CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 02-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.6703 |
0.6668 |
-0.0035 |
-0.5% |
0.6664 |
High |
0.6712 |
0.6695 |
-0.0018 |
-0.3% |
0.6711 |
Low |
0.6670 |
0.6658 |
-0.0012 |
-0.2% |
0.6645 |
Close |
0.6675 |
0.6693 |
0.0018 |
0.3% |
0.6694 |
Range |
0.0042 |
0.0037 |
-0.0006 |
-13.1% |
0.0066 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.9% |
0.0000 |
Volume |
232 |
91 |
-141 |
-60.8% |
396 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6791 |
0.6778 |
0.6713 |
|
R3 |
0.6755 |
0.6742 |
0.6703 |
|
R2 |
0.6718 |
0.6718 |
0.6699 |
|
R1 |
0.6705 |
0.6705 |
0.6696 |
0.6712 |
PP |
0.6682 |
0.6682 |
0.6682 |
0.6685 |
S1 |
0.6669 |
0.6669 |
0.6689 |
0.6675 |
S2 |
0.6645 |
0.6645 |
0.6686 |
|
S3 |
0.6609 |
0.6632 |
0.6682 |
|
S4 |
0.6572 |
0.6596 |
0.6672 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6881 |
0.6854 |
0.6730 |
|
R3 |
0.6815 |
0.6788 |
0.6712 |
|
R2 |
0.6749 |
0.6749 |
0.6706 |
|
R1 |
0.6722 |
0.6722 |
0.6700 |
0.6735 |
PP |
0.6683 |
0.6683 |
0.6683 |
0.6690 |
S1 |
0.6656 |
0.6656 |
0.6688 |
0.6669 |
S2 |
0.6617 |
0.6617 |
0.6682 |
|
S3 |
0.6551 |
0.6590 |
0.6676 |
|
S4 |
0.6485 |
0.6524 |
0.6658 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6712 |
0.6645 |
0.0068 |
1.0% |
0.0044 |
0.7% |
71% |
False |
False |
125 |
10 |
0.6712 |
0.6634 |
0.0078 |
1.2% |
0.0040 |
0.6% |
75% |
False |
False |
91 |
20 |
0.6726 |
0.6609 |
0.0117 |
1.7% |
0.0043 |
0.6% |
71% |
False |
False |
67 |
40 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0038 |
0.6% |
64% |
False |
False |
39 |
60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0036 |
0.5% |
85% |
False |
False |
30 |
80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0030 |
0.4% |
85% |
False |
False |
27 |
100 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0026 |
0.4% |
85% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6850 |
2.618 |
0.6790 |
1.618 |
0.6754 |
1.000 |
0.6731 |
0.618 |
0.6717 |
HIGH |
0.6695 |
0.618 |
0.6681 |
0.500 |
0.6676 |
0.382 |
0.6672 |
LOW |
0.6658 |
0.618 |
0.6635 |
1.000 |
0.6622 |
1.618 |
0.6599 |
2.618 |
0.6562 |
4.250 |
0.6503 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6687 |
0.6688 |
PP |
0.6682 |
0.6683 |
S1 |
0.6676 |
0.6678 |
|