CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6598 |
0.6562 |
-0.0036 |
-0.5% |
0.6716 |
| High |
0.6598 |
0.6585 |
-0.0014 |
-0.2% |
0.6720 |
| Low |
0.6532 |
0.6554 |
0.0022 |
0.3% |
0.6532 |
| Close |
0.6561 |
0.6571 |
0.0010 |
0.1% |
0.6571 |
| Range |
0.0066 |
0.0031 |
-0.0036 |
-53.8% |
0.0188 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
526 |
73 |
-453 |
-86.1% |
851 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6661 |
0.6646 |
0.6587 |
|
| R3 |
0.6631 |
0.6616 |
0.6579 |
|
| R2 |
0.6600 |
0.6600 |
0.6576 |
|
| R1 |
0.6585 |
0.6585 |
0.6573 |
0.6593 |
| PP |
0.6570 |
0.6570 |
0.6570 |
0.6573 |
| S1 |
0.6555 |
0.6555 |
0.6568 |
0.6562 |
| S2 |
0.6539 |
0.6539 |
0.6565 |
|
| S3 |
0.6509 |
0.6524 |
0.6562 |
|
| S4 |
0.6478 |
0.6494 |
0.6554 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7172 |
0.7059 |
0.6674 |
|
| R3 |
0.6984 |
0.6871 |
0.6622 |
|
| R2 |
0.6796 |
0.6796 |
0.6605 |
|
| R1 |
0.6683 |
0.6683 |
0.6588 |
0.6645 |
| PP |
0.6608 |
0.6608 |
0.6608 |
0.6589 |
| S1 |
0.6495 |
0.6495 |
0.6553 |
0.6457 |
| S2 |
0.6420 |
0.6420 |
0.6536 |
|
| S3 |
0.6232 |
0.6307 |
0.6519 |
|
| S4 |
0.6044 |
0.6119 |
0.6467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6720 |
0.6532 |
0.0188 |
2.9% |
0.0046 |
0.7% |
20% |
False |
False |
170 |
| 10 |
0.6808 |
0.6532 |
0.0276 |
4.2% |
0.0040 |
0.6% |
14% |
False |
False |
129 |
| 20 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0039 |
0.6% |
13% |
False |
False |
110 |
| 40 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0041 |
0.6% |
13% |
False |
False |
81 |
| 60 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0037 |
0.6% |
13% |
False |
False |
57 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0035 |
0.5% |
40% |
False |
False |
46 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0031 |
0.5% |
40% |
False |
False |
40 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0027 |
0.4% |
40% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6664 |
|
1.618 |
0.6634 |
|
1.000 |
0.6615 |
|
0.618 |
0.6603 |
|
HIGH |
0.6585 |
|
0.618 |
0.6573 |
|
0.500 |
0.6569 |
|
0.382 |
0.6566 |
|
LOW |
0.6554 |
|
0.618 |
0.6535 |
|
1.000 |
0.6524 |
|
1.618 |
0.6505 |
|
2.618 |
0.6474 |
|
4.250 |
0.6424 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6570 |
0.6583 |
| PP |
0.6570 |
0.6579 |
| S1 |
0.6569 |
0.6575 |
|