CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6572 |
0.6564 |
-0.0009 |
-0.1% |
0.6716 |
| High |
0.6585 |
0.6578 |
-0.0007 |
-0.1% |
0.6720 |
| Low |
0.6549 |
0.6547 |
-0.0003 |
0.0% |
0.6532 |
| Close |
0.6564 |
0.6556 |
-0.0008 |
-0.1% |
0.6571 |
| Range |
0.0036 |
0.0031 |
-0.0005 |
-12.7% |
0.0188 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
89 |
51 |
-38 |
-42.7% |
851 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6653 |
0.6636 |
0.6573 |
|
| R3 |
0.6622 |
0.6605 |
0.6565 |
|
| R2 |
0.6591 |
0.6591 |
0.6562 |
|
| R1 |
0.6574 |
0.6574 |
0.6559 |
0.6567 |
| PP |
0.6560 |
0.6560 |
0.6560 |
0.6557 |
| S1 |
0.6543 |
0.6543 |
0.6553 |
0.6536 |
| S2 |
0.6529 |
0.6529 |
0.6550 |
|
| S3 |
0.6498 |
0.6512 |
0.6547 |
|
| S4 |
0.6467 |
0.6481 |
0.6539 |
|
|
| 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 |
0.6634 |
0.6532 |
0.0102 |
1.5% |
0.0040 |
0.6% |
24% |
False |
False |
162 |
| 10 |
0.6776 |
0.6532 |
0.0244 |
3.7% |
0.0039 |
0.6% |
10% |
False |
False |
123 |
| 20 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0038 |
0.6% |
8% |
False |
False |
103 |
| 40 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0041 |
0.6% |
8% |
False |
False |
83 |
| 60 |
0.6820 |
0.6532 |
0.0288 |
4.4% |
0.0038 |
0.6% |
8% |
False |
False |
59 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0036 |
0.6% |
36% |
False |
False |
47 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0031 |
0.5% |
36% |
False |
False |
42 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0027 |
0.4% |
36% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6709 |
|
2.618 |
0.6659 |
|
1.618 |
0.6628 |
|
1.000 |
0.6609 |
|
0.618 |
0.6597 |
|
HIGH |
0.6578 |
|
0.618 |
0.6566 |
|
0.500 |
0.6562 |
|
0.382 |
0.6558 |
|
LOW |
0.6547 |
|
0.618 |
0.6527 |
|
1.000 |
0.6516 |
|
1.618 |
0.6496 |
|
2.618 |
0.6465 |
|
4.250 |
0.6415 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6562 |
0.6566 |
| PP |
0.6560 |
0.6562 |
| S1 |
0.6558 |
0.6559 |
|