CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6526 |
0.6525 |
-0.0001 |
0.0% |
0.6558 |
| High |
0.6582 |
0.6601 |
0.0019 |
0.3% |
0.6577 |
| Low |
0.6517 |
0.6514 |
-0.0003 |
0.0% |
0.6487 |
| Close |
0.6524 |
0.6599 |
0.0075 |
1.1% |
0.6523 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.1% |
0.0090 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.3% |
0.0000 |
| Volume |
121,996 |
102,085 |
-19,911 |
-16.3% |
672,720 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6801 |
0.6647 |
|
| R3 |
0.6744 |
0.6715 |
0.6623 |
|
| R2 |
0.6658 |
0.6658 |
0.6615 |
|
| R1 |
0.6628 |
0.6628 |
0.6607 |
0.6643 |
| PP |
0.6571 |
0.6571 |
0.6571 |
0.6579 |
| S1 |
0.6542 |
0.6542 |
0.6591 |
0.6557 |
| S2 |
0.6485 |
0.6485 |
0.6583 |
|
| S3 |
0.6398 |
0.6455 |
0.6575 |
|
| S4 |
0.6312 |
0.6369 |
0.6551 |
|
|
| 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 |
0.6601 |
0.6356 |
0.0245 |
3.7% |
0.0090 |
1.4% |
99% |
True |
False |
148,360 |
| 10 |
0.6601 |
0.6356 |
0.0245 |
3.7% |
0.0071 |
1.1% |
99% |
True |
False |
138,620 |
| 20 |
0.6806 |
0.6356 |
0.0450 |
6.8% |
0.0058 |
0.9% |
54% |
False |
False |
122,394 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0053 |
0.8% |
54% |
False |
False |
115,712 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
54% |
False |
False |
79,506 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
54% |
False |
False |
59,664 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
54% |
False |
False |
47,749 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0047 |
0.7% |
54% |
False |
False |
39,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6968 |
|
2.618 |
0.6827 |
|
1.618 |
0.6740 |
|
1.000 |
0.6687 |
|
0.618 |
0.6654 |
|
HIGH |
0.6601 |
|
0.618 |
0.6567 |
|
0.500 |
0.6557 |
|
0.382 |
0.6547 |
|
LOW |
0.6514 |
|
0.618 |
0.6461 |
|
1.000 |
0.6428 |
|
1.618 |
0.6374 |
|
2.618 |
0.6288 |
|
4.250 |
0.6146 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6585 |
0.6579 |
| PP |
0.6571 |
0.6560 |
| S1 |
0.6557 |
0.6540 |
|