CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6604 |
0.6589 |
-0.0015 |
-0.2% |
0.6512 |
| High |
0.6621 |
0.6621 |
0.0001 |
0.0% |
0.6621 |
| Low |
0.6583 |
0.6587 |
0.0004 |
0.1% |
0.6362 |
| Close |
0.6590 |
0.6605 |
0.0015 |
0.2% |
0.6590 |
| Range |
0.0038 |
0.0034 |
-0.0004 |
-9.3% |
0.0259 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
159 |
324 |
165 |
103.8% |
2,535 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6706 |
0.6689 |
0.6623 |
|
| R3 |
0.6672 |
0.6655 |
0.6614 |
|
| R2 |
0.6638 |
0.6638 |
0.6611 |
|
| R1 |
0.6621 |
0.6621 |
0.6608 |
0.6630 |
| PP |
0.6604 |
0.6604 |
0.6604 |
0.6608 |
| S1 |
0.6587 |
0.6587 |
0.6601 |
0.6596 |
| S2 |
0.6570 |
0.6570 |
0.6598 |
|
| S3 |
0.6536 |
0.6553 |
0.6595 |
|
| S4 |
0.6502 |
0.6519 |
0.6586 |
|
|
| 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 |
0.6494 |
0.0127 |
1.9% |
0.0055 |
0.8% |
87% |
True |
False |
293 |
| 10 |
0.6621 |
0.6362 |
0.0259 |
3.9% |
0.0068 |
1.0% |
94% |
True |
False |
468 |
| 20 |
0.6785 |
0.6362 |
0.0423 |
6.4% |
0.0054 |
0.8% |
57% |
False |
False |
297 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0046 |
0.7% |
53% |
False |
False |
189 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0045 |
0.7% |
53% |
False |
False |
135 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0040 |
0.6% |
53% |
False |
False |
103 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0037 |
0.6% |
53% |
False |
False |
87 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0032 |
0.5% |
53% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6766 |
|
2.618 |
0.6710 |
|
1.618 |
0.6676 |
|
1.000 |
0.6655 |
|
0.618 |
0.6642 |
|
HIGH |
0.6621 |
|
0.618 |
0.6608 |
|
0.500 |
0.6604 |
|
0.382 |
0.6600 |
|
LOW |
0.6587 |
|
0.618 |
0.6566 |
|
1.000 |
0.6553 |
|
1.618 |
0.6532 |
|
2.618 |
0.6498 |
|
4.250 |
0.6443 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6604 |
0.6594 |
| PP |
0.6604 |
0.6584 |
| S1 |
0.6604 |
0.6574 |
|