CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6807 |
0.6797 |
-0.0010 |
-0.1% |
0.6687 |
High |
0.6826 |
0.6844 |
0.0018 |
0.3% |
0.6813 |
Low |
0.6779 |
0.6797 |
0.0018 |
0.3% |
0.6687 |
Close |
0.6792 |
0.6812 |
0.0020 |
0.3% |
0.6807 |
Range |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0127 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
Volume |
2,022 |
2,287 |
265 |
13.1% |
6,954 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6957 |
0.6931 |
0.6838 |
|
R3 |
0.6911 |
0.6885 |
0.6825 |
|
R2 |
0.6864 |
0.6864 |
0.6821 |
|
R1 |
0.6838 |
0.6838 |
0.6816 |
0.6851 |
PP |
0.6818 |
0.6818 |
0.6818 |
0.6824 |
S1 |
0.6792 |
0.6792 |
0.6808 |
0.6805 |
S2 |
0.6771 |
0.6771 |
0.6803 |
|
S3 |
0.6725 |
0.6745 |
0.6799 |
|
S4 |
0.6678 |
0.6699 |
0.6786 |
|
|
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 |
0.6844 |
0.6720 |
0.0124 |
1.8% |
0.0050 |
0.7% |
75% |
True |
False |
1,299 |
10 |
0.6844 |
0.6625 |
0.0219 |
3.2% |
0.0049 |
0.7% |
86% |
True |
False |
1,253 |
20 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0058 |
0.9% |
93% |
True |
False |
859 |
40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0049 |
0.7% |
93% |
True |
False |
506 |
60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0047 |
0.7% |
93% |
True |
False |
360 |
80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0044 |
0.6% |
93% |
True |
False |
274 |
100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0042 |
0.6% |
93% |
True |
False |
221 |
120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0036 |
0.5% |
93% |
True |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7041 |
2.618 |
0.6965 |
1.618 |
0.6919 |
1.000 |
0.6890 |
0.618 |
0.6872 |
HIGH |
0.6844 |
0.618 |
0.6826 |
0.500 |
0.6820 |
0.382 |
0.6815 |
LOW |
0.6797 |
0.618 |
0.6768 |
1.000 |
0.6751 |
1.618 |
0.6722 |
2.618 |
0.6675 |
4.250 |
0.6599 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6820 |
0.6811 |
PP |
0.6818 |
0.6811 |
S1 |
0.6815 |
0.6810 |
|