CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6529 |
0.6604 |
0.0075 |
1.1% |
0.6512 |
| High |
0.6608 |
0.6621 |
0.0013 |
0.2% |
0.6621 |
| Low |
0.6528 |
0.6583 |
0.0056 |
0.9% |
0.6362 |
| Close |
0.6608 |
0.6590 |
-0.0018 |
-0.3% |
0.6590 |
| Range |
0.0081 |
0.0038 |
-0.0043 |
-53.4% |
0.0259 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
402 |
159 |
-243 |
-60.4% |
2,535 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6710 |
0.6688 |
0.6611 |
|
| R3 |
0.6673 |
0.6650 |
0.6600 |
|
| R2 |
0.6635 |
0.6635 |
0.6597 |
|
| R1 |
0.6613 |
0.6613 |
0.6593 |
0.6605 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6594 |
| S1 |
0.6575 |
0.6575 |
0.6587 |
0.6568 |
| S2 |
0.6560 |
0.6560 |
0.6583 |
|
| S3 |
0.6523 |
0.6538 |
0.6580 |
|
| S4 |
0.6485 |
0.6500 |
0.6569 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7300 |
0.7203 |
0.6732 |
|
| R3 |
0.7041 |
0.6945 |
0.6661 |
|
| R2 |
0.6783 |
0.6783 |
0.6637 |
|
| R1 |
0.6686 |
0.6686 |
0.6614 |
0.6735 |
| PP |
0.6524 |
0.6524 |
0.6524 |
0.6548 |
| S1 |
0.6428 |
0.6428 |
0.6566 |
0.6476 |
| S2 |
0.6266 |
0.6266 |
0.6543 |
|
| S3 |
0.6007 |
0.6169 |
0.6519 |
|
| S4 |
0.5749 |
0.5911 |
0.6448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6621 |
0.6362 |
0.0259 |
3.9% |
0.0081 |
1.2% |
88% |
True |
False |
507 |
| 10 |
0.6621 |
0.6362 |
0.0259 |
3.9% |
0.0068 |
1.0% |
88% |
True |
False |
444 |
| 20 |
0.6808 |
0.6362 |
0.0446 |
6.8% |
0.0054 |
0.8% |
51% |
False |
False |
287 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0046 |
0.7% |
50% |
False |
False |
181 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0045 |
0.7% |
50% |
False |
False |
130 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0040 |
0.6% |
50% |
False |
False |
99 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0036 |
0.6% |
50% |
False |
False |
83 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0032 |
0.5% |
50% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6780 |
|
2.618 |
0.6719 |
|
1.618 |
0.6681 |
|
1.000 |
0.6658 |
|
0.618 |
0.6644 |
|
HIGH |
0.6621 |
|
0.618 |
0.6606 |
|
0.500 |
0.6602 |
|
0.382 |
0.6597 |
|
LOW |
0.6583 |
|
0.618 |
0.6560 |
|
1.000 |
0.6546 |
|
1.618 |
0.6522 |
|
2.618 |
0.6485 |
|
4.250 |
0.6424 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6585 |
| PP |
0.6598 |
0.6579 |
| S1 |
0.6594 |
0.6574 |
|