CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 07-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6524 |
0.6536 |
0.0012 |
0.2% |
0.6572 |
High |
0.6558 |
0.6590 |
0.0032 |
0.5% |
0.6585 |
Low |
0.6494 |
0.6531 |
0.0037 |
0.6% |
0.6500 |
Close |
0.6548 |
0.6532 |
-0.0016 |
-0.2% |
0.6531 |
Range |
0.0064 |
0.0059 |
-0.0005 |
-7.9% |
0.0085 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.5% |
0.0000 |
Volume |
265 |
319 |
54 |
20.4% |
1,913 |
|
Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6726 |
0.6688 |
0.6564 |
|
R3 |
0.6668 |
0.6629 |
0.6548 |
|
R2 |
0.6609 |
0.6609 |
0.6543 |
|
R1 |
0.6571 |
0.6571 |
0.6537 |
0.6561 |
PP |
0.6551 |
0.6551 |
0.6551 |
0.6546 |
S1 |
0.6512 |
0.6512 |
0.6527 |
0.6502 |
S2 |
0.6492 |
0.6492 |
0.6521 |
|
S3 |
0.6434 |
0.6454 |
0.6516 |
|
S4 |
0.6375 |
0.6395 |
0.6500 |
|
|
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 |
0.6590 |
0.6362 |
0.0228 |
3.5% |
0.0084 |
1.3% |
75% |
True |
False |
660 |
10 |
0.6598 |
0.6362 |
0.0236 |
3.6% |
0.0066 |
1.0% |
72% |
False |
False |
448 |
20 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0052 |
0.8% |
37% |
False |
False |
268 |
40 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0045 |
0.7% |
37% |
False |
False |
172 |
60 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0044 |
0.7% |
37% |
False |
False |
121 |
80 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0039 |
0.6% |
37% |
False |
False |
93 |
100 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0035 |
0.5% |
37% |
False |
False |
78 |
120 |
0.6820 |
0.6362 |
0.0458 |
7.0% |
0.0031 |
0.5% |
37% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6838 |
2.618 |
0.6743 |
1.618 |
0.6684 |
1.000 |
0.6648 |
0.618 |
0.6626 |
HIGH |
0.6590 |
0.618 |
0.6567 |
0.500 |
0.6560 |
0.382 |
0.6553 |
LOW |
0.6531 |
0.618 |
0.6495 |
1.000 |
0.6473 |
1.618 |
0.6436 |
2.618 |
0.6378 |
4.250 |
0.6282 |
|
|
Fisher Pivots for day following 07-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6560 |
0.6513 |
PP |
0.6551 |
0.6495 |
S1 |
0.6541 |
0.6476 |
|