CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6639 |
0.6601 |
-0.0038 |
-0.6% |
0.6521 |
| High |
0.6650 |
0.6641 |
-0.0009 |
-0.1% |
0.6612 |
| Low |
0.6602 |
0.6556 |
-0.0046 |
-0.7% |
0.6356 |
| Close |
0.6611 |
0.6621 |
0.0011 |
0.2% |
0.6581 |
| Range |
0.0048 |
0.0085 |
0.0037 |
77.9% |
0.0257 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.3% |
0.0000 |
| Volume |
112,520 |
103,126 |
-9,394 |
-8.3% |
652,646 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6859 |
0.6825 |
0.6667 |
|
| R3 |
0.6775 |
0.6740 |
0.6644 |
|
| R2 |
0.6690 |
0.6690 |
0.6636 |
|
| R1 |
0.6656 |
0.6656 |
0.6629 |
0.6673 |
| PP |
0.6606 |
0.6606 |
0.6606 |
0.6615 |
| S1 |
0.6571 |
0.6571 |
0.6613 |
0.6589 |
| S2 |
0.6521 |
0.6521 |
0.6606 |
|
| S3 |
0.6437 |
0.6487 |
0.6598 |
|
| S4 |
0.6352 |
0.6402 |
0.6575 |
|
|
| 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 |
0.6556 |
0.0094 |
1.4% |
0.0054 |
0.8% |
70% |
False |
True |
87,066 |
| 10 |
0.6650 |
0.6356 |
0.0294 |
4.4% |
0.0072 |
1.1% |
90% |
False |
False |
117,713 |
| 20 |
0.6719 |
0.6356 |
0.0364 |
5.5% |
0.0061 |
0.9% |
73% |
False |
False |
119,753 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
58% |
False |
False |
112,267 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0053 |
0.8% |
58% |
False |
False |
86,709 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
58% |
False |
False |
65,100 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0052 |
0.8% |
58% |
False |
False |
52,099 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.9% |
0.0049 |
0.7% |
58% |
False |
False |
43,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7000 |
|
2.618 |
0.6862 |
|
1.618 |
0.6777 |
|
1.000 |
0.6725 |
|
0.618 |
0.6693 |
|
HIGH |
0.6641 |
|
0.618 |
0.6608 |
|
0.500 |
0.6598 |
|
0.382 |
0.6588 |
|
LOW |
0.6556 |
|
0.618 |
0.6504 |
|
1.000 |
0.6472 |
|
1.618 |
0.6419 |
|
2.618 |
0.6335 |
|
4.250 |
0.6197 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6613 |
0.6615 |
| PP |
0.6606 |
0.6609 |
| S1 |
0.6598 |
0.6603 |
|