CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6595 |
0.6639 |
0.0045 |
0.7% |
0.6521 |
| High |
0.6645 |
0.6650 |
0.0005 |
0.1% |
0.6612 |
| Low |
0.6586 |
0.6602 |
0.0017 |
0.3% |
0.6356 |
| Close |
0.6643 |
0.6611 |
-0.0032 |
-0.5% |
0.6581 |
| Range |
0.0059 |
0.0048 |
-0.0012 |
-19.5% |
0.0257 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
80,535 |
112,520 |
31,985 |
39.7% |
652,646 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6763 |
0.6734 |
0.6637 |
|
| R3 |
0.6716 |
0.6687 |
0.6624 |
|
| R2 |
0.6668 |
0.6668 |
0.6619 |
|
| R1 |
0.6639 |
0.6639 |
0.6615 |
0.6630 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6616 |
| S1 |
0.6592 |
0.6592 |
0.6606 |
0.6583 |
| S2 |
0.6573 |
0.6573 |
0.6602 |
|
| S3 |
0.6526 |
0.6544 |
0.6597 |
|
| S4 |
0.6478 |
0.6497 |
0.6584 |
|
|
| 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 |
0.6650 |
0.6514 |
0.0136 |
2.0% |
0.0055 |
0.8% |
71% |
True |
False |
86,858 |
| 10 |
0.6650 |
0.6356 |
0.0294 |
4.4% |
0.0071 |
1.1% |
87% |
True |
False |
121,522 |
| 20 |
0.6754 |
0.6356 |
0.0398 |
6.0% |
0.0059 |
0.9% |
64% |
False |
False |
119,436 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0051 |
0.8% |
56% |
False |
False |
112,199 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
56% |
False |
False |
84,998 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
56% |
False |
False |
63,812 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0051 |
0.8% |
56% |
False |
False |
51,068 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0048 |
0.7% |
56% |
False |
False |
42,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6851 |
|
2.618 |
0.6774 |
|
1.618 |
0.6726 |
|
1.000 |
0.6697 |
|
0.618 |
0.6679 |
|
HIGH |
0.6650 |
|
0.618 |
0.6631 |
|
0.500 |
0.6626 |
|
0.382 |
0.6620 |
|
LOW |
0.6602 |
|
0.618 |
0.6573 |
|
1.000 |
0.6555 |
|
1.618 |
0.6525 |
|
2.618 |
0.6478 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6626 |
0.6611 |
| PP |
0.6621 |
0.6611 |
| S1 |
0.6616 |
0.6611 |
|