CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 30-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
0.6797 |
0.6811 |
0.0014 |
0.2% |
0.6812 |
High |
0.6844 |
0.6829 |
-0.0015 |
-0.2% |
0.6844 |
Low |
0.6797 |
0.6765 |
-0.0032 |
-0.5% |
0.6765 |
Close |
0.6812 |
0.6780 |
-0.0032 |
-0.5% |
0.6780 |
Range |
0.0047 |
0.0064 |
0.0018 |
37.6% |
0.0079 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.6% |
0.0000 |
Volume |
2,287 |
2,979 |
692 |
30.3% |
8,335 |
|
Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6983 |
0.6946 |
0.6815 |
|
R3 |
0.6919 |
0.6882 |
0.6798 |
|
R2 |
0.6855 |
0.6855 |
0.6792 |
|
R1 |
0.6818 |
0.6818 |
0.6786 |
0.6805 |
PP |
0.6791 |
0.6791 |
0.6791 |
0.6785 |
S1 |
0.6754 |
0.6754 |
0.6774 |
0.6741 |
S2 |
0.6727 |
0.6727 |
0.6768 |
|
S3 |
0.6663 |
0.6690 |
0.6762 |
|
S4 |
0.6599 |
0.6626 |
0.6745 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7032 |
0.6984 |
0.6823 |
|
R3 |
0.6953 |
0.6906 |
0.6802 |
|
R2 |
0.6875 |
0.6875 |
0.6794 |
|
R1 |
0.6827 |
0.6827 |
0.6787 |
0.6812 |
PP |
0.6796 |
0.6796 |
0.6796 |
0.6788 |
S1 |
0.6749 |
0.6749 |
0.6773 |
0.6733 |
S2 |
0.6718 |
0.6718 |
0.6766 |
|
S3 |
0.6639 |
0.6670 |
0.6758 |
|
S4 |
0.6561 |
0.6592 |
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 |
0.6765 |
0.0079 |
1.2% |
0.0044 |
0.7% |
19% |
False |
True |
1,667 |
10 |
0.6844 |
0.6687 |
0.0157 |
2.3% |
0.0049 |
0.7% |
60% |
False |
False |
1,528 |
20 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0059 |
0.9% |
87% |
False |
False |
978 |
40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0050 |
0.7% |
87% |
False |
False |
578 |
60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0048 |
0.7% |
87% |
False |
False |
409 |
80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0045 |
0.7% |
87% |
False |
False |
311 |
100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0043 |
0.6% |
87% |
False |
False |
251 |
120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0037 |
0.5% |
87% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7101 |
2.618 |
0.6997 |
1.618 |
0.6933 |
1.000 |
0.6893 |
0.618 |
0.6869 |
HIGH |
0.6829 |
0.618 |
0.6805 |
0.500 |
0.6797 |
0.382 |
0.6789 |
LOW |
0.6765 |
0.618 |
0.6725 |
1.000 |
0.6701 |
1.618 |
0.6661 |
2.618 |
0.6597 |
4.250 |
0.6493 |
|
|
Fisher Pivots for day following 30-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6797 |
0.6804 |
PP |
0.6791 |
0.6796 |
S1 |
0.6786 |
0.6788 |
|