CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6589 |
0.6604 |
0.0015 |
0.2% |
0.6512 |
| High |
0.6621 |
0.6653 |
0.0032 |
0.5% |
0.6621 |
| Low |
0.6587 |
0.6597 |
0.0010 |
0.2% |
0.6362 |
| Close |
0.6605 |
0.6653 |
0.0048 |
0.7% |
0.6590 |
| Range |
0.0034 |
0.0056 |
0.0022 |
63.2% |
0.0259 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
324 |
141 |
-183 |
-56.5% |
2,535 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6782 |
0.6683 |
|
| R3 |
0.6745 |
0.6727 |
0.6668 |
|
| R2 |
0.6690 |
0.6690 |
0.6663 |
|
| R1 |
0.6671 |
0.6671 |
0.6658 |
0.6680 |
| PP |
0.6634 |
0.6634 |
0.6634 |
0.6639 |
| S1 |
0.6616 |
0.6616 |
0.6647 |
0.6625 |
| S2 |
0.6579 |
0.6579 |
0.6642 |
|
| S3 |
0.6523 |
0.6560 |
0.6637 |
|
| S4 |
0.6468 |
0.6505 |
0.6622 |
|
|
| 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 |
0.6653 |
0.6528 |
0.0125 |
1.9% |
0.0053 |
0.8% |
100% |
True |
False |
269 |
| 10 |
0.6653 |
0.6362 |
0.0291 |
4.4% |
0.0070 |
1.1% |
100% |
True |
False |
477 |
| 20 |
0.6776 |
0.6362 |
0.0414 |
6.2% |
0.0054 |
0.8% |
70% |
False |
False |
300 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0046 |
0.7% |
63% |
False |
False |
192 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0045 |
0.7% |
63% |
False |
False |
137 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0041 |
0.6% |
63% |
False |
False |
105 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0037 |
0.6% |
63% |
False |
False |
88 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0033 |
0.5% |
63% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6888 |
|
2.618 |
0.6798 |
|
1.618 |
0.6742 |
|
1.000 |
0.6708 |
|
0.618 |
0.6687 |
|
HIGH |
0.6653 |
|
0.618 |
0.6631 |
|
0.500 |
0.6625 |
|
0.382 |
0.6618 |
|
LOW |
0.6597 |
|
0.618 |
0.6563 |
|
1.000 |
0.6542 |
|
1.618 |
0.6507 |
|
2.618 |
0.6452 |
|
4.250 |
0.6361 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6643 |
0.6641 |
| PP |
0.6634 |
0.6629 |
| S1 |
0.6625 |
0.6618 |
|