CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6728 |
0.6716 |
-0.0012 |
-0.2% |
0.6792 |
| High |
0.6729 |
0.6720 |
-0.0009 |
-0.1% |
0.6808 |
| Low |
0.6703 |
0.6655 |
-0.0048 |
-0.7% |
0.6703 |
| Close |
0.6704 |
0.6661 |
-0.0043 |
-0.6% |
0.6704 |
| Range |
0.0026 |
0.0065 |
0.0040 |
154.9% |
0.0105 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
5.1% |
0.0000 |
| Volume |
47 |
112 |
65 |
138.3% |
441 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6874 |
0.6832 |
0.6697 |
|
| R3 |
0.6809 |
0.6767 |
0.6679 |
|
| R2 |
0.6744 |
0.6744 |
0.6673 |
|
| R1 |
0.6702 |
0.6702 |
0.6667 |
0.6691 |
| PP |
0.6679 |
0.6679 |
0.6679 |
0.6673 |
| S1 |
0.6637 |
0.6637 |
0.6655 |
0.6626 |
| S2 |
0.6614 |
0.6614 |
0.6649 |
|
| S3 |
0.6549 |
0.6572 |
0.6643 |
|
| S4 |
0.6484 |
0.6507 |
0.6625 |
|
|
| 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 |
0.6785 |
0.6655 |
0.0130 |
1.9% |
0.0040 |
0.6% |
5% |
False |
True |
88 |
| 10 |
0.6820 |
0.6655 |
0.0165 |
2.5% |
0.0035 |
0.5% |
4% |
False |
True |
86 |
| 20 |
0.6820 |
0.6645 |
0.0176 |
2.6% |
0.0038 |
0.6% |
9% |
False |
False |
91 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.2% |
0.0041 |
0.6% |
25% |
False |
False |
64 |
| 60 |
0.6820 |
0.6520 |
0.0301 |
4.5% |
0.0037 |
0.6% |
47% |
False |
False |
45 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0034 |
0.5% |
62% |
False |
False |
39 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0030 |
0.4% |
62% |
False |
False |
33 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.2% |
0.0026 |
0.4% |
62% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6996 |
|
2.618 |
0.6890 |
|
1.618 |
0.6825 |
|
1.000 |
0.6785 |
|
0.618 |
0.6760 |
|
HIGH |
0.6720 |
|
0.618 |
0.6695 |
|
0.500 |
0.6688 |
|
0.382 |
0.6680 |
|
LOW |
0.6655 |
|
0.618 |
0.6615 |
|
1.000 |
0.6590 |
|
1.618 |
0.6550 |
|
2.618 |
0.6485 |
|
4.250 |
0.6379 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6688 |
0.6708 |
| PP |
0.6679 |
0.6692 |
| S1 |
0.6670 |
0.6677 |
|