CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6792 |
0.0008 |
0.1% |
0.6773 |
| High |
0.6816 |
0.6808 |
-0.0008 |
-0.1% |
0.6820 |
| Low |
0.6777 |
0.6775 |
-0.0002 |
0.0% |
0.6749 |
| Close |
0.6811 |
0.6787 |
-0.0024 |
-0.4% |
0.6811 |
| Range |
0.0039 |
0.0033 |
-0.0006 |
-15.4% |
0.0071 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
86 |
113 |
27 |
31.4% |
369 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6871 |
0.6805 |
|
| R3 |
0.6856 |
0.6838 |
0.6796 |
|
| R2 |
0.6823 |
0.6823 |
0.6793 |
|
| R1 |
0.6805 |
0.6805 |
0.6790 |
0.6797 |
| PP |
0.6790 |
0.6790 |
0.6790 |
0.6786 |
| S1 |
0.6772 |
0.6772 |
0.6783 |
0.6764 |
| S2 |
0.6757 |
0.6757 |
0.6780 |
|
| S3 |
0.6724 |
0.6739 |
0.6777 |
|
| S4 |
0.6691 |
0.6706 |
0.6768 |
|
|
| 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% |
0.0031 |
0.5% |
53% |
False |
False |
85 |
| 10 |
0.6820 |
0.6658 |
0.0162 |
2.4% |
0.0036 |
0.5% |
79% |
False |
False |
99 |
| 20 |
0.6820 |
0.6618 |
0.0202 |
3.0% |
0.0038 |
0.6% |
83% |
False |
False |
81 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
84% |
False |
False |
54 |
| 60 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0036 |
0.5% |
92% |
False |
False |
39 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0032 |
0.5% |
92% |
False |
False |
34 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0028 |
0.4% |
92% |
False |
False |
29 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.1% |
0.0025 |
0.4% |
92% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6948 |
|
2.618 |
0.6894 |
|
1.618 |
0.6861 |
|
1.000 |
0.6841 |
|
0.618 |
0.6828 |
|
HIGH |
0.6808 |
|
0.618 |
0.6795 |
|
0.500 |
0.6792 |
|
0.382 |
0.6788 |
|
LOW |
0.6775 |
|
0.618 |
0.6755 |
|
1.000 |
0.6742 |
|
1.618 |
0.6722 |
|
2.618 |
0.6689 |
|
4.250 |
0.6635 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6792 |
0.6798 |
| PP |
0.6790 |
0.6794 |
| S1 |
0.6788 |
0.6790 |
|