CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6716 |
0.6663 |
-0.0053 |
-0.8% |
0.6792 |
| High |
0.6720 |
0.6663 |
-0.0057 |
-0.8% |
0.6808 |
| Low |
0.6655 |
0.6631 |
-0.0025 |
-0.4% |
0.6703 |
| Close |
0.6661 |
0.6633 |
-0.0029 |
-0.4% |
0.6704 |
| Range |
0.0065 |
0.0033 |
-0.0033 |
-50.0% |
0.0105 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
112 |
65 |
-47 |
-42.0% |
441 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6740 |
0.6719 |
0.6650 |
|
| R3 |
0.6707 |
0.6686 |
0.6641 |
|
| R2 |
0.6675 |
0.6675 |
0.6638 |
|
| R1 |
0.6654 |
0.6654 |
0.6635 |
0.6648 |
| PP |
0.6642 |
0.6642 |
0.6642 |
0.6639 |
| S1 |
0.6621 |
0.6621 |
0.6630 |
0.6615 |
| S2 |
0.6610 |
0.6610 |
0.6627 |
|
| S3 |
0.6577 |
0.6589 |
0.6624 |
|
| S4 |
0.6545 |
0.6556 |
0.6615 |
|
|
| 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 |
0.6776 |
0.6631 |
0.0146 |
2.2% |
0.0037 |
0.6% |
1% |
False |
True |
83 |
| 10 |
0.6820 |
0.6631 |
0.0190 |
2.9% |
0.0037 |
0.6% |
1% |
False |
True |
83 |
| 20 |
0.6820 |
0.6631 |
0.0190 |
2.9% |
0.0038 |
0.6% |
1% |
False |
True |
92 |
| 40 |
0.6820 |
0.6609 |
0.0211 |
3.2% |
0.0041 |
0.6% |
11% |
False |
False |
65 |
| 60 |
0.6820 |
0.6520 |
0.0301 |
4.5% |
0.0038 |
0.6% |
38% |
False |
False |
46 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0034 |
0.5% |
55% |
False |
False |
40 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0030 |
0.5% |
55% |
False |
False |
34 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0026 |
0.4% |
55% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6801 |
|
2.618 |
0.6748 |
|
1.618 |
0.6716 |
|
1.000 |
0.6696 |
|
0.618 |
0.6683 |
|
HIGH |
0.6663 |
|
0.618 |
0.6651 |
|
0.500 |
0.6647 |
|
0.382 |
0.6643 |
|
LOW |
0.6631 |
|
0.618 |
0.6610 |
|
1.000 |
0.6598 |
|
1.618 |
0.6578 |
|
2.618 |
0.6545 |
|
4.250 |
0.6492 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6647 |
0.6680 |
| PP |
0.6642 |
0.6664 |
| S1 |
0.6637 |
0.6648 |
|