 |
|
0.618 |
0.6590 |
|
HIGH |
0.6570 |
|
0.618 |
0.6557 |
|
0.500 |
0.6553 |
|
0.382 |
0.6549 |
|
LOW |
0.6537 |
|
0.618 |
0.6516 |
|
1.000 |
0.6504 |
|
1.618 |
0.6483 |
|
2.618 |
0.6450 |
|
4.250 |
0.6396 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6553 |
0.6554 |
| PP |
0.6551 |
0.6552 |
| S1 |
0.6549 |
0.6549 |
|