CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6557 |
0.6565 |
0.0008 |
0.1% |
0.6716 |
| High |
0.6575 |
0.6582 |
0.0008 |
0.1% |
0.6720 |
| Low |
0.6500 |
0.6508 |
0.0008 |
0.1% |
0.6532 |
| Close |
0.6565 |
0.6510 |
-0.0055 |
-0.8% |
0.6571 |
| Range |
0.0075 |
0.0075 |
-0.0001 |
-0.7% |
0.0188 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
5.6% |
0.0000 |
| Volume |
446 |
718 |
272 |
61.0% |
851 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6757 |
0.6708 |
0.6550 |
|
| R3 |
0.6682 |
0.6633 |
0.6530 |
|
| R2 |
0.6608 |
0.6608 |
0.6523 |
|
| R1 |
0.6559 |
0.6559 |
0.6516 |
0.6546 |
| PP |
0.6533 |
0.6533 |
0.6533 |
0.6527 |
| S1 |
0.6484 |
0.6484 |
0.6503 |
0.6471 |
| S2 |
0.6459 |
0.6459 |
0.6496 |
|
| S3 |
0.6384 |
0.6410 |
0.6489 |
|
| S4 |
0.6310 |
0.6335 |
0.6469 |
|
|
| 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 |
0.6585 |
0.6500 |
0.0085 |
1.3% |
0.0049 |
0.8% |
12% |
False |
False |
275 |
| 10 |
0.6729 |
0.6500 |
0.0229 |
3.5% |
0.0047 |
0.7% |
4% |
False |
False |
220 |
| 20 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0040 |
0.6% |
3% |
False |
False |
153 |
| 40 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0042 |
0.6% |
3% |
False |
False |
110 |
| 60 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0040 |
0.6% |
3% |
False |
False |
78 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0038 |
0.6% |
25% |
False |
False |
62 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0032 |
0.5% |
25% |
False |
False |
53 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0028 |
0.4% |
25% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6899 |
|
2.618 |
0.6777 |
|
1.618 |
0.6703 |
|
1.000 |
0.6657 |
|
0.618 |
0.6628 |
|
HIGH |
0.6582 |
|
0.618 |
0.6554 |
|
0.500 |
0.6545 |
|
0.382 |
0.6536 |
|
LOW |
0.6508 |
|
0.618 |
0.6461 |
|
1.000 |
0.6433 |
|
1.618 |
0.6387 |
|
2.618 |
0.6312 |
|
4.250 |
0.6191 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6545 |
0.6541 |
| PP |
0.6533 |
0.6530 |
| S1 |
0.6521 |
0.6520 |
|