CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6792 |
0.6784 |
-0.0008 |
-0.1% |
0.6773 |
| High |
0.6808 |
0.6785 |
-0.0024 |
-0.3% |
0.6820 |
| Low |
0.6775 |
0.6738 |
-0.0037 |
-0.5% |
0.6749 |
| Close |
0.6787 |
0.6755 |
-0.0032 |
-0.5% |
0.6811 |
| Range |
0.0033 |
0.0047 |
0.0014 |
40.9% |
0.0071 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
1.7% |
0.0000 |
| Volume |
113 |
87 |
-26 |
-23.0% |
369 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6899 |
0.6873 |
0.6781 |
|
| R3 |
0.6852 |
0.6827 |
0.6768 |
|
| R2 |
0.6806 |
0.6806 |
0.6764 |
|
| R1 |
0.6780 |
0.6780 |
0.6759 |
0.6770 |
| PP |
0.6759 |
0.6759 |
0.6759 |
0.6754 |
| S1 |
0.6734 |
0.6734 |
0.6751 |
0.6723 |
| S2 |
0.6713 |
0.6713 |
0.6746 |
|
| S3 |
0.6666 |
0.6687 |
0.6742 |
|
| S4 |
0.6620 |
0.6641 |
0.6729 |
|
|
| 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 |
0.6738 |
0.0082 |
1.2% |
0.0036 |
0.5% |
21% |
False |
True |
83 |
| 10 |
0.6820 |
0.6658 |
0.0162 |
2.4% |
0.0037 |
0.5% |
60% |
False |
False |
84 |
| 20 |
0.6820 |
0.6618 |
0.0202 |
3.0% |
0.0038 |
0.6% |
68% |
False |
False |
84 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
69% |
False |
False |
56 |
| 60 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0037 |
0.5% |
84% |
False |
False |
40 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0033 |
0.5% |
84% |
False |
False |
35 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0028 |
0.4% |
84% |
False |
False |
30 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0025 |
0.4% |
84% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6982 |
|
2.618 |
0.6906 |
|
1.618 |
0.6860 |
|
1.000 |
0.6831 |
|
0.618 |
0.6813 |
|
HIGH |
0.6785 |
|
0.618 |
0.6767 |
|
0.500 |
0.6761 |
|
0.382 |
0.6756 |
|
LOW |
0.6738 |
|
0.618 |
0.6709 |
|
1.000 |
0.6692 |
|
1.618 |
0.6663 |
|
2.618 |
0.6616 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6761 |
0.6777 |
| PP |
0.6759 |
0.6770 |
| S1 |
0.6757 |
0.6762 |
|