CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6565 |
0.6518 |
-0.0047 |
-0.7% |
0.6572 |
| High |
0.6582 |
0.6563 |
-0.0020 |
-0.3% |
0.6585 |
| Low |
0.6508 |
0.6505 |
-0.0003 |
0.0% |
0.6500 |
| Close |
0.6510 |
0.6531 |
0.0021 |
0.3% |
0.6531 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.8% |
0.0085 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.1% |
0.0000 |
| Volume |
718 |
609 |
-109 |
-15.2% |
1,913 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6705 |
0.6675 |
0.6562 |
|
| R3 |
0.6648 |
0.6618 |
0.6546 |
|
| R2 |
0.6590 |
0.6590 |
0.6541 |
|
| R1 |
0.6560 |
0.6560 |
0.6536 |
0.6575 |
| PP |
0.6533 |
0.6533 |
0.6533 |
0.6540 |
| S1 |
0.6503 |
0.6503 |
0.6525 |
0.6518 |
| S2 |
0.6475 |
0.6475 |
0.6520 |
|
| S3 |
0.6418 |
0.6445 |
0.6515 |
|
| S4 |
0.6360 |
0.6388 |
0.6499 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6793 |
0.6747 |
0.6577 |
|
| R3 |
0.6708 |
0.6662 |
0.6554 |
|
| R2 |
0.6623 |
0.6623 |
0.6546 |
|
| R1 |
0.6577 |
0.6577 |
0.6538 |
0.6558 |
| PP |
0.6538 |
0.6538 |
0.6538 |
0.6529 |
| S1 |
0.6492 |
0.6492 |
0.6523 |
0.6473 |
| S2 |
0.6453 |
0.6453 |
0.6515 |
|
| S3 |
0.6368 |
0.6407 |
0.6507 |
|
| S4 |
0.6283 |
0.6322 |
0.6484 |
|
|
| 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% |
0.0055 |
0.8% |
36% |
False |
False |
382 |
| 10 |
0.6720 |
0.6500 |
0.0221 |
3.4% |
0.0050 |
0.8% |
14% |
False |
False |
276 |
| 20 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0041 |
0.6% |
10% |
False |
False |
178 |
| 40 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0042 |
0.6% |
10% |
False |
False |
125 |
| 60 |
0.6820 |
0.6500 |
0.0321 |
4.9% |
0.0040 |
0.6% |
10% |
False |
False |
88 |
| 80 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0038 |
0.6% |
30% |
False |
False |
69 |
| 100 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0033 |
0.5% |
30% |
False |
False |
59 |
| 120 |
0.6820 |
0.6405 |
0.0416 |
6.4% |
0.0029 |
0.4% |
30% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6807 |
|
2.618 |
0.6713 |
|
1.618 |
0.6656 |
|
1.000 |
0.6620 |
|
0.618 |
0.6598 |
|
HIGH |
0.6563 |
|
0.618 |
0.6541 |
|
0.500 |
0.6534 |
|
0.382 |
0.6527 |
|
LOW |
0.6505 |
|
0.618 |
0.6469 |
|
1.000 |
0.6448 |
|
1.618 |
0.6412 |
|
2.618 |
0.6354 |
|
4.250 |
0.6261 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6534 |
0.6541 |
| PP |
0.6533 |
0.6537 |
| S1 |
0.6532 |
0.6534 |
|