CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6672 |
0.6663 |
-0.0009 |
-0.1% |
0.6768 |
| High |
0.6690 |
0.6678 |
-0.0013 |
-0.2% |
0.6798 |
| Low |
0.6650 |
0.6642 |
-0.0008 |
-0.1% |
0.6661 |
| Close |
0.6660 |
0.6660 |
0.0000 |
0.0% |
0.6673 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-12.3% |
0.0137 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
93,670 |
123,136 |
29,466 |
31.5% |
528,365 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6749 |
0.6680 |
|
| R3 |
0.6731 |
0.6713 |
0.6670 |
|
| R2 |
0.6695 |
0.6695 |
0.6667 |
|
| R1 |
0.6678 |
0.6678 |
0.6663 |
0.6669 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6655 |
| S1 |
0.6642 |
0.6642 |
0.6657 |
0.6633 |
| S2 |
0.6624 |
0.6624 |
0.6653 |
|
| S3 |
0.6589 |
0.6607 |
0.6650 |
|
| S4 |
0.6553 |
0.6571 |
0.6640 |
|
|
| 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 |
0.6769 |
0.6642 |
0.0127 |
1.9% |
0.0055 |
0.8% |
14% |
False |
True |
110,599 |
| 10 |
0.6834 |
0.6642 |
0.0192 |
2.9% |
0.0056 |
0.8% |
9% |
False |
True |
110,556 |
| 20 |
0.6834 |
0.6556 |
0.0278 |
4.2% |
0.0057 |
0.9% |
37% |
False |
False |
104,815 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0058 |
0.9% |
64% |
False |
False |
112,254 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
109,534 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
87,550 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
70,084 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
64% |
False |
False |
58,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6770 |
|
1.618 |
0.6735 |
|
1.000 |
0.6713 |
|
0.618 |
0.6699 |
|
HIGH |
0.6678 |
|
0.618 |
0.6664 |
|
0.500 |
0.6660 |
|
0.382 |
0.6656 |
|
LOW |
0.6642 |
|
0.618 |
0.6620 |
|
1.000 |
0.6607 |
|
1.618 |
0.6585 |
|
2.618 |
0.6549 |
|
4.250 |
0.6491 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6660 |
0.6706 |
| PP |
0.6660 |
0.6690 |
| S1 |
0.6660 |
0.6675 |
|