CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6723 |
0.6706 |
-0.0017 |
-0.2% |
0.6672 |
| High |
0.6733 |
0.6748 |
0.0016 |
0.2% |
0.6733 |
| Low |
0.6693 |
0.6705 |
0.0013 |
0.2% |
0.6623 |
| Close |
0.6703 |
0.6741 |
0.0038 |
0.6% |
0.6703 |
| Range |
0.0040 |
0.0043 |
0.0003 |
7.5% |
0.0110 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
21,113 |
1,026 |
-20,087 |
-95.1% |
589,179 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6860 |
0.6844 |
0.6765 |
|
| R3 |
0.6817 |
0.6801 |
0.6753 |
|
| R2 |
0.6774 |
0.6774 |
0.6749 |
|
| R1 |
0.6758 |
0.6758 |
0.6745 |
0.6766 |
| PP |
0.6731 |
0.6731 |
0.6731 |
0.6736 |
| S1 |
0.6715 |
0.6715 |
0.6737 |
0.6723 |
| S2 |
0.6688 |
0.6688 |
0.6733 |
|
| S3 |
0.6645 |
0.6672 |
0.6729 |
|
| S4 |
0.6602 |
0.6629 |
0.6717 |
|
|
| 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 |
0.6748 |
0.6623 |
0.0126 |
1.9% |
0.0048 |
0.7% |
94% |
True |
False |
99,307 |
| 10 |
0.6798 |
0.6623 |
0.0176 |
2.6% |
0.0057 |
0.8% |
68% |
False |
False |
111,857 |
| 20 |
0.6834 |
0.6623 |
0.0212 |
3.1% |
0.0054 |
0.8% |
56% |
False |
False |
104,985 |
| 40 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0059 |
0.9% |
81% |
False |
False |
112,175 |
| 60 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
81% |
False |
False |
108,922 |
| 80 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
81% |
False |
False |
92,191 |
| 100 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0053 |
0.8% |
81% |
False |
False |
73,814 |
| 120 |
0.6834 |
0.6356 |
0.0479 |
7.1% |
0.0052 |
0.8% |
81% |
False |
False |
61,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6931 |
|
2.618 |
0.6861 |
|
1.618 |
0.6818 |
|
1.000 |
0.6791 |
|
0.618 |
0.6775 |
|
HIGH |
0.6748 |
|
0.618 |
0.6732 |
|
0.500 |
0.6727 |
|
0.382 |
0.6721 |
|
LOW |
0.6705 |
|
0.618 |
0.6678 |
|
1.000 |
0.6662 |
|
1.618 |
0.6635 |
|
2.618 |
0.6592 |
|
4.250 |
0.6522 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6736 |
0.6728 |
| PP |
0.6731 |
0.6715 |
| S1 |
0.6727 |
0.6703 |
|