CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6776 |
0.6797 |
0.0022 |
0.3% |
0.6676 |
| High |
0.6800 |
0.6817 |
0.0017 |
0.3% |
0.6803 |
| Low |
0.6766 |
0.6768 |
0.0002 |
0.0% |
0.6673 |
| Close |
0.6797 |
0.6782 |
-0.0015 |
-0.2% |
0.6796 |
| Range |
0.0034 |
0.0049 |
0.0015 |
44.1% |
0.0130 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
71,262 |
104,176 |
32,914 |
46.2% |
537,922 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6908 |
0.6808 |
|
| R3 |
0.6887 |
0.6859 |
0.6795 |
|
| R2 |
0.6838 |
0.6838 |
0.6790 |
|
| R1 |
0.6810 |
0.6810 |
0.6786 |
0.6799 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6784 |
| S1 |
0.6761 |
0.6761 |
0.6777 |
0.6750 |
| S2 |
0.6740 |
0.6740 |
0.6773 |
|
| S3 |
0.6691 |
0.6712 |
0.6768 |
|
| S4 |
0.6642 |
0.6663 |
0.6755 |
|
|
| 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 |
0.6817 |
0.6702 |
0.0116 |
1.7% |
0.0054 |
0.8% |
69% |
True |
False |
94,580 |
| 10 |
0.6817 |
0.6556 |
0.0261 |
3.8% |
0.0055 |
0.8% |
86% |
True |
False |
97,312 |
| 20 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0063 |
0.9% |
92% |
True |
False |
109,417 |
| 40 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0054 |
0.8% |
92% |
True |
False |
110,805 |
| 60 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0053 |
0.8% |
92% |
True |
False |
101,031 |
| 80 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0052 |
0.8% |
92% |
True |
False |
75,960 |
| 100 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0053 |
0.8% |
92% |
True |
False |
60,792 |
| 120 |
0.6817 |
0.6356 |
0.0462 |
6.8% |
0.0051 |
0.8% |
92% |
True |
False |
50,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7025 |
|
2.618 |
0.6945 |
|
1.618 |
0.6896 |
|
1.000 |
0.6866 |
|
0.618 |
0.6847 |
|
HIGH |
0.6817 |
|
0.618 |
0.6798 |
|
0.500 |
0.6793 |
|
0.382 |
0.6787 |
|
LOW |
0.6768 |
|
0.618 |
0.6738 |
|
1.000 |
0.6719 |
|
1.618 |
0.6689 |
|
2.618 |
0.6640 |
|
4.250 |
0.6560 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6793 |
0.6792 |
| PP |
0.6789 |
0.6788 |
| S1 |
0.6785 |
0.6785 |
|