CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6773 |
0.6758 |
-0.0015 |
-0.2% |
0.6703 |
| High |
0.6781 |
0.6770 |
-0.0011 |
-0.2% |
0.6776 |
| Low |
0.6759 |
0.6749 |
-0.0010 |
-0.1% |
0.6658 |
| Close |
0.6761 |
0.6764 |
0.0003 |
0.0% |
0.6776 |
| Range |
0.0023 |
0.0021 |
-0.0002 |
-6.7% |
0.0118 |
| ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
56 |
96 |
40 |
71.4% |
509 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6824 |
0.6815 |
0.6776 |
|
| R3 |
0.6803 |
0.6794 |
0.6770 |
|
| R2 |
0.6782 |
0.6782 |
0.6768 |
|
| R1 |
0.6773 |
0.6773 |
0.6766 |
0.6778 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6763 |
| S1 |
0.6752 |
0.6752 |
0.6762 |
0.6757 |
| S2 |
0.6740 |
0.6740 |
0.6760 |
|
| S3 |
0.6719 |
0.6731 |
0.6758 |
|
| S4 |
0.6698 |
0.6710 |
0.6752 |
|
|
| 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% |
0.0037 |
0.6% |
86% |
False |
False |
85 |
| 10 |
0.6781 |
0.6645 |
0.0137 |
2.0% |
0.0040 |
0.6% |
88% |
False |
False |
101 |
| 20 |
0.6781 |
0.6609 |
0.0172 |
2.5% |
0.0039 |
0.6% |
90% |
False |
False |
75 |
| 40 |
0.6781 |
0.6609 |
0.0172 |
2.5% |
0.0040 |
0.6% |
90% |
False |
False |
47 |
| 60 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0036 |
0.5% |
95% |
False |
False |
35 |
| 80 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0031 |
0.5% |
95% |
False |
False |
30 |
| 100 |
0.6781 |
0.6405 |
0.0377 |
5.6% |
0.0027 |
0.4% |
95% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6859 |
|
2.618 |
0.6825 |
|
1.618 |
0.6804 |
|
1.000 |
0.6791 |
|
0.618 |
0.6783 |
|
HIGH |
0.6770 |
|
0.618 |
0.6762 |
|
0.500 |
0.6760 |
|
0.382 |
0.6757 |
|
LOW |
0.6749 |
|
0.618 |
0.6736 |
|
1.000 |
0.6728 |
|
1.618 |
0.6715 |
|
2.618 |
0.6694 |
|
4.250 |
0.6660 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6763 |
0.6762 |
| PP |
0.6761 |
0.6760 |
| S1 |
0.6760 |
0.6758 |
|