CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 08-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.6734 |
0.6773 |
0.0039 |
0.6% |
0.6703 |
High |
0.6776 |
0.6781 |
0.0005 |
0.1% |
0.6776 |
Low |
0.6734 |
0.6759 |
0.0025 |
0.4% |
0.6658 |
Close |
0.6776 |
0.6761 |
-0.0015 |
-0.2% |
0.6776 |
Range |
0.0042 |
0.0023 |
-0.0020 |
-46.4% |
0.0118 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
103 |
56 |
-47 |
-45.6% |
509 |
|
Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6834 |
0.6820 |
0.6773 |
|
R3 |
0.6812 |
0.6798 |
0.6767 |
|
R2 |
0.6789 |
0.6789 |
0.6765 |
|
R1 |
0.6775 |
0.6775 |
0.6763 |
0.6771 |
PP |
0.6767 |
0.6767 |
0.6767 |
0.6765 |
S1 |
0.6753 |
0.6753 |
0.6759 |
0.6749 |
S2 |
0.6744 |
0.6744 |
0.6757 |
|
S3 |
0.6722 |
0.6730 |
0.6755 |
|
S4 |
0.6699 |
0.6708 |
0.6749 |
|
|
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 |
0.6781 |
0.6658 |
0.0123 |
1.8% |
0.0042 |
0.6% |
84% |
True |
False |
113 |
10 |
0.6781 |
0.6645 |
0.0137 |
2.0% |
0.0042 |
0.6% |
85% |
True |
False |
96 |
20 |
0.6781 |
0.6609 |
0.0172 |
2.5% |
0.0043 |
0.6% |
88% |
True |
False |
73 |
40 |
0.6781 |
0.6609 |
0.0172 |
2.5% |
0.0040 |
0.6% |
88% |
True |
False |
45 |
60 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0036 |
0.5% |
95% |
True |
False |
34 |
80 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0031 |
0.5% |
95% |
True |
False |
30 |
100 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0027 |
0.4% |
95% |
True |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6877 |
2.618 |
0.6840 |
1.618 |
0.6817 |
1.000 |
0.6804 |
0.618 |
0.6795 |
HIGH |
0.6781 |
0.618 |
0.6772 |
0.500 |
0.6770 |
0.382 |
0.6767 |
LOW |
0.6759 |
0.618 |
0.6745 |
1.000 |
0.6736 |
1.618 |
0.6722 |
2.618 |
0.6700 |
4.250 |
0.6663 |
|
|
Fisher Pivots for day following 08-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6770 |
0.6753 |
PP |
0.6767 |
0.6745 |
S1 |
0.6764 |
0.6737 |
|