CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6756 |
0.6754 |
-0.0002 |
0.0% |
0.6773 |
| High |
0.6776 |
0.6761 |
-0.0015 |
-0.2% |
0.6820 |
| Low |
0.6748 |
0.6726 |
-0.0022 |
-0.3% |
0.6749 |
| Close |
0.6748 |
0.6726 |
-0.0022 |
-0.3% |
0.6811 |
| Range |
0.0029 |
0.0036 |
0.0007 |
24.6% |
0.0071 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
63 |
131 |
68 |
107.9% |
369 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6844 |
0.6820 |
0.6745 |
|
| R3 |
0.6808 |
0.6785 |
0.6735 |
|
| R2 |
0.6773 |
0.6773 |
0.6732 |
|
| R1 |
0.6749 |
0.6749 |
0.6729 |
0.6743 |
| PP |
0.6737 |
0.6737 |
0.6737 |
0.6734 |
| S1 |
0.6714 |
0.6714 |
0.6722 |
0.6708 |
| S2 |
0.6702 |
0.6702 |
0.6719 |
|
| S3 |
0.6666 |
0.6678 |
0.6716 |
|
| S4 |
0.6631 |
0.6643 |
0.6706 |
|
|
| 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 |
0.6816 |
0.6726 |
0.0091 |
1.3% |
0.0037 |
0.5% |
0% |
False |
True |
96 |
| 10 |
0.6820 |
0.6726 |
0.0095 |
1.4% |
0.0033 |
0.5% |
0% |
False |
True |
86 |
| 20 |
0.6820 |
0.6645 |
0.0176 |
2.6% |
0.0037 |
0.5% |
46% |
False |
False |
91 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
55% |
False |
False |
60 |
| 60 |
0.6820 |
0.6495 |
0.0325 |
4.8% |
0.0036 |
0.5% |
71% |
False |
False |
43 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0033 |
0.5% |
77% |
False |
False |
37 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0029 |
0.4% |
77% |
False |
False |
31 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0026 |
0.4% |
77% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6912 |
|
2.618 |
0.6854 |
|
1.618 |
0.6818 |
|
1.000 |
0.6797 |
|
0.618 |
0.6783 |
|
HIGH |
0.6761 |
|
0.618 |
0.6747 |
|
0.500 |
0.6743 |
|
0.382 |
0.6739 |
|
LOW |
0.6726 |
|
0.618 |
0.6704 |
|
1.000 |
0.6690 |
|
1.618 |
0.6668 |
|
2.618 |
0.6633 |
|
4.250 |
0.6575 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6743 |
0.6755 |
| PP |
0.6737 |
0.6745 |
| S1 |
0.6731 |
0.6735 |
|