CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6663 |
0.6631 |
-0.0032 |
-0.5% |
0.6792 |
| High |
0.6663 |
0.6634 |
-0.0030 |
-0.4% |
0.6808 |
| Low |
0.6631 |
0.6598 |
-0.0033 |
-0.5% |
0.6703 |
| Close |
0.6633 |
0.6598 |
-0.0035 |
-0.5% |
0.6704 |
| Range |
0.0033 |
0.0036 |
0.0004 |
10.8% |
0.0105 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
65 |
75 |
10 |
15.4% |
441 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6718 |
0.6694 |
0.6617 |
|
| R3 |
0.6682 |
0.6658 |
0.6607 |
|
| R2 |
0.6646 |
0.6646 |
0.6604 |
|
| R1 |
0.6622 |
0.6622 |
0.6601 |
0.6616 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6607 |
| S1 |
0.6586 |
0.6586 |
0.6594 |
0.6580 |
| S2 |
0.6574 |
0.6574 |
0.6591 |
|
| S3 |
0.6538 |
0.6550 |
0.6588 |
|
| S4 |
0.6502 |
0.6514 |
0.6578 |
|
|
| 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 |
0.6761 |
0.6598 |
0.0164 |
2.5% |
0.0039 |
0.6% |
0% |
False |
True |
86 |
| 10 |
0.6820 |
0.6598 |
0.0223 |
3.4% |
0.0039 |
0.6% |
0% |
False |
True |
89 |
| 20 |
0.6820 |
0.6598 |
0.0223 |
3.4% |
0.0039 |
0.6% |
0% |
False |
True |
93 |
| 40 |
0.6820 |
0.6598 |
0.0223 |
3.4% |
0.0041 |
0.6% |
0% |
False |
True |
67 |
| 60 |
0.6820 |
0.6520 |
0.0301 |
4.6% |
0.0038 |
0.6% |
26% |
False |
False |
47 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0034 |
0.5% |
46% |
False |
False |
41 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0030 |
0.5% |
46% |
False |
False |
34 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0027 |
0.4% |
46% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6787 |
|
2.618 |
0.6728 |
|
1.618 |
0.6692 |
|
1.000 |
0.6670 |
|
0.618 |
0.6656 |
|
HIGH |
0.6634 |
|
0.618 |
0.6620 |
|
0.500 |
0.6616 |
|
0.382 |
0.6611 |
|
LOW |
0.6598 |
|
0.618 |
0.6575 |
|
1.000 |
0.6562 |
|
1.618 |
0.6539 |
|
2.618 |
0.6503 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6616 |
0.6659 |
| PP |
0.6610 |
0.6638 |
| S1 |
0.6604 |
0.6618 |
|