CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6599 |
0.6578 |
-0.0021 |
-0.3% |
0.6521 |
| High |
0.6612 |
0.6612 |
0.0000 |
0.0% |
0.6612 |
| Low |
0.6573 |
0.6572 |
-0.0002 |
0.0% |
0.6356 |
| Close |
0.6581 |
0.6595 |
0.0014 |
0.2% |
0.6581 |
| Range |
0.0039 |
0.0041 |
0.0002 |
3.8% |
0.0257 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
72,628 |
66,522 |
-6,106 |
-8.4% |
652,646 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6714 |
0.6695 |
0.6617 |
|
| R3 |
0.6674 |
0.6654 |
0.6606 |
|
| R2 |
0.6633 |
0.6633 |
0.6602 |
|
| R1 |
0.6614 |
0.6614 |
0.6598 |
0.6624 |
| PP |
0.6593 |
0.6593 |
0.6593 |
0.6598 |
| S1 |
0.6573 |
0.6573 |
0.6591 |
0.6583 |
| S2 |
0.6552 |
0.6552 |
0.6587 |
|
| S3 |
0.6512 |
0.6533 |
0.6583 |
|
| S4 |
0.6471 |
0.6492 |
0.6572 |
|
|
| 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 |
0.6480 |
0.0133 |
2.0% |
0.0060 |
0.9% |
87% |
True |
False |
100,709 |
| 10 |
0.6612 |
0.6356 |
0.0257 |
3.9% |
0.0071 |
1.1% |
93% |
True |
False |
129,536 |
| 20 |
0.6775 |
0.6356 |
0.0420 |
6.4% |
0.0058 |
0.9% |
57% |
False |
False |
119,693 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0051 |
0.8% |
53% |
False |
False |
111,893 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
53% |
False |
False |
81,795 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
53% |
False |
False |
61,401 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
53% |
False |
False |
49,139 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0047 |
0.7% |
53% |
False |
False |
40,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6784 |
|
2.618 |
0.6718 |
|
1.618 |
0.6678 |
|
1.000 |
0.6653 |
|
0.618 |
0.6637 |
|
HIGH |
0.6612 |
|
0.618 |
0.6597 |
|
0.500 |
0.6592 |
|
0.382 |
0.6587 |
|
LOW |
0.6572 |
|
0.618 |
0.6546 |
|
1.000 |
0.6531 |
|
1.618 |
0.6506 |
|
2.618 |
0.6465 |
|
4.250 |
0.6399 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6594 |
0.6584 |
| PP |
0.6593 |
0.6574 |
| S1 |
0.6592 |
0.6563 |
|