CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6709 |
0.6800 |
0.0091 |
1.3% |
0.6676 |
| High |
0.6803 |
0.6804 |
0.0001 |
0.0% |
0.6803 |
| Low |
0.6708 |
0.6771 |
0.0064 |
0.9% |
0.6673 |
| Close |
0.6796 |
0.6781 |
-0.0015 |
-0.2% |
0.6796 |
| Range |
0.0096 |
0.0033 |
-0.0063 |
-65.4% |
0.0130 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
122,401 |
82,830 |
-39,571 |
-32.3% |
537,922 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6884 |
0.6866 |
0.6799 |
|
| R3 |
0.6851 |
0.6833 |
0.6790 |
|
| R2 |
0.6818 |
0.6818 |
0.6787 |
|
| R1 |
0.6800 |
0.6800 |
0.6784 |
0.6793 |
| PP |
0.6785 |
0.6785 |
0.6785 |
0.6782 |
| S1 |
0.6767 |
0.6767 |
0.6778 |
0.6760 |
| S2 |
0.6752 |
0.6752 |
0.6775 |
|
| S3 |
0.6719 |
0.6734 |
0.6772 |
|
| S4 |
0.6686 |
0.6701 |
0.6763 |
|
|
| 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 |
0.6804 |
0.6702 |
0.0103 |
1.5% |
0.0050 |
0.7% |
78% |
True |
False |
105,672 |
| 10 |
0.6804 |
0.6556 |
0.0248 |
3.7% |
0.0057 |
0.8% |
91% |
True |
False |
99,074 |
| 20 |
0.6804 |
0.6356 |
0.0449 |
6.6% |
0.0064 |
0.9% |
95% |
True |
False |
114,305 |
| 40 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0054 |
0.8% |
94% |
False |
False |
111,250 |
| 60 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
94% |
False |
False |
98,157 |
| 80 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0052 |
0.8% |
94% |
False |
False |
73,771 |
| 100 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
94% |
False |
False |
59,040 |
| 120 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0051 |
0.8% |
94% |
False |
False |
49,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6944 |
|
2.618 |
0.6890 |
|
1.618 |
0.6857 |
|
1.000 |
0.6837 |
|
0.618 |
0.6824 |
|
HIGH |
0.6804 |
|
0.618 |
0.6791 |
|
0.500 |
0.6788 |
|
0.382 |
0.6784 |
|
LOW |
0.6771 |
|
0.618 |
0.6751 |
|
1.000 |
0.6738 |
|
1.618 |
0.6718 |
|
2.618 |
0.6685 |
|
4.250 |
0.6631 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6788 |
0.6772 |
| PP |
0.6785 |
0.6762 |
| S1 |
0.6783 |
0.6753 |
|