CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6521 |
0.6502 |
-0.0019 |
-0.3% |
0.6558 |
| High |
0.6524 |
0.6550 |
0.0026 |
0.4% |
0.6577 |
| Low |
0.6356 |
0.6480 |
0.0124 |
2.0% |
0.6487 |
| Close |
0.6493 |
0.6540 |
0.0047 |
0.7% |
0.6523 |
| Range |
0.0168 |
0.0070 |
-0.0098 |
-58.3% |
0.0090 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.5% |
0.0000 |
| Volume |
215,622 |
140,315 |
-75,307 |
-34.9% |
672,720 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6733 |
0.6707 |
0.6579 |
|
| R3 |
0.6663 |
0.6637 |
0.6559 |
|
| R2 |
0.6593 |
0.6593 |
0.6553 |
|
| R1 |
0.6567 |
0.6567 |
0.6546 |
0.6580 |
| PP |
0.6523 |
0.6523 |
0.6523 |
0.6530 |
| S1 |
0.6497 |
0.6497 |
0.6534 |
0.6510 |
| S2 |
0.6453 |
0.6453 |
0.6527 |
|
| S3 |
0.6383 |
0.6427 |
0.6521 |
|
| S4 |
0.6313 |
0.6357 |
0.6502 |
|
|
| 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 |
0.6571 |
0.6356 |
0.0215 |
3.3% |
0.0090 |
1.4% |
86% |
False |
False |
166,685 |
| 10 |
0.6625 |
0.6356 |
0.0269 |
4.1% |
0.0067 |
1.0% |
69% |
False |
False |
145,762 |
| 20 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0054 |
0.8% |
41% |
False |
False |
122,584 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0050 |
0.8% |
41% |
False |
False |
112,221 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0051 |
0.8% |
41% |
False |
False |
75,775 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0052 |
0.8% |
41% |
False |
False |
56,867 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0051 |
0.8% |
41% |
False |
False |
45,513 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
7.0% |
0.0046 |
0.7% |
41% |
False |
False |
37,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6847 |
|
2.618 |
0.6733 |
|
1.618 |
0.6663 |
|
1.000 |
0.6620 |
|
0.618 |
0.6593 |
|
HIGH |
0.6550 |
|
0.618 |
0.6523 |
|
0.500 |
0.6515 |
|
0.382 |
0.6506 |
|
LOW |
0.6480 |
|
0.618 |
0.6436 |
|
1.000 |
0.6410 |
|
1.618 |
0.6366 |
|
2.618 |
0.6296 |
|
4.250 |
0.6182 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6532 |
0.6512 |
| PP |
0.6523 |
0.6484 |
| S1 |
0.6515 |
0.6455 |
|