CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6631 |
0.6598 |
-0.0034 |
-0.5% |
0.6792 |
| High |
0.6634 |
0.6598 |
-0.0036 |
-0.5% |
0.6808 |
| Low |
0.6598 |
0.6532 |
-0.0066 |
-1.0% |
0.6703 |
| Close |
0.6598 |
0.6561 |
-0.0037 |
-0.6% |
0.6704 |
| Range |
0.0036 |
0.0066 |
0.0030 |
83.3% |
0.0105 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.9% |
0.0000 |
| Volume |
75 |
526 |
451 |
601.3% |
441 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6762 |
0.6727 |
0.6597 |
|
| R3 |
0.6696 |
0.6661 |
0.6579 |
|
| R2 |
0.6630 |
0.6630 |
0.6573 |
|
| R1 |
0.6595 |
0.6595 |
0.6567 |
0.6580 |
| PP |
0.6564 |
0.6564 |
0.6564 |
0.6556 |
| S1 |
0.6529 |
0.6529 |
0.6555 |
0.6514 |
| S2 |
0.6498 |
0.6498 |
0.6549 |
|
| S3 |
0.6432 |
0.6463 |
0.6543 |
|
| S4 |
0.6366 |
0.6397 |
0.6525 |
|
|
| 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 |
0.6729 |
0.6532 |
0.0197 |
3.0% |
0.0045 |
0.7% |
15% |
False |
True |
165 |
| 10 |
0.6816 |
0.6532 |
0.0284 |
4.3% |
0.0041 |
0.6% |
10% |
False |
True |
130 |
| 20 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0040 |
0.6% |
10% |
False |
True |
115 |
| 40 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0042 |
0.6% |
10% |
False |
True |
80 |
| 60 |
0.6820 |
0.6520 |
0.0301 |
4.6% |
0.0038 |
0.6% |
14% |
False |
False |
56 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0035 |
0.5% |
38% |
False |
False |
47 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0031 |
0.5% |
38% |
False |
False |
40 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0027 |
0.4% |
38% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6879 |
|
2.618 |
0.6771 |
|
1.618 |
0.6705 |
|
1.000 |
0.6664 |
|
0.618 |
0.6639 |
|
HIGH |
0.6598 |
|
0.618 |
0.6573 |
|
0.500 |
0.6565 |
|
0.382 |
0.6557 |
|
LOW |
0.6532 |
|
0.618 |
0.6491 |
|
1.000 |
0.6466 |
|
1.618 |
0.6425 |
|
2.618 |
0.6359 |
|
4.250 |
0.6252 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6565 |
0.6598 |
| PP |
0.6564 |
0.6585 |
| S1 |
0.6562 |
0.6573 |
|