CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6663 |
0.6653 |
-0.0010 |
-0.2% |
0.6768 |
| High |
0.6678 |
0.6677 |
-0.0001 |
0.0% |
0.6798 |
| Low |
0.6642 |
0.6623 |
-0.0020 |
-0.3% |
0.6661 |
| Close |
0.6660 |
0.6669 |
0.0009 |
0.1% |
0.6673 |
| Range |
0.0036 |
0.0055 |
0.0019 |
53.5% |
0.0137 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
123,136 |
254,077 |
130,941 |
106.3% |
528,365 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6820 |
0.6799 |
0.6699 |
|
| R3 |
0.6765 |
0.6744 |
0.6684 |
|
| R2 |
0.6711 |
0.6711 |
0.6679 |
|
| R1 |
0.6690 |
0.6690 |
0.6674 |
0.6700 |
| PP |
0.6656 |
0.6656 |
0.6656 |
0.6661 |
| S1 |
0.6635 |
0.6635 |
0.6664 |
0.6646 |
| S2 |
0.6602 |
0.6602 |
0.6659 |
|
| S3 |
0.6547 |
0.6581 |
0.6654 |
|
| S4 |
0.6493 |
0.6526 |
0.6639 |
|
|
| 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 |
0.6623 |
0.0147 |
2.2% |
0.0053 |
0.8% |
32% |
False |
True |
139,087 |
| 10 |
0.6834 |
0.6623 |
0.0212 |
3.2% |
0.0058 |
0.9% |
22% |
False |
True |
128,838 |
| 20 |
0.6834 |
0.6556 |
0.0278 |
4.2% |
0.0057 |
0.8% |
41% |
False |
False |
113,492 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0058 |
0.9% |
66% |
False |
False |
116,052 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
66% |
False |
False |
111,852 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
66% |
False |
False |
90,722 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0053 |
0.8% |
66% |
False |
False |
72,624 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.2% |
0.0052 |
0.8% |
66% |
False |
False |
60,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6909 |
|
2.618 |
0.6820 |
|
1.618 |
0.6765 |
|
1.000 |
0.6732 |
|
0.618 |
0.6711 |
|
HIGH |
0.6677 |
|
0.618 |
0.6656 |
|
0.500 |
0.6650 |
|
0.382 |
0.6643 |
|
LOW |
0.6623 |
|
0.618 |
0.6589 |
|
1.000 |
0.6568 |
|
1.618 |
0.6534 |
|
2.618 |
0.6480 |
|
4.250 |
0.6391 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6663 |
0.6665 |
| PP |
0.6656 |
0.6661 |
| S1 |
0.6650 |
0.6656 |
|