CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6709 |
-0.0041 |
-0.6% |
0.6676 |
| High |
0.6758 |
0.6803 |
0.0046 |
0.7% |
0.6803 |
| Low |
0.6702 |
0.6708 |
0.0006 |
0.1% |
0.6673 |
| Close |
0.6710 |
0.6796 |
0.0086 |
1.3% |
0.6796 |
| Range |
0.0056 |
0.0096 |
0.0040 |
70.5% |
0.0130 |
| ATR |
0.0057 |
0.0059 |
0.0003 |
4.9% |
0.0000 |
| Volume |
92,233 |
122,401 |
30,168 |
32.7% |
537,922 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7055 |
0.7021 |
0.6849 |
|
| R3 |
0.6960 |
0.6926 |
0.6822 |
|
| R2 |
0.6864 |
0.6864 |
0.6814 |
|
| R1 |
0.6830 |
0.6830 |
0.6805 |
0.6847 |
| PP |
0.6769 |
0.6769 |
0.6769 |
0.6777 |
| S1 |
0.6735 |
0.6735 |
0.6787 |
0.6752 |
| S2 |
0.6673 |
0.6673 |
0.6778 |
|
| S3 |
0.6578 |
0.6639 |
0.6770 |
|
| S4 |
0.6482 |
0.6544 |
0.6743 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7147 |
0.7102 |
0.6868 |
|
| R3 |
0.7017 |
0.6972 |
0.6832 |
|
| R2 |
0.6887 |
0.6887 |
0.6820 |
|
| R1 |
0.6842 |
0.6842 |
0.6808 |
0.6865 |
| PP |
0.6757 |
0.6757 |
0.6757 |
0.6769 |
| S1 |
0.6712 |
0.6712 |
0.6784 |
0.6735 |
| S2 |
0.6627 |
0.6627 |
0.6772 |
|
| S3 |
0.6497 |
0.6582 |
0.6760 |
|
| S4 |
0.6367 |
0.6452 |
0.6725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6803 |
0.6673 |
0.0130 |
1.9% |
0.0057 |
0.8% |
95% |
True |
False |
107,584 |
| 10 |
0.6803 |
0.6556 |
0.0247 |
3.6% |
0.0058 |
0.9% |
97% |
True |
False |
97,443 |
| 20 |
0.6803 |
0.6356 |
0.0448 |
6.6% |
0.0065 |
1.0% |
98% |
True |
False |
114,989 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0055 |
0.8% |
97% |
False |
False |
112,872 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
96,794 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
72,737 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
58,214 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0051 |
0.7% |
97% |
False |
False |
48,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7209 |
|
2.618 |
0.7053 |
|
1.618 |
0.6958 |
|
1.000 |
0.6899 |
|
0.618 |
0.6862 |
|
HIGH |
0.6803 |
|
0.618 |
0.6767 |
|
0.500 |
0.6755 |
|
0.382 |
0.6744 |
|
LOW |
0.6708 |
|
0.618 |
0.6648 |
|
1.000 |
0.6612 |
|
1.618 |
0.6553 |
|
2.618 |
0.6457 |
|
4.250 |
0.6302 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6782 |
0.6781 |
| PP |
0.6769 |
0.6767 |
| S1 |
0.6755 |
0.6752 |
|