CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6614 |
0.6627 |
0.0013 |
0.2% |
0.6589 |
| High |
0.6650 |
0.6688 |
0.0038 |
0.6% |
0.6688 |
| Low |
0.6568 |
0.6625 |
0.0057 |
0.9% |
0.6568 |
| Close |
0.6632 |
0.6687 |
0.0055 |
0.8% |
0.6687 |
| Range |
0.0082 |
0.0063 |
-0.0020 |
-23.8% |
0.0120 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
0.9% |
0.0000 |
| Volume |
844 |
229 |
-615 |
-72.9% |
1,739 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6854 |
0.6833 |
0.6721 |
|
| R3 |
0.6791 |
0.6770 |
0.6704 |
|
| R2 |
0.6729 |
0.6729 |
0.6698 |
|
| R1 |
0.6708 |
0.6708 |
0.6692 |
0.6718 |
| PP |
0.6666 |
0.6666 |
0.6666 |
0.6672 |
| S1 |
0.6645 |
0.6645 |
0.6681 |
0.6656 |
| S2 |
0.6604 |
0.6604 |
0.6675 |
|
| S3 |
0.6541 |
0.6583 |
0.6669 |
|
| S4 |
0.6479 |
0.6520 |
0.6652 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6966 |
0.6752 |
|
| R3 |
0.6886 |
0.6846 |
0.6719 |
|
| R2 |
0.6767 |
0.6767 |
0.6708 |
|
| R1 |
0.6727 |
0.6727 |
0.6697 |
0.6747 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6657 |
| S1 |
0.6607 |
0.6607 |
0.6676 |
0.6627 |
| S2 |
0.6528 |
0.6528 |
0.6665 |
|
| S3 |
0.6408 |
0.6488 |
0.6654 |
|
| S4 |
0.6289 |
0.6368 |
0.6621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6688 |
0.6568 |
0.0120 |
1.8% |
0.0056 |
0.8% |
99% |
True |
False |
347 |
| 10 |
0.6688 |
0.6362 |
0.0326 |
4.9% |
0.0068 |
1.0% |
100% |
True |
False |
427 |
| 20 |
0.6720 |
0.6362 |
0.0358 |
5.4% |
0.0059 |
0.9% |
91% |
False |
False |
351 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0048 |
0.7% |
71% |
False |
False |
219 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0047 |
0.7% |
71% |
False |
False |
158 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0042 |
0.6% |
71% |
False |
False |
121 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0038 |
0.6% |
71% |
False |
False |
101 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0034 |
0.5% |
71% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6953 |
|
2.618 |
0.6851 |
|
1.618 |
0.6789 |
|
1.000 |
0.6750 |
|
0.618 |
0.6726 |
|
HIGH |
0.6688 |
|
0.618 |
0.6664 |
|
0.500 |
0.6656 |
|
0.382 |
0.6649 |
|
LOW |
0.6625 |
|
0.618 |
0.6586 |
|
1.000 |
0.6563 |
|
1.618 |
0.6524 |
|
2.618 |
0.6461 |
|
4.250 |
0.6359 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6676 |
0.6667 |
| PP |
0.6666 |
0.6647 |
| S1 |
0.6656 |
0.6628 |
|