CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6762 |
0.6775 |
0.0013 |
0.2% |
0.6703 |
| High |
0.6772 |
0.6820 |
0.0048 |
0.7% |
0.6776 |
| Low |
0.6757 |
0.6775 |
0.0018 |
0.3% |
0.6658 |
| Close |
0.6769 |
0.6785 |
0.0016 |
0.2% |
0.6776 |
| Range |
0.0015 |
0.0045 |
0.0030 |
200.0% |
0.0118 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.3% |
0.0000 |
| Volume |
17 |
114 |
97 |
570.6% |
509 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6928 |
0.6901 |
0.6809 |
|
| R3 |
0.6883 |
0.6856 |
0.6797 |
|
| R2 |
0.6838 |
0.6838 |
0.6793 |
|
| R1 |
0.6811 |
0.6811 |
0.6789 |
0.6825 |
| PP |
0.6793 |
0.6793 |
0.6793 |
0.6800 |
| S1 |
0.6766 |
0.6766 |
0.6780 |
0.6780 |
| S2 |
0.6748 |
0.6748 |
0.6776 |
|
| S3 |
0.6703 |
0.6721 |
0.6772 |
|
| S4 |
0.6658 |
0.6676 |
0.6760 |
|
|
| 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 |
0.6820 |
0.6734 |
0.0086 |
1.3% |
0.0029 |
0.4% |
59% |
True |
False |
77 |
| 10 |
0.6820 |
0.6645 |
0.0176 |
2.6% |
0.0038 |
0.6% |
80% |
True |
False |
100 |
| 20 |
0.6820 |
0.6618 |
0.0202 |
3.0% |
0.0040 |
0.6% |
82% |
True |
False |
78 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
83% |
True |
False |
50 |
| 60 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0035 |
0.5% |
91% |
True |
False |
36 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0031 |
0.5% |
91% |
True |
False |
31 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0027 |
0.4% |
91% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7011 |
|
2.618 |
0.6938 |
|
1.618 |
0.6893 |
|
1.000 |
0.6865 |
|
0.618 |
0.6848 |
|
HIGH |
0.6820 |
|
0.618 |
0.6803 |
|
0.500 |
0.6798 |
|
0.382 |
0.6792 |
|
LOW |
0.6775 |
|
0.618 |
0.6747 |
|
1.000 |
0.6730 |
|
1.618 |
0.6702 |
|
2.618 |
0.6657 |
|
4.250 |
0.6584 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6798 |
0.6785 |
| PP |
0.6793 |
0.6785 |
| S1 |
0.6789 |
0.6785 |
|