CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6775 |
0.6784 |
0.0009 |
0.1% |
0.6773 |
| High |
0.6820 |
0.6816 |
-0.0004 |
-0.1% |
0.6820 |
| Low |
0.6775 |
0.6777 |
0.0002 |
0.0% |
0.6749 |
| Close |
0.6785 |
0.6811 |
0.0026 |
0.4% |
0.6811 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0071 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
114 |
86 |
-28 |
-24.6% |
369 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6918 |
0.6903 |
0.6832 |
|
| R3 |
0.6879 |
0.6864 |
0.6821 |
|
| R2 |
0.6840 |
0.6840 |
0.6818 |
|
| R1 |
0.6825 |
0.6825 |
0.6814 |
0.6833 |
| PP |
0.6801 |
0.6801 |
0.6801 |
0.6805 |
| S1 |
0.6786 |
0.6786 |
0.6807 |
0.6794 |
| S2 |
0.6762 |
0.6762 |
0.6803 |
|
| S3 |
0.6723 |
0.6747 |
0.6800 |
|
| S4 |
0.6684 |
0.6708 |
0.6789 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6979 |
0.6850 |
|
| R3 |
0.6935 |
0.6908 |
0.6830 |
|
| R2 |
0.6864 |
0.6864 |
0.6824 |
|
| R1 |
0.6837 |
0.6837 |
0.6817 |
0.6851 |
| PP |
0.6793 |
0.6793 |
0.6793 |
0.6800 |
| S1 |
0.6766 |
0.6766 |
0.6804 |
0.6780 |
| S2 |
0.6722 |
0.6722 |
0.6797 |
|
| S3 |
0.6651 |
0.6695 |
0.6791 |
|
| S4 |
0.6580 |
0.6624 |
0.6771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6820 |
0.6749 |
0.0071 |
1.0% |
0.0029 |
0.4% |
87% |
False |
False |
73 |
| 10 |
0.6820 |
0.6645 |
0.0176 |
2.6% |
0.0039 |
0.6% |
95% |
False |
False |
91 |
| 20 |
0.6820 |
0.6618 |
0.0202 |
3.0% |
0.0038 |
0.6% |
95% |
False |
False |
76 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
95% |
False |
False |
52 |
| 60 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0035 |
0.5% |
98% |
False |
False |
37 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0032 |
0.5% |
98% |
False |
False |
33 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0027 |
0.4% |
98% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6982 |
|
2.618 |
0.6918 |
|
1.618 |
0.6879 |
|
1.000 |
0.6855 |
|
0.618 |
0.6840 |
|
HIGH |
0.6816 |
|
0.618 |
0.6801 |
|
0.500 |
0.6797 |
|
0.382 |
0.6792 |
|
LOW |
0.6777 |
|
0.618 |
0.6753 |
|
1.000 |
0.6738 |
|
1.618 |
0.6714 |
|
2.618 |
0.6675 |
|
4.250 |
0.6611 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6803 |
| PP |
0.6801 |
0.6796 |
| S1 |
0.6797 |
0.6789 |
|