CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6604 |
0.6653 |
0.0049 |
0.7% |
0.6512 |
| High |
0.6653 |
0.6658 |
0.0005 |
0.1% |
0.6621 |
| Low |
0.6597 |
0.6613 |
0.0016 |
0.2% |
0.6362 |
| Close |
0.6653 |
0.6621 |
-0.0032 |
-0.5% |
0.6590 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.8% |
0.0259 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
141 |
201 |
60 |
42.6% |
2,535 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6764 |
0.6737 |
0.6645 |
|
| R3 |
0.6720 |
0.6693 |
0.6633 |
|
| R2 |
0.6675 |
0.6675 |
0.6629 |
|
| R1 |
0.6648 |
0.6648 |
0.6625 |
0.6639 |
| PP |
0.6631 |
0.6631 |
0.6631 |
0.6626 |
| S1 |
0.6604 |
0.6604 |
0.6617 |
0.6595 |
| S2 |
0.6586 |
0.6586 |
0.6613 |
|
| S3 |
0.6542 |
0.6559 |
0.6609 |
|
| S4 |
0.6497 |
0.6515 |
0.6597 |
|
|
| 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 |
0.6658 |
0.6528 |
0.0130 |
2.0% |
0.0050 |
0.8% |
72% |
True |
False |
245 |
| 10 |
0.6658 |
0.6362 |
0.0296 |
4.5% |
0.0067 |
1.0% |
88% |
True |
False |
452 |
| 20 |
0.6761 |
0.6362 |
0.0399 |
6.0% |
0.0055 |
0.8% |
65% |
False |
False |
307 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0046 |
0.7% |
57% |
False |
False |
196 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0045 |
0.7% |
57% |
False |
False |
141 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0041 |
0.6% |
57% |
False |
False |
107 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0037 |
0.6% |
57% |
False |
False |
90 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.9% |
0.0033 |
0.5% |
57% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6847 |
|
2.618 |
0.6774 |
|
1.618 |
0.6730 |
|
1.000 |
0.6702 |
|
0.618 |
0.6685 |
|
HIGH |
0.6658 |
|
0.618 |
0.6641 |
|
0.500 |
0.6635 |
|
0.382 |
0.6630 |
|
LOW |
0.6613 |
|
0.618 |
0.6585 |
|
1.000 |
0.6569 |
|
1.618 |
0.6541 |
|
2.618 |
0.6496 |
|
4.250 |
0.6424 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6635 |
0.6622 |
| PP |
0.6631 |
0.6622 |
| S1 |
0.6626 |
0.6621 |
|