CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 27-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6800 |
0.6776 |
-0.0024 |
-0.4% |
0.6676 |
High |
0.6804 |
0.6800 |
-0.0004 |
-0.1% |
0.6803 |
Low |
0.6771 |
0.6766 |
-0.0005 |
-0.1% |
0.6673 |
Close |
0.6781 |
0.6797 |
0.0016 |
0.2% |
0.6796 |
Range |
0.0033 |
0.0034 |
0.0001 |
3.0% |
0.0130 |
ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
82,830 |
71,262 |
-11,568 |
-14.0% |
537,922 |
|
Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6890 |
0.6877 |
0.6815 |
|
R3 |
0.6856 |
0.6843 |
0.6806 |
|
R2 |
0.6822 |
0.6822 |
0.6803 |
|
R1 |
0.6809 |
0.6809 |
0.6800 |
0.6815 |
PP |
0.6788 |
0.6788 |
0.6788 |
0.6791 |
S1 |
0.6775 |
0.6775 |
0.6793 |
0.6781 |
S2 |
0.6754 |
0.6754 |
0.6790 |
|
S3 |
0.6720 |
0.6741 |
0.6787 |
|
S4 |
0.6686 |
0.6707 |
0.6778 |
|
|
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% |
93% |
False |
False |
97,151 |
10 |
0.6804 |
0.6556 |
0.0248 |
3.6% |
0.0055 |
0.8% |
97% |
False |
False |
98,146 |
20 |
0.6804 |
0.6356 |
0.0449 |
6.6% |
0.0064 |
0.9% |
98% |
False |
False |
112,933 |
40 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
110,390 |
60 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
99,321 |
80 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0052 |
0.8% |
97% |
False |
False |
74,661 |
100 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0053 |
0.8% |
97% |
False |
False |
59,751 |
120 |
0.6811 |
0.6356 |
0.0455 |
6.7% |
0.0051 |
0.7% |
97% |
False |
False |
49,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6945 |
2.618 |
0.6889 |
1.618 |
0.6855 |
1.000 |
0.6834 |
0.618 |
0.6821 |
HIGH |
0.6800 |
0.618 |
0.6787 |
0.500 |
0.6783 |
0.382 |
0.6779 |
LOW |
0.6766 |
0.618 |
0.6745 |
1.000 |
0.6732 |
1.618 |
0.6711 |
2.618 |
0.6677 |
4.250 |
0.6622 |
|
|
Fisher Pivots for day following 27-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6792 |
0.6783 |
PP |
0.6788 |
0.6769 |
S1 |
0.6783 |
0.6756 |
|