CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6742 |
0.6672 |
-0.0070 |
-1.0% |
0.6768 |
| High |
0.6769 |
0.6690 |
-0.0079 |
-1.2% |
0.6798 |
| Low |
0.6661 |
0.6650 |
-0.0012 |
-0.2% |
0.6661 |
| Close |
0.6673 |
0.6660 |
-0.0013 |
-0.2% |
0.6673 |
| Range |
0.0108 |
0.0041 |
-0.0068 |
-62.5% |
0.0137 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
140,698 |
93,670 |
-47,028 |
-33.4% |
528,365 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6765 |
0.6682 |
|
| R3 |
0.6748 |
0.6724 |
0.6671 |
|
| R2 |
0.6707 |
0.6707 |
0.6667 |
|
| R1 |
0.6684 |
0.6684 |
0.6664 |
0.6675 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6662 |
| S1 |
0.6643 |
0.6643 |
0.6656 |
0.6635 |
| S2 |
0.6626 |
0.6626 |
0.6653 |
|
| S3 |
0.6586 |
0.6603 |
0.6649 |
|
| S4 |
0.6545 |
0.6562 |
0.6638 |
|
|
| 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 |
0.6798 |
0.6650 |
0.0149 |
2.2% |
0.0066 |
1.0% |
7% |
False |
True |
124,407 |
| 10 |
0.6834 |
0.6650 |
0.0185 |
2.8% |
0.0056 |
0.8% |
6% |
False |
True |
106,526 |
| 20 |
0.6834 |
0.6556 |
0.0278 |
4.2% |
0.0057 |
0.9% |
37% |
False |
False |
101,984 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0058 |
0.9% |
64% |
False |
False |
111,379 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
109,088 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
86,027 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
68,854 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
57,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6862 |
|
2.618 |
0.6796 |
|
1.618 |
0.6756 |
|
1.000 |
0.6731 |
|
0.618 |
0.6715 |
|
HIGH |
0.6690 |
|
0.618 |
0.6675 |
|
0.500 |
0.6670 |
|
0.382 |
0.6665 |
|
LOW |
0.6650 |
|
0.618 |
0.6624 |
|
1.000 |
0.6609 |
|
1.618 |
0.6584 |
|
2.618 |
0.6543 |
|
4.250 |
0.6477 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6709 |
| PP |
0.6667 |
0.6693 |
| S1 |
0.6663 |
0.6676 |
|