CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6578 |
0.6595 |
0.0017 |
0.3% |
0.6521 |
| High |
0.6612 |
0.6645 |
0.0033 |
0.5% |
0.6612 |
| Low |
0.6572 |
0.6586 |
0.0014 |
0.2% |
0.6356 |
| Close |
0.6595 |
0.6643 |
0.0048 |
0.7% |
0.6581 |
| Range |
0.0041 |
0.0059 |
0.0019 |
45.7% |
0.0257 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
| Volume |
66,522 |
80,535 |
14,013 |
21.1% |
652,646 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6781 |
0.6675 |
|
| R3 |
0.6742 |
0.6722 |
0.6659 |
|
| R2 |
0.6683 |
0.6683 |
0.6653 |
|
| R1 |
0.6663 |
0.6663 |
0.6648 |
0.6673 |
| PP |
0.6624 |
0.6624 |
0.6624 |
0.6629 |
| S1 |
0.6604 |
0.6604 |
0.6637 |
0.6614 |
| S2 |
0.6565 |
0.6565 |
0.6632 |
|
| S3 |
0.6506 |
0.6545 |
0.6626 |
|
| S4 |
0.6447 |
0.6486 |
0.6610 |
|
|
| 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 |
0.6645 |
0.6514 |
0.0131 |
2.0% |
0.0058 |
0.9% |
98% |
True |
False |
88,753 |
| 10 |
0.6645 |
0.6356 |
0.0289 |
4.4% |
0.0074 |
1.1% |
99% |
True |
False |
127,719 |
| 20 |
0.6766 |
0.6356 |
0.0410 |
6.2% |
0.0059 |
0.9% |
70% |
False |
False |
118,612 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0051 |
0.8% |
63% |
False |
False |
111,032 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
63% |
False |
False |
83,131 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
63% |
False |
False |
62,407 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
63% |
False |
False |
49,943 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0048 |
0.7% |
63% |
False |
False |
41,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6895 |
|
2.618 |
0.6799 |
|
1.618 |
0.6740 |
|
1.000 |
0.6704 |
|
0.618 |
0.6681 |
|
HIGH |
0.6645 |
|
0.618 |
0.6622 |
|
0.500 |
0.6615 |
|
0.382 |
0.6608 |
|
LOW |
0.6586 |
|
0.618 |
0.6549 |
|
1.000 |
0.6527 |
|
1.618 |
0.6490 |
|
2.618 |
0.6431 |
|
4.250 |
0.6335 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6633 |
0.6631 |
| PP |
0.6624 |
0.6620 |
| S1 |
0.6615 |
0.6608 |
|