CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6564 |
0.6557 |
-0.0007 |
-0.1% |
0.6716 |
| High |
0.6578 |
0.6575 |
-0.0003 |
0.0% |
0.6720 |
| Low |
0.6547 |
0.6500 |
-0.0047 |
-0.7% |
0.6532 |
| Close |
0.6556 |
0.6565 |
0.0009 |
0.1% |
0.6571 |
| Range |
0.0031 |
0.0075 |
0.0044 |
141.9% |
0.0188 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
6.5% |
0.0000 |
| Volume |
51 |
446 |
395 |
774.5% |
851 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6771 |
0.6743 |
0.6606 |
|
| R3 |
0.6696 |
0.6668 |
0.6585 |
|
| R2 |
0.6621 |
0.6621 |
0.6578 |
|
| R1 |
0.6593 |
0.6593 |
0.6571 |
0.6607 |
| PP |
0.6546 |
0.6546 |
0.6546 |
0.6553 |
| S1 |
0.6518 |
0.6518 |
0.6558 |
0.6532 |
| S2 |
0.6471 |
0.6471 |
0.6551 |
|
| S3 |
0.6396 |
0.6443 |
0.6544 |
|
| S4 |
0.6321 |
0.6368 |
0.6523 |
|
|
| 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 |
0.6598 |
0.6500 |
0.0099 |
1.5% |
0.0048 |
0.7% |
66% |
False |
True |
237 |
| 10 |
0.6761 |
0.6500 |
0.0262 |
4.0% |
0.0043 |
0.7% |
25% |
False |
True |
161 |
| 20 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0040 |
0.6% |
20% |
False |
True |
121 |
| 40 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0041 |
0.6% |
20% |
False |
True |
94 |
| 60 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0038 |
0.6% |
20% |
False |
True |
67 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0037 |
0.6% |
39% |
False |
False |
53 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0032 |
0.5% |
39% |
False |
False |
46 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.3% |
0.0028 |
0.4% |
39% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6893 |
|
2.618 |
0.6771 |
|
1.618 |
0.6696 |
|
1.000 |
0.6650 |
|
0.618 |
0.6621 |
|
HIGH |
0.6575 |
|
0.618 |
0.6546 |
|
0.500 |
0.6537 |
|
0.382 |
0.6528 |
|
LOW |
0.6500 |
|
0.618 |
0.6453 |
|
1.000 |
0.6425 |
|
1.618 |
0.6378 |
|
2.618 |
0.6303 |
|
4.250 |
0.6181 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6555 |
0.6557 |
| PP |
0.6546 |
0.6550 |
| S1 |
0.6537 |
0.6542 |
|