CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6545 |
0.6551 |
0.0006 |
0.1% |
0.6695 |
| High |
0.6564 |
0.6571 |
0.0007 |
0.1% |
0.6712 |
| Low |
0.6487 |
0.6497 |
0.0010 |
0.1% |
0.6520 |
| Close |
0.6553 |
0.6499 |
-0.0054 |
-0.8% |
0.6561 |
| Range |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0193 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
| Volume |
174,495 |
141,213 |
-33,282 |
-19.1% |
625,433 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6744 |
0.6696 |
0.6540 |
|
| R3 |
0.6670 |
0.6622 |
0.6519 |
|
| R2 |
0.6596 |
0.6596 |
0.6513 |
|
| R1 |
0.6548 |
0.6548 |
0.6506 |
0.6535 |
| PP |
0.6522 |
0.6522 |
0.6522 |
0.6516 |
| S1 |
0.6474 |
0.6474 |
0.6492 |
0.6461 |
| S2 |
0.6448 |
0.6448 |
0.6485 |
|
| S3 |
0.6374 |
0.6400 |
0.6479 |
|
| S4 |
0.6300 |
0.6326 |
0.6458 |
|
|
| 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 |
0.6577 |
0.6487 |
0.0090 |
1.4% |
0.0052 |
0.8% |
13% |
False |
False |
128,879 |
| 10 |
0.6719 |
0.6487 |
0.0232 |
3.6% |
0.0051 |
0.8% |
5% |
False |
False |
121,793 |
| 20 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0044 |
0.7% |
4% |
False |
False |
112,999 |
| 40 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0048 |
0.7% |
4% |
False |
False |
99,898 |
| 60 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0048 |
0.7% |
4% |
False |
False |
67,160 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.5% |
0.0051 |
0.8% |
26% |
False |
False |
50,400 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.5% |
0.0049 |
0.8% |
26% |
False |
False |
40,337 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.5% |
0.0044 |
0.7% |
26% |
False |
False |
33,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6885 |
|
2.618 |
0.6764 |
|
1.618 |
0.6690 |
|
1.000 |
0.6645 |
|
0.618 |
0.6616 |
|
HIGH |
0.6571 |
|
0.618 |
0.6542 |
|
0.500 |
0.6534 |
|
0.382 |
0.6525 |
|
LOW |
0.6497 |
|
0.618 |
0.6451 |
|
1.000 |
0.6423 |
|
1.618 |
0.6377 |
|
2.618 |
0.6303 |
|
4.250 |
0.6182 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6534 |
0.6529 |
| PP |
0.6522 |
0.6519 |
| S1 |
0.6511 |
0.6509 |
|