CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6768 |
0.6715 |
-0.0053 |
-0.8% |
0.6800 |
| High |
0.6798 |
0.6752 |
-0.0046 |
-0.7% |
0.6834 |
| Low |
0.6710 |
0.6688 |
-0.0022 |
-0.3% |
0.6755 |
| Close |
0.6717 |
0.6718 |
0.0002 |
0.0% |
0.6770 |
| Range |
0.0088 |
0.0064 |
-0.0024 |
-27.3% |
0.0080 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
192,176 |
111,637 |
-80,539 |
-41.9% |
443,227 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6879 |
0.6753 |
|
| R3 |
0.6847 |
0.6815 |
0.6736 |
|
| R2 |
0.6783 |
0.6783 |
0.6730 |
|
| R1 |
0.6751 |
0.6751 |
0.6724 |
0.6767 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6728 |
| S1 |
0.6687 |
0.6687 |
0.6712 |
0.6703 |
| S2 |
0.6655 |
0.6655 |
0.6706 |
|
| S3 |
0.6591 |
0.6623 |
0.6700 |
|
| S4 |
0.6527 |
0.6559 |
0.6683 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7025 |
0.6977 |
0.6813 |
|
| R3 |
0.6945 |
0.6897 |
0.6791 |
|
| R2 |
0.6866 |
0.6866 |
0.6784 |
|
| R1 |
0.6818 |
0.6818 |
0.6777 |
0.6802 |
| PP |
0.6786 |
0.6786 |
0.6786 |
0.6778 |
| S1 |
0.6738 |
0.6738 |
0.6762 |
0.6722 |
| S2 |
0.6707 |
0.6707 |
0.6755 |
|
| S3 |
0.6627 |
0.6659 |
0.6748 |
|
| S4 |
0.6548 |
0.6579 |
0.6726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6834 |
0.6688 |
0.0146 |
2.2% |
0.0063 |
0.9% |
21% |
False |
True |
118,589 |
| 10 |
0.6834 |
0.6688 |
0.0146 |
2.2% |
0.0057 |
0.8% |
21% |
False |
True |
107,870 |
| 20 |
0.6834 |
0.6514 |
0.0320 |
4.8% |
0.0058 |
0.9% |
64% |
False |
False |
100,909 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0056 |
0.8% |
76% |
False |
False |
111,746 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
76% |
False |
False |
108,451 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
76% |
False |
False |
82,058 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
76% |
False |
False |
65,675 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0052 |
0.8% |
76% |
False |
False |
54,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7024 |
|
2.618 |
0.6920 |
|
1.618 |
0.6856 |
|
1.000 |
0.6816 |
|
0.618 |
0.6792 |
|
HIGH |
0.6752 |
|
0.618 |
0.6728 |
|
0.500 |
0.6720 |
|
0.382 |
0.6712 |
|
LOW |
0.6688 |
|
0.618 |
0.6648 |
|
1.000 |
0.6624 |
|
1.618 |
0.6584 |
|
2.618 |
0.6520 |
|
4.250 |
0.6416 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6720 |
0.6754 |
| PP |
0.6719 |
0.6742 |
| S1 |
0.6719 |
0.6730 |
|