CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6761 |
0.0012 |
0.2% |
0.6589 |
| High |
0.6764 |
0.6776 |
0.0012 |
0.2% |
0.6688 |
| Low |
0.6731 |
0.6748 |
0.0017 |
0.3% |
0.6568 |
| Close |
0.6763 |
0.6768 |
0.0006 |
0.1% |
0.6687 |
| Range |
0.0033 |
0.0028 |
-0.0006 |
-16.7% |
0.0120 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
1,315 |
3,266 |
1,951 |
148.4% |
1,739 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6835 |
0.6783 |
|
| R3 |
0.6819 |
0.6807 |
0.6776 |
|
| R2 |
0.6791 |
0.6791 |
0.6773 |
|
| R1 |
0.6780 |
0.6780 |
0.6771 |
0.6786 |
| PP |
0.6764 |
0.6764 |
0.6764 |
0.6767 |
| S1 |
0.6752 |
0.6752 |
0.6765 |
0.6758 |
| S2 |
0.6736 |
0.6736 |
0.6763 |
|
| S3 |
0.6709 |
0.6725 |
0.6760 |
|
| S4 |
0.6681 |
0.6697 |
0.6753 |
|
|
| 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 |
0.6776 |
0.6568 |
0.0208 |
3.1% |
0.0054 |
0.8% |
96% |
True |
False |
1,218 |
| 10 |
0.6776 |
0.6528 |
0.0248 |
3.7% |
0.0052 |
0.8% |
97% |
True |
False |
732 |
| 20 |
0.6776 |
0.6362 |
0.0414 |
6.1% |
0.0059 |
0.9% |
98% |
True |
False |
590 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0049 |
0.7% |
89% |
False |
False |
342 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0047 |
0.7% |
89% |
False |
False |
241 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0043 |
0.6% |
89% |
False |
False |
183 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0039 |
0.6% |
89% |
False |
False |
151 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0035 |
0.5% |
89% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6847 |
|
1.618 |
0.6820 |
|
1.000 |
0.6803 |
|
0.618 |
0.6792 |
|
HIGH |
0.6776 |
|
0.618 |
0.6765 |
|
0.500 |
0.6762 |
|
0.382 |
0.6759 |
|
LOW |
0.6748 |
|
0.618 |
0.6731 |
|
1.000 |
0.6721 |
|
1.618 |
0.6704 |
|
2.618 |
0.6676 |
|
4.250 |
0.6631 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6766 |
0.6756 |
| PP |
0.6764 |
0.6743 |
| S1 |
0.6762 |
0.6731 |
|