CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6720 |
0.6812 |
0.0092 |
1.4% |
0.6687 |
| High |
0.6813 |
0.6812 |
-0.0001 |
0.0% |
0.6813 |
| Low |
0.6720 |
0.6782 |
0.0062 |
0.9% |
0.6687 |
| Close |
0.6807 |
0.6792 |
-0.0015 |
-0.2% |
0.6807 |
| Range |
0.0094 |
0.0031 |
-0.0063 |
-67.4% |
0.0127 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,139 |
595 |
-544 |
-47.8% |
6,954 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6887 |
0.6870 |
0.6808 |
|
| R3 |
0.6856 |
0.6839 |
0.6800 |
|
| R2 |
0.6826 |
0.6826 |
0.6797 |
|
| R1 |
0.6809 |
0.6809 |
0.6794 |
0.6802 |
| PP |
0.6795 |
0.6795 |
0.6795 |
0.6792 |
| S1 |
0.6778 |
0.6778 |
0.6789 |
0.6771 |
| S2 |
0.6765 |
0.6765 |
0.6786 |
|
| S3 |
0.6734 |
0.6748 |
0.6783 |
|
| S4 |
0.6704 |
0.6717 |
0.6775 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7104 |
0.6876 |
|
| R3 |
0.7022 |
0.6977 |
0.6841 |
|
| R2 |
0.6895 |
0.6895 |
0.6830 |
|
| R1 |
0.6851 |
0.6851 |
0.6818 |
0.6873 |
| PP |
0.6769 |
0.6769 |
0.6769 |
0.6780 |
| S1 |
0.6724 |
0.6724 |
0.6795 |
0.6747 |
| S2 |
0.6642 |
0.6642 |
0.6783 |
|
| S3 |
0.6516 |
0.6598 |
0.6772 |
|
| S4 |
0.6389 |
0.6471 |
0.6737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6813 |
0.6713 |
0.0100 |
1.5% |
0.0048 |
0.7% |
79% |
False |
False |
1,422 |
| 10 |
0.6813 |
0.6568 |
0.0245 |
3.6% |
0.0055 |
0.8% |
91% |
False |
False |
896 |
| 20 |
0.6813 |
0.6362 |
0.0451 |
6.6% |
0.0061 |
0.9% |
95% |
False |
False |
682 |
| 40 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0050 |
0.7% |
94% |
False |
False |
397 |
| 60 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0048 |
0.7% |
94% |
False |
False |
282 |
| 80 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0044 |
0.6% |
94% |
False |
False |
214 |
| 100 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0041 |
0.6% |
94% |
False |
False |
174 |
| 120 |
0.6820 |
0.6362 |
0.0458 |
6.7% |
0.0036 |
0.5% |
94% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6892 |
|
1.618 |
0.6861 |
|
1.000 |
0.6843 |
|
0.618 |
0.6831 |
|
HIGH |
0.6812 |
|
0.618 |
0.6800 |
|
0.500 |
0.6797 |
|
0.382 |
0.6793 |
|
LOW |
0.6782 |
|
0.618 |
0.6763 |
|
1.000 |
0.6751 |
|
1.618 |
0.6732 |
|
2.618 |
0.6702 |
|
4.250 |
0.6652 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6797 |
0.6782 |
| PP |
0.6795 |
0.6773 |
| S1 |
0.6793 |
0.6763 |
|