CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6727 |
0.6742 |
0.0015 |
0.2% |
0.6768 |
| High |
0.6744 |
0.6769 |
0.0026 |
0.4% |
0.6798 |
| Low |
0.6715 |
0.6661 |
-0.0054 |
-0.8% |
0.6661 |
| Close |
0.6737 |
0.6673 |
-0.0065 |
-1.0% |
0.6673 |
| Range |
0.0029 |
0.0108 |
0.0080 |
278.9% |
0.0137 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.5% |
0.0000 |
| Volume |
83,854 |
140,698 |
56,844 |
67.8% |
528,365 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7025 |
0.6957 |
0.6732 |
|
| R3 |
0.6917 |
0.6849 |
0.6702 |
|
| R2 |
0.6809 |
0.6809 |
0.6692 |
|
| R1 |
0.6741 |
0.6741 |
0.6682 |
0.6721 |
| PP |
0.6701 |
0.6701 |
0.6701 |
0.6691 |
| S1 |
0.6633 |
0.6633 |
0.6663 |
0.6613 |
| S2 |
0.6593 |
0.6593 |
0.6653 |
|
| S3 |
0.6485 |
0.6525 |
0.6643 |
|
| S4 |
0.6377 |
0.6417 |
0.6613 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7122 |
0.7034 |
0.6748 |
|
| R3 |
0.6985 |
0.6897 |
0.6710 |
|
| R2 |
0.6848 |
0.6848 |
0.6698 |
|
| R1 |
0.6760 |
0.6760 |
0.6685 |
0.6735 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6698 |
| S1 |
0.6623 |
0.6623 |
0.6660 |
0.6598 |
| S2 |
0.6574 |
0.6574 |
0.6647 |
|
| S3 |
0.6437 |
0.6486 |
0.6635 |
|
| S4 |
0.6300 |
0.6349 |
0.6597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6820 |
0.6661 |
0.0159 |
2.4% |
0.0071 |
1.1% |
7% |
False |
True |
123,259 |
| 10 |
0.6834 |
0.6661 |
0.0173 |
2.6% |
0.0062 |
0.9% |
7% |
False |
True |
109,399 |
| 20 |
0.6834 |
0.6556 |
0.0278 |
4.2% |
0.0057 |
0.9% |
42% |
False |
False |
100,932 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0058 |
0.9% |
66% |
False |
False |
111,663 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0054 |
0.8% |
66% |
False |
False |
110,785 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0054 |
0.8% |
66% |
False |
False |
84,863 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
66% |
False |
False |
67,917 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
66% |
False |
False |
56,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7228 |
|
2.618 |
0.7052 |
|
1.618 |
0.6944 |
|
1.000 |
0.6877 |
|
0.618 |
0.6836 |
|
HIGH |
0.6769 |
|
0.618 |
0.6728 |
|
0.500 |
0.6715 |
|
0.382 |
0.6702 |
|
LOW |
0.6661 |
|
0.618 |
0.6594 |
|
1.000 |
0.6553 |
|
1.618 |
0.6486 |
|
2.618 |
0.6378 |
|
4.250 |
0.6202 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6715 |
| PP |
0.6701 |
0.6701 |
| S1 |
0.6687 |
0.6687 |
|