CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6698 |
0.6734 |
0.0037 |
0.5% |
0.6703 |
| High |
0.6758 |
0.6776 |
0.0018 |
0.3% |
0.6776 |
| Low |
0.6693 |
0.6734 |
0.0041 |
0.6% |
0.6658 |
| Close |
0.6728 |
0.6776 |
0.0049 |
0.7% |
0.6776 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0118 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
83 |
103 |
20 |
24.1% |
509 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6888 |
0.6874 |
0.6799 |
|
| R3 |
0.6846 |
0.6832 |
0.6788 |
|
| R2 |
0.6804 |
0.6804 |
0.6784 |
|
| R1 |
0.6790 |
0.6790 |
0.6780 |
0.6797 |
| PP |
0.6762 |
0.6762 |
0.6762 |
0.6766 |
| S1 |
0.6748 |
0.6748 |
0.6772 |
0.6755 |
| S2 |
0.6720 |
0.6720 |
0.6768 |
|
| S3 |
0.6678 |
0.6706 |
0.6764 |
|
| S4 |
0.6636 |
0.6664 |
0.6753 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7091 |
0.7051 |
0.6841 |
|
| R3 |
0.6973 |
0.6933 |
0.6808 |
|
| R2 |
0.6855 |
0.6855 |
0.6798 |
|
| R1 |
0.6815 |
0.6815 |
0.6787 |
0.6835 |
| PP |
0.6737 |
0.6737 |
0.6737 |
0.6747 |
| S1 |
0.6697 |
0.6697 |
0.6765 |
0.6717 |
| S2 |
0.6619 |
0.6619 |
0.6754 |
|
| S3 |
0.6501 |
0.6579 |
0.6744 |
|
| S4 |
0.6383 |
0.6461 |
0.6711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6776 |
0.6645 |
0.0132 |
1.9% |
0.0050 |
0.7% |
100% |
True |
False |
108 |
| 10 |
0.6776 |
0.6645 |
0.0132 |
1.9% |
0.0043 |
0.6% |
100% |
True |
False |
93 |
| 20 |
0.6776 |
0.6609 |
0.0167 |
2.5% |
0.0044 |
0.6% |
100% |
True |
False |
71 |
| 40 |
0.6776 |
0.6599 |
0.0177 |
2.6% |
0.0039 |
0.6% |
100% |
True |
False |
44 |
| 60 |
0.6776 |
0.6405 |
0.0372 |
5.5% |
0.0038 |
0.6% |
100% |
True |
False |
33 |
| 80 |
0.6776 |
0.6405 |
0.0372 |
5.5% |
0.0030 |
0.4% |
100% |
True |
False |
29 |
| 100 |
0.6776 |
0.6405 |
0.0372 |
5.5% |
0.0027 |
0.4% |
100% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6955 |
|
2.618 |
0.6886 |
|
1.618 |
0.6844 |
|
1.000 |
0.6818 |
|
0.618 |
0.6802 |
|
HIGH |
0.6776 |
|
0.618 |
0.6760 |
|
0.500 |
0.6755 |
|
0.382 |
0.6750 |
|
LOW |
0.6734 |
|
0.618 |
0.6708 |
|
1.000 |
0.6692 |
|
1.618 |
0.6666 |
|
2.618 |
0.6624 |
|
4.250 |
0.6556 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6769 |
0.6756 |
| PP |
0.6762 |
0.6737 |
| S1 |
0.6755 |
0.6717 |
|