CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6715 |
0.6727 |
0.0012 |
0.2% |
0.6800 |
| High |
0.6752 |
0.6744 |
-0.0009 |
-0.1% |
0.6834 |
| Low |
0.6688 |
0.6715 |
0.0027 |
0.4% |
0.6755 |
| Close |
0.6718 |
0.6737 |
0.0019 |
0.3% |
0.6770 |
| Range |
0.0064 |
0.0029 |
-0.0036 |
-55.5% |
0.0080 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
111,637 |
83,854 |
-27,783 |
-24.9% |
443,227 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6817 |
0.6806 |
0.6753 |
|
| R3 |
0.6789 |
0.6777 |
0.6745 |
|
| R2 |
0.6760 |
0.6760 |
0.6742 |
|
| R1 |
0.6749 |
0.6749 |
0.6740 |
0.6755 |
| PP |
0.6732 |
0.6732 |
0.6732 |
0.6735 |
| S1 |
0.6720 |
0.6720 |
0.6734 |
0.6726 |
| S2 |
0.6703 |
0.6703 |
0.6732 |
|
| S3 |
0.6675 |
0.6692 |
0.6729 |
|
| S4 |
0.6646 |
0.6663 |
0.6721 |
|
|
| 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% |
0.0059 |
0.9% |
34% |
False |
False |
114,525 |
| 10 |
0.6834 |
0.6688 |
0.0146 |
2.2% |
0.0056 |
0.8% |
34% |
False |
False |
104,552 |
| 20 |
0.6834 |
0.6514 |
0.0320 |
4.7% |
0.0056 |
0.8% |
70% |
False |
False |
99,002 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0056 |
0.8% |
80% |
False |
False |
112,036 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
80% |
False |
False |
109,515 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
80% |
False |
False |
83,105 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0052 |
0.8% |
80% |
False |
False |
66,512 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0052 |
0.8% |
80% |
False |
False |
55,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6865 |
|
2.618 |
0.6818 |
|
1.618 |
0.6790 |
|
1.000 |
0.6772 |
|
0.618 |
0.6761 |
|
HIGH |
0.6744 |
|
0.618 |
0.6733 |
|
0.500 |
0.6729 |
|
0.382 |
0.6726 |
|
LOW |
0.6715 |
|
0.618 |
0.6697 |
|
1.000 |
0.6687 |
|
1.618 |
0.6669 |
|
2.618 |
0.6640 |
|
4.250 |
0.6594 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6743 |
| PP |
0.6732 |
0.6741 |
| S1 |
0.6729 |
0.6739 |
|