CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 05-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6518 |
0.6512 |
-0.0006 |
-0.1% |
0.6572 |
High |
0.6563 |
0.6526 |
-0.0037 |
-0.6% |
0.6585 |
Low |
0.6505 |
0.6362 |
-0.0143 |
-2.2% |
0.6500 |
Close |
0.6531 |
0.6502 |
-0.0029 |
-0.4% |
0.6531 |
Range |
0.0058 |
0.0164 |
0.0107 |
185.2% |
0.0085 |
ATR |
0.0045 |
0.0054 |
0.0009 |
19.5% |
0.0000 |
Volume |
609 |
1,390 |
781 |
128.2% |
1,913 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6955 |
0.6892 |
0.6592 |
|
R3 |
0.6791 |
0.6728 |
0.6547 |
|
R2 |
0.6627 |
0.6627 |
0.6532 |
|
R1 |
0.6564 |
0.6564 |
0.6517 |
0.6514 |
PP |
0.6463 |
0.6463 |
0.6463 |
0.6438 |
S1 |
0.6400 |
0.6400 |
0.6486 |
0.6350 |
S2 |
0.6299 |
0.6299 |
0.6471 |
|
S3 |
0.6135 |
0.6236 |
0.6456 |
|
S4 |
0.5971 |
0.6072 |
0.6411 |
|
|
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 |
0.6582 |
0.6362 |
0.0220 |
3.4% |
0.0080 |
1.2% |
63% |
False |
True |
642 |
10 |
0.6663 |
0.6362 |
0.0301 |
4.6% |
0.0060 |
0.9% |
46% |
False |
True |
404 |
20 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0048 |
0.7% |
30% |
False |
True |
245 |
40 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0046 |
0.7% |
30% |
False |
True |
159 |
60 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0042 |
0.7% |
30% |
False |
True |
112 |
80 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0039 |
0.6% |
30% |
False |
True |
87 |
100 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0034 |
0.5% |
30% |
False |
True |
73 |
120 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0030 |
0.5% |
30% |
False |
True |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7223 |
2.618 |
0.6955 |
1.618 |
0.6791 |
1.000 |
0.6690 |
0.618 |
0.6627 |
HIGH |
0.6526 |
0.618 |
0.6463 |
0.500 |
0.6444 |
0.382 |
0.6425 |
LOW |
0.6362 |
0.618 |
0.6261 |
1.000 |
0.6198 |
1.618 |
0.6097 |
2.618 |
0.5933 |
4.250 |
0.5665 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6482 |
0.6492 |
PP |
0.6463 |
0.6482 |
S1 |
0.6444 |
0.6472 |
|