CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6551 |
0.6507 |
-0.0044 |
-0.7% |
0.6558 |
| High |
0.6571 |
0.6555 |
-0.0016 |
-0.2% |
0.6577 |
| Low |
0.6497 |
0.6494 |
-0.0003 |
0.0% |
0.6487 |
| Close |
0.6499 |
0.6523 |
0.0024 |
0.4% |
0.6523 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.6% |
0.0090 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.8% |
0.0000 |
| Volume |
141,213 |
161,784 |
20,571 |
14.6% |
672,720 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6676 |
0.6556 |
|
| R3 |
0.6646 |
0.6615 |
0.6539 |
|
| R2 |
0.6585 |
0.6585 |
0.6534 |
|
| R1 |
0.6554 |
0.6554 |
0.6528 |
0.6569 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6532 |
| S1 |
0.6493 |
0.6493 |
0.6517 |
0.6508 |
| S2 |
0.6463 |
0.6463 |
0.6511 |
|
| S3 |
0.6402 |
0.6432 |
0.6506 |
|
| S4 |
0.6341 |
0.6371 |
0.6489 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6797 |
0.6749 |
0.6572 |
|
| R3 |
0.6708 |
0.6660 |
0.6547 |
|
| R2 |
0.6618 |
0.6618 |
0.6539 |
|
| R1 |
0.6570 |
0.6570 |
0.6531 |
0.6550 |
| PP |
0.6529 |
0.6529 |
0.6529 |
0.6518 |
| S1 |
0.6481 |
0.6481 |
0.6514 |
0.6460 |
| S2 |
0.6439 |
0.6439 |
0.6506 |
|
| S3 |
0.6350 |
0.6391 |
0.6498 |
|
| S4 |
0.6260 |
0.6302 |
0.6473 |
|
|
| 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% |
0.0058 |
0.9% |
40% |
False |
False |
134,544 |
| 10 |
0.6712 |
0.6487 |
0.0225 |
3.4% |
0.0054 |
0.8% |
16% |
False |
False |
129,815 |
| 20 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0045 |
0.7% |
11% |
False |
False |
112,442 |
| 40 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0048 |
0.7% |
11% |
False |
False |
103,876 |
| 60 |
0.6811 |
0.6487 |
0.0324 |
5.0% |
0.0049 |
0.7% |
11% |
False |
False |
69,847 |
| 80 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0051 |
0.8% |
32% |
False |
False |
52,422 |
| 100 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0049 |
0.8% |
32% |
False |
False |
41,955 |
| 120 |
0.6811 |
0.6390 |
0.0421 |
6.4% |
0.0044 |
0.7% |
32% |
False |
False |
34,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6814 |
|
2.618 |
0.6715 |
|
1.618 |
0.6654 |
|
1.000 |
0.6616 |
|
0.618 |
0.6593 |
|
HIGH |
0.6555 |
|
0.618 |
0.6532 |
|
0.500 |
0.6525 |
|
0.382 |
0.6517 |
|
LOW |
0.6494 |
|
0.618 |
0.6456 |
|
1.000 |
0.6433 |
|
1.618 |
0.6395 |
|
2.618 |
0.6334 |
|
4.250 |
0.6235 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6525 |
0.6529 |
| PP |
0.6524 |
0.6527 |
| S1 |
0.6523 |
0.6525 |
|