CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6676 |
0.6723 |
0.0047 |
0.7% |
0.6672 |
| High |
0.6726 |
0.6733 |
0.0007 |
0.1% |
0.6733 |
| Low |
0.6657 |
0.6693 |
0.0036 |
0.5% |
0.6623 |
| Close |
0.6718 |
0.6703 |
-0.0015 |
-0.2% |
0.6703 |
| Range |
0.0069 |
0.0040 |
-0.0029 |
-41.6% |
0.0110 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
97,183 |
21,113 |
-76,070 |
-78.3% |
589,179 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6829 |
0.6806 |
0.6725 |
|
| R3 |
0.6789 |
0.6766 |
0.6714 |
|
| R2 |
0.6749 |
0.6749 |
0.6710 |
|
| R1 |
0.6726 |
0.6726 |
0.6707 |
0.6718 |
| PP |
0.6709 |
0.6709 |
0.6709 |
0.6705 |
| S1 |
0.6686 |
0.6686 |
0.6699 |
0.6678 |
| S2 |
0.6669 |
0.6669 |
0.6696 |
|
| S3 |
0.6629 |
0.6646 |
0.6692 |
|
| S4 |
0.6589 |
0.6606 |
0.6681 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7016 |
0.6970 |
0.6764 |
|
| R3 |
0.6906 |
0.6860 |
0.6733 |
|
| R2 |
0.6796 |
0.6796 |
0.6723 |
|
| R1 |
0.6750 |
0.6750 |
0.6713 |
0.6773 |
| PP |
0.6686 |
0.6686 |
0.6686 |
0.6698 |
| S1 |
0.6640 |
0.6640 |
0.6693 |
0.6663 |
| S2 |
0.6576 |
0.6576 |
0.6683 |
|
| S3 |
0.6466 |
0.6530 |
0.6673 |
|
| S4 |
0.6356 |
0.6420 |
0.6643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6733 |
0.6623 |
0.0110 |
1.6% |
0.0048 |
0.7% |
73% |
True |
False |
117,835 |
| 10 |
0.6820 |
0.6623 |
0.0197 |
2.9% |
0.0059 |
0.9% |
41% |
False |
False |
120,547 |
| 20 |
0.6834 |
0.6613 |
0.0221 |
3.3% |
0.0055 |
0.8% |
41% |
False |
False |
108,625 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0058 |
0.9% |
73% |
False |
False |
114,189 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
73% |
False |
False |
111,053 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
73% |
False |
False |
92,188 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
73% |
False |
False |
73,805 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0052 |
0.8% |
73% |
False |
False |
61,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6903 |
|
2.618 |
0.6837 |
|
1.618 |
0.6797 |
|
1.000 |
0.6773 |
|
0.618 |
0.6757 |
|
HIGH |
0.6733 |
|
0.618 |
0.6717 |
|
0.500 |
0.6713 |
|
0.382 |
0.6708 |
|
LOW |
0.6693 |
|
0.618 |
0.6668 |
|
1.000 |
0.6653 |
|
1.618 |
0.6628 |
|
2.618 |
0.6588 |
|
4.250 |
0.6523 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6713 |
0.6695 |
| PP |
0.6709 |
0.6686 |
| S1 |
0.6706 |
0.6678 |
|