CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 22-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6761 |
0.6762 |
0.0001 |
0.0% |
0.6589 |
High |
0.6776 |
0.6768 |
-0.0008 |
-0.1% |
0.6688 |
Low |
0.6748 |
0.6713 |
-0.0035 |
-0.5% |
0.6568 |
Close |
0.6768 |
0.6721 |
-0.0048 |
-0.7% |
0.6687 |
Range |
0.0028 |
0.0055 |
0.0027 |
98.2% |
0.0120 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
3,266 |
795 |
-2,471 |
-75.7% |
1,739 |
|
Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6897 |
0.6863 |
0.6750 |
|
R3 |
0.6843 |
0.6809 |
0.6735 |
|
R2 |
0.6788 |
0.6788 |
0.6730 |
|
R1 |
0.6754 |
0.6754 |
0.6725 |
0.6744 |
PP |
0.6734 |
0.6734 |
0.6734 |
0.6729 |
S1 |
0.6700 |
0.6700 |
0.6716 |
0.6690 |
S2 |
0.6679 |
0.6679 |
0.6711 |
|
S3 |
0.6625 |
0.6645 |
0.6706 |
|
S4 |
0.6570 |
0.6591 |
0.6691 |
|
|
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 |
0.6625 |
0.0151 |
2.2% |
0.0048 |
0.7% |
63% |
False |
False |
1,208 |
10 |
0.6776 |
0.6568 |
0.0208 |
3.1% |
0.0049 |
0.7% |
73% |
False |
False |
771 |
20 |
0.6776 |
0.6362 |
0.0414 |
6.2% |
0.0058 |
0.9% |
87% |
False |
False |
603 |
40 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0049 |
0.7% |
78% |
False |
False |
359 |
60 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0047 |
0.7% |
78% |
False |
False |
254 |
80 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0043 |
0.6% |
78% |
False |
False |
193 |
100 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0040 |
0.6% |
78% |
False |
False |
158 |
120 |
0.6820 |
0.6362 |
0.0458 |
6.8% |
0.0035 |
0.5% |
78% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6999 |
2.618 |
0.6910 |
1.618 |
0.6856 |
1.000 |
0.6822 |
0.618 |
0.6801 |
HIGH |
0.6768 |
0.618 |
0.6747 |
0.500 |
0.6740 |
0.382 |
0.6734 |
LOW |
0.6713 |
0.618 |
0.6679 |
1.000 |
0.6659 |
1.618 |
0.6625 |
2.618 |
0.6570 |
4.250 |
0.6481 |
|
|
Fisher Pivots for day following 22-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6740 |
0.6744 |
PP |
0.6734 |
0.6736 |
S1 |
0.6727 |
0.6728 |
|