CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6627 |
0.6687 |
0.0060 |
0.9% |
0.6589 |
| High |
0.6688 |
0.6750 |
0.0062 |
0.9% |
0.6688 |
| Low |
0.6625 |
0.6687 |
0.0062 |
0.9% |
0.6568 |
| Close |
0.6687 |
0.6747 |
0.0061 |
0.9% |
0.6687 |
| Range |
0.0063 |
0.0063 |
0.0001 |
0.8% |
0.0120 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
0.9% |
0.0000 |
| Volume |
229 |
439 |
210 |
91.7% |
1,739 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6917 |
0.6895 |
0.6782 |
|
| R3 |
0.6854 |
0.6832 |
0.6764 |
|
| R2 |
0.6791 |
0.6791 |
0.6759 |
|
| R1 |
0.6769 |
0.6769 |
0.6753 |
0.6780 |
| PP |
0.6728 |
0.6728 |
0.6728 |
0.6733 |
| S1 |
0.6706 |
0.6706 |
0.6741 |
0.6717 |
| S2 |
0.6665 |
0.6665 |
0.6735 |
|
| S3 |
0.6602 |
0.6643 |
0.6730 |
|
| S4 |
0.6539 |
0.6580 |
0.6712 |
|
|
| 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 |
0.6750 |
0.6568 |
0.0182 |
2.7% |
0.0062 |
0.9% |
99% |
True |
False |
370 |
| 10 |
0.6750 |
0.6494 |
0.0256 |
3.8% |
0.0058 |
0.9% |
99% |
True |
False |
332 |
| 20 |
0.6750 |
0.6362 |
0.0388 |
5.7% |
0.0059 |
0.9% |
99% |
True |
False |
368 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0049 |
0.7% |
84% |
False |
False |
229 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0047 |
0.7% |
84% |
False |
False |
165 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0043 |
0.6% |
84% |
False |
False |
126 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0039 |
0.6% |
84% |
False |
False |
105 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0035 |
0.5% |
84% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7017 |
|
2.618 |
0.6914 |
|
1.618 |
0.6851 |
|
1.000 |
0.6813 |
|
0.618 |
0.6788 |
|
HIGH |
0.6750 |
|
0.618 |
0.6725 |
|
0.500 |
0.6718 |
|
0.382 |
0.6711 |
|
LOW |
0.6687 |
|
0.618 |
0.6648 |
|
1.000 |
0.6624 |
|
1.618 |
0.6585 |
|
2.618 |
0.6522 |
|
4.250 |
0.6419 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6737 |
0.6718 |
| PP |
0.6728 |
0.6688 |
| S1 |
0.6718 |
0.6659 |
|