CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 29-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
0.6562 |
0.6572 |
0.0011 |
0.2% |
0.6716 |
High |
0.6585 |
0.6585 |
0.0000 |
0.0% |
0.6720 |
Low |
0.6554 |
0.6549 |
-0.0005 |
-0.1% |
0.6532 |
Close |
0.6571 |
0.6564 |
-0.0007 |
-0.1% |
0.6571 |
Range |
0.0031 |
0.0036 |
0.0005 |
16.4% |
0.0188 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.9% |
0.0000 |
Volume |
73 |
89 |
16 |
21.9% |
851 |
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6672 |
0.6653 |
0.6583 |
|
R3 |
0.6637 |
0.6618 |
0.6573 |
|
R2 |
0.6601 |
0.6601 |
0.6570 |
|
R1 |
0.6582 |
0.6582 |
0.6567 |
0.6574 |
PP |
0.6566 |
0.6566 |
0.6566 |
0.6562 |
S1 |
0.6547 |
0.6547 |
0.6560 |
0.6539 |
S2 |
0.6530 |
0.6530 |
0.6557 |
|
S3 |
0.6495 |
0.6511 |
0.6554 |
|
S4 |
0.6459 |
0.6476 |
0.6544 |
|
|
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 |
0.6663 |
0.6532 |
0.0131 |
2.0% |
0.0040 |
0.6% |
24% |
False |
False |
165 |
10 |
0.6785 |
0.6532 |
0.0253 |
3.8% |
0.0040 |
0.6% |
12% |
False |
False |
126 |
20 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0038 |
0.6% |
11% |
False |
False |
112 |
40 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0041 |
0.6% |
11% |
False |
False |
83 |
60 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0038 |
0.6% |
11% |
False |
False |
58 |
80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0036 |
0.5% |
38% |
False |
False |
47 |
100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0031 |
0.5% |
38% |
False |
False |
41 |
120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0027 |
0.4% |
38% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6735 |
2.618 |
0.6677 |
1.618 |
0.6642 |
1.000 |
0.6620 |
0.618 |
0.6606 |
HIGH |
0.6585 |
0.618 |
0.6571 |
0.500 |
0.6567 |
0.382 |
0.6563 |
LOW |
0.6549 |
0.618 |
0.6527 |
1.000 |
0.6514 |
1.618 |
0.6492 |
2.618 |
0.6456 |
4.250 |
0.6398 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6567 |
0.6565 |
PP |
0.6566 |
0.6565 |
S1 |
0.6565 |
0.6564 |
|