CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6601 |
0.6616 |
0.0015 |
0.2% |
0.6578 |
| High |
0.6641 |
0.6677 |
0.0037 |
0.5% |
0.6677 |
| Low |
0.6556 |
0.6613 |
0.0057 |
0.9% |
0.6556 |
| Close |
0.6621 |
0.6676 |
0.0055 |
0.8% |
0.6676 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.3% |
0.0121 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
103,126 |
73,808 |
-29,318 |
-28.4% |
436,511 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6847 |
0.6825 |
0.6711 |
|
| R3 |
0.6783 |
0.6761 |
0.6693 |
|
| R2 |
0.6719 |
0.6719 |
0.6687 |
|
| R1 |
0.6697 |
0.6697 |
0.6681 |
0.6708 |
| PP |
0.6655 |
0.6655 |
0.6655 |
0.6661 |
| S1 |
0.6633 |
0.6633 |
0.6670 |
0.6644 |
| S2 |
0.6591 |
0.6591 |
0.6664 |
|
| S3 |
0.6527 |
0.6569 |
0.6658 |
|
| S4 |
0.6463 |
0.6505 |
0.6640 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6999 |
0.6958 |
0.6742 |
|
| R3 |
0.6878 |
0.6837 |
0.6709 |
|
| R2 |
0.6757 |
0.6757 |
0.6698 |
|
| R1 |
0.6716 |
0.6716 |
0.6687 |
0.6737 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6646 |
| S1 |
0.6595 |
0.6595 |
0.6664 |
0.6616 |
| S2 |
0.6515 |
0.6515 |
0.6653 |
|
| S3 |
0.6394 |
0.6474 |
0.6642 |
|
| S4 |
0.6273 |
0.6353 |
0.6609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6677 |
0.6556 |
0.0121 |
1.8% |
0.0059 |
0.9% |
99% |
True |
False |
87,302 |
| 10 |
0.6677 |
0.6356 |
0.0322 |
4.8% |
0.0072 |
1.1% |
100% |
True |
False |
108,915 |
| 20 |
0.6712 |
0.6356 |
0.0357 |
5.3% |
0.0063 |
0.9% |
90% |
False |
False |
119,365 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
70% |
False |
False |
110,890 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
70% |
False |
False |
87,926 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
70% |
False |
False |
66,021 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
70% |
False |
False |
52,837 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0049 |
0.7% |
70% |
False |
False |
44,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6949 |
|
2.618 |
0.6845 |
|
1.618 |
0.6781 |
|
1.000 |
0.6741 |
|
0.618 |
0.6717 |
|
HIGH |
0.6677 |
|
0.618 |
0.6653 |
|
0.500 |
0.6645 |
|
0.382 |
0.6637 |
|
LOW |
0.6613 |
|
0.618 |
0.6573 |
|
1.000 |
0.6549 |
|
1.618 |
0.6509 |
|
2.618 |
0.6445 |
|
4.250 |
0.6341 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6656 |
| PP |
0.6655 |
0.6636 |
| S1 |
0.6645 |
0.6617 |
|