CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6754 |
0.6728 |
-0.0026 |
-0.4% |
0.6792 |
| High |
0.6761 |
0.6729 |
-0.0033 |
-0.5% |
0.6808 |
| Low |
0.6726 |
0.6703 |
-0.0023 |
-0.3% |
0.6703 |
| Close |
0.6726 |
0.6704 |
-0.0022 |
-0.3% |
0.6704 |
| Range |
0.0036 |
0.0026 |
-0.0010 |
-28.2% |
0.0105 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
131 |
47 |
-84 |
-64.1% |
441 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6771 |
0.6718 |
|
| R3 |
0.6763 |
0.6746 |
0.6711 |
|
| R2 |
0.6737 |
0.6737 |
0.6708 |
|
| R1 |
0.6720 |
0.6720 |
0.6706 |
0.6716 |
| PP |
0.6712 |
0.6712 |
0.6712 |
0.6710 |
| S1 |
0.6695 |
0.6695 |
0.6701 |
0.6691 |
| S2 |
0.6686 |
0.6686 |
0.6699 |
|
| S3 |
0.6661 |
0.6669 |
0.6696 |
|
| S4 |
0.6635 |
0.6644 |
0.6689 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7053 |
0.6983 |
0.6761 |
|
| R3 |
0.6948 |
0.6878 |
0.6732 |
|
| R2 |
0.6843 |
0.6843 |
0.6723 |
|
| R1 |
0.6773 |
0.6773 |
0.6713 |
0.6756 |
| PP |
0.6738 |
0.6738 |
0.6738 |
0.6729 |
| S1 |
0.6668 |
0.6668 |
0.6694 |
0.6651 |
| S2 |
0.6633 |
0.6633 |
0.6684 |
|
| S3 |
0.6528 |
0.6563 |
0.6675 |
|
| S4 |
0.6423 |
0.6458 |
0.6646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6808 |
0.6703 |
0.0105 |
1.6% |
0.0034 |
0.5% |
0% |
False |
True |
88 |
| 10 |
0.6820 |
0.6703 |
0.0117 |
1.7% |
0.0031 |
0.5% |
0% |
False |
True |
81 |
| 20 |
0.6820 |
0.6645 |
0.0176 |
2.6% |
0.0037 |
0.6% |
34% |
False |
False |
87 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.1% |
0.0041 |
0.6% |
45% |
False |
False |
61 |
| 60 |
0.6820 |
0.6520 |
0.0301 |
4.5% |
0.0036 |
0.5% |
61% |
False |
False |
44 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0033 |
0.5% |
72% |
False |
False |
38 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0029 |
0.4% |
72% |
False |
False |
32 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0026 |
0.4% |
72% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6837 |
|
2.618 |
0.6795 |
|
1.618 |
0.6770 |
|
1.000 |
0.6754 |
|
0.618 |
0.6744 |
|
HIGH |
0.6729 |
|
0.618 |
0.6719 |
|
0.500 |
0.6716 |
|
0.382 |
0.6713 |
|
LOW |
0.6703 |
|
0.618 |
0.6687 |
|
1.000 |
0.6678 |
|
1.618 |
0.6662 |
|
2.618 |
0.6636 |
|
4.250 |
0.6595 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6716 |
0.6740 |
| PP |
0.6712 |
0.6728 |
| S1 |
0.6708 |
0.6716 |
|