CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 03-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.6668 |
0.6698 |
0.0030 |
0.4% |
0.6664 |
High |
0.6695 |
0.6758 |
0.0064 |
0.9% |
0.6711 |
Low |
0.6658 |
0.6693 |
0.0035 |
0.5% |
0.6645 |
Close |
0.6693 |
0.6728 |
0.0035 |
0.5% |
0.6694 |
Range |
0.0037 |
0.0065 |
0.0029 |
78.1% |
0.0066 |
ATR |
0.0042 |
0.0043 |
0.0002 |
4.1% |
0.0000 |
Volume |
91 |
83 |
-8 |
-8.8% |
396 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6921 |
0.6889 |
0.6763 |
|
R3 |
0.6856 |
0.6824 |
0.6745 |
|
R2 |
0.6791 |
0.6791 |
0.6739 |
|
R1 |
0.6759 |
0.6759 |
0.6733 |
0.6775 |
PP |
0.6726 |
0.6726 |
0.6726 |
0.6734 |
S1 |
0.6694 |
0.6694 |
0.6722 |
0.6710 |
S2 |
0.6661 |
0.6661 |
0.6716 |
|
S3 |
0.6596 |
0.6629 |
0.6710 |
|
S4 |
0.6531 |
0.6564 |
0.6692 |
|
|
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 |
0.6758 |
0.6645 |
0.0114 |
1.7% |
0.0047 |
0.7% |
73% |
True |
False |
123 |
10 |
0.6758 |
0.6645 |
0.0114 |
1.7% |
0.0041 |
0.6% |
73% |
True |
False |
95 |
20 |
0.6758 |
0.6609 |
0.0149 |
2.2% |
0.0043 |
0.6% |
80% |
True |
False |
68 |
40 |
0.6758 |
0.6599 |
0.0159 |
2.4% |
0.0039 |
0.6% |
81% |
True |
False |
41 |
60 |
0.6758 |
0.6405 |
0.0354 |
5.3% |
0.0037 |
0.5% |
91% |
True |
False |
31 |
80 |
0.6758 |
0.6405 |
0.0354 |
5.3% |
0.0030 |
0.4% |
91% |
True |
False |
28 |
100 |
0.6758 |
0.6405 |
0.0354 |
5.3% |
0.0026 |
0.4% |
91% |
True |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7034 |
2.618 |
0.6928 |
1.618 |
0.6863 |
1.000 |
0.6823 |
0.618 |
0.6798 |
HIGH |
0.6758 |
0.618 |
0.6733 |
0.500 |
0.6726 |
0.382 |
0.6718 |
LOW |
0.6693 |
0.618 |
0.6653 |
1.000 |
0.6628 |
1.618 |
0.6588 |
2.618 |
0.6523 |
4.250 |
0.6417 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6727 |
0.6721 |
PP |
0.6726 |
0.6715 |
S1 |
0.6726 |
0.6708 |
|