CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6525 |
0.6599 |
0.0074 |
1.1% |
0.6521 |
| High |
0.6601 |
0.6612 |
0.0012 |
0.2% |
0.6612 |
| Low |
0.6514 |
0.6573 |
0.0059 |
0.9% |
0.6356 |
| Close |
0.6599 |
0.6581 |
-0.0018 |
-0.3% |
0.6581 |
| Range |
0.0087 |
0.0039 |
-0.0048 |
-54.9% |
0.0257 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
102,085 |
72,628 |
-29,457 |
-28.9% |
652,646 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6706 |
0.6682 |
0.6602 |
|
| R3 |
0.6667 |
0.6643 |
0.6592 |
|
| R2 |
0.6628 |
0.6628 |
0.6588 |
|
| R1 |
0.6604 |
0.6604 |
0.6585 |
0.6597 |
| PP |
0.6589 |
0.6589 |
0.6589 |
0.6585 |
| S1 |
0.6565 |
0.6565 |
0.6577 |
0.6558 |
| S2 |
0.6550 |
0.6550 |
0.6574 |
|
| S3 |
0.6511 |
0.6526 |
0.6570 |
|
| S4 |
0.6472 |
0.6487 |
0.6560 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7286 |
0.7190 |
0.6722 |
|
| R3 |
0.7029 |
0.6933 |
0.6652 |
|
| R2 |
0.6773 |
0.6773 |
0.6628 |
|
| R1 |
0.6677 |
0.6677 |
0.6605 |
0.6725 |
| PP |
0.6516 |
0.6516 |
0.6516 |
0.6540 |
| S1 |
0.6420 |
0.6420 |
0.6557 |
0.6468 |
| S2 |
0.6260 |
0.6260 |
0.6534 |
|
| S3 |
0.6003 |
0.6164 |
0.6510 |
|
| S4 |
0.5747 |
0.5907 |
0.6440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6612 |
0.6356 |
0.0257 |
3.9% |
0.0086 |
1.3% |
88% |
True |
False |
130,529 |
| 10 |
0.6612 |
0.6356 |
0.0257 |
3.9% |
0.0072 |
1.1% |
88% |
True |
False |
132,536 |
| 20 |
0.6800 |
0.6356 |
0.0444 |
6.7% |
0.0058 |
0.9% |
51% |
False |
False |
120,773 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0051 |
0.8% |
50% |
False |
False |
112,640 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
50% |
False |
False |
80,708 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
50% |
False |
False |
60,571 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
50% |
False |
False |
48,474 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0047 |
0.7% |
50% |
False |
False |
40,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6778 |
|
2.618 |
0.6714 |
|
1.618 |
0.6675 |
|
1.000 |
0.6651 |
|
0.618 |
0.6636 |
|
HIGH |
0.6612 |
|
0.618 |
0.6597 |
|
0.500 |
0.6593 |
|
0.382 |
0.6588 |
|
LOW |
0.6573 |
|
0.618 |
0.6549 |
|
1.000 |
0.6534 |
|
1.618 |
0.6510 |
|
2.618 |
0.6471 |
|
4.250 |
0.6407 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6593 |
0.6575 |
| PP |
0.6589 |
0.6569 |
| S1 |
0.6585 |
0.6563 |
|