CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6676 |
0.6738 |
0.0062 |
0.9% |
0.6578 |
| High |
0.6739 |
0.6755 |
0.0016 |
0.2% |
0.6677 |
| Low |
0.6673 |
0.6719 |
0.0046 |
0.7% |
0.6556 |
| Close |
0.6736 |
0.6752 |
0.0016 |
0.2% |
0.6676 |
| Range |
0.0066 |
0.0037 |
-0.0030 |
-44.7% |
0.0121 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
92,391 |
113,865 |
21,474 |
23.2% |
436,511 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6851 |
0.6838 |
0.6772 |
|
| R3 |
0.6815 |
0.6801 |
0.6762 |
|
| R2 |
0.6778 |
0.6778 |
0.6758 |
|
| R1 |
0.6765 |
0.6765 |
0.6755 |
0.6772 |
| PP |
0.6742 |
0.6742 |
0.6742 |
0.6745 |
| S1 |
0.6728 |
0.6728 |
0.6748 |
0.6735 |
| S2 |
0.6705 |
0.6705 |
0.6745 |
|
| S3 |
0.6669 |
0.6692 |
0.6741 |
|
| S4 |
0.6632 |
0.6655 |
0.6731 |
|
|
| 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 |
0.6755 |
0.6556 |
0.0199 |
2.9% |
0.0060 |
0.9% |
98% |
True |
False |
99,142 |
| 10 |
0.6755 |
0.6514 |
0.0241 |
3.6% |
0.0059 |
0.9% |
99% |
True |
False |
93,947 |
| 20 |
0.6755 |
0.6356 |
0.0400 |
5.9% |
0.0063 |
0.9% |
99% |
True |
False |
119,854 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
87% |
False |
False |
112,463 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
87% |
False |
False |
91,320 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
87% |
False |
False |
68,597 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
87% |
False |
False |
54,898 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0050 |
0.7% |
87% |
False |
False |
45,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6910 |
|
2.618 |
0.6851 |
|
1.618 |
0.6814 |
|
1.000 |
0.6792 |
|
0.618 |
0.6778 |
|
HIGH |
0.6755 |
|
0.618 |
0.6741 |
|
0.500 |
0.6737 |
|
0.382 |
0.6732 |
|
LOW |
0.6719 |
|
0.618 |
0.6696 |
|
1.000 |
0.6682 |
|
1.618 |
0.6659 |
|
2.618 |
0.6623 |
|
4.250 |
0.6563 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6747 |
0.6729 |
| PP |
0.6742 |
0.6707 |
| S1 |
0.6737 |
0.6684 |
|