CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6751 |
0.6750 |
-0.0001 |
0.0% |
0.6578 |
| High |
0.6767 |
0.6758 |
-0.0009 |
-0.1% |
0.6677 |
| Low |
0.6736 |
0.6702 |
-0.0035 |
-0.5% |
0.6556 |
| Close |
0.6758 |
0.6710 |
-0.0048 |
-0.7% |
0.6676 |
| Range |
0.0031 |
0.0056 |
0.0026 |
83.6% |
0.0121 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
117,032 |
92,233 |
-24,799 |
-21.2% |
436,511 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6891 |
0.6857 |
0.6741 |
|
| R3 |
0.6835 |
0.6801 |
0.6725 |
|
| R2 |
0.6779 |
0.6779 |
0.6720 |
|
| R1 |
0.6745 |
0.6745 |
0.6715 |
0.6734 |
| PP |
0.6723 |
0.6723 |
0.6723 |
0.6718 |
| S1 |
0.6689 |
0.6689 |
0.6705 |
0.6678 |
| S2 |
0.6667 |
0.6667 |
0.6700 |
|
| S3 |
0.6611 |
0.6633 |
0.6695 |
|
| S4 |
0.6555 |
0.6577 |
0.6679 |
|
|
| 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 |
0.6767 |
0.6613 |
0.0154 |
2.3% |
0.0051 |
0.8% |
63% |
False |
False |
97,865 |
| 10 |
0.6767 |
0.6556 |
0.0211 |
3.1% |
0.0052 |
0.8% |
73% |
False |
False |
92,466 |
| 20 |
0.6767 |
0.6356 |
0.0411 |
6.1% |
0.0062 |
0.9% |
86% |
False |
False |
115,543 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
78% |
False |
False |
112,122 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
78% |
False |
False |
94,780 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0053 |
0.8% |
78% |
False |
False |
71,209 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0052 |
0.8% |
78% |
False |
False |
56,990 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.8% |
0.0050 |
0.7% |
78% |
False |
False |
47,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6996 |
|
2.618 |
0.6904 |
|
1.618 |
0.6848 |
|
1.000 |
0.6814 |
|
0.618 |
0.6792 |
|
HIGH |
0.6758 |
|
0.618 |
0.6736 |
|
0.500 |
0.6730 |
|
0.382 |
0.6723 |
|
LOW |
0.6702 |
|
0.618 |
0.6667 |
|
1.000 |
0.6646 |
|
1.618 |
0.6611 |
|
2.618 |
0.6555 |
|
4.250 |
0.6464 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6730 |
0.6734 |
| PP |
0.6723 |
0.6726 |
| S1 |
0.6717 |
0.6718 |
|