CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6811 |
0.6778 |
-0.0034 |
-0.5% |
0.6812 |
| High |
0.6829 |
0.6808 |
-0.0021 |
-0.3% |
0.6844 |
| Low |
0.6765 |
0.6721 |
-0.0044 |
-0.7% |
0.6765 |
| Close |
0.6780 |
0.6727 |
-0.0054 |
-0.8% |
0.6780 |
| Range |
0.0064 |
0.0087 |
0.0023 |
35.9% |
0.0079 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.6% |
0.0000 |
| Volume |
2,979 |
22,923 |
19,944 |
669.5% |
8,335 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7013 |
0.6957 |
0.6774 |
|
| R3 |
0.6926 |
0.6870 |
0.6750 |
|
| R2 |
0.6839 |
0.6839 |
0.6742 |
|
| R1 |
0.6783 |
0.6783 |
0.6734 |
0.6767 |
| PP |
0.6752 |
0.6752 |
0.6752 |
0.6744 |
| S1 |
0.6696 |
0.6696 |
0.6719 |
0.6680 |
| S2 |
0.6665 |
0.6665 |
0.6711 |
|
| S3 |
0.6578 |
0.6609 |
0.6703 |
|
| S4 |
0.6491 |
0.6522 |
0.6679 |
|
|
| 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 |
0.6721 |
0.0123 |
1.8% |
0.0056 |
0.8% |
4% |
False |
True |
6,132 |
| 10 |
0.6844 |
0.6713 |
0.0131 |
1.9% |
0.0052 |
0.8% |
10% |
False |
False |
3,777 |
| 20 |
0.6844 |
0.6494 |
0.0350 |
5.2% |
0.0055 |
0.8% |
67% |
False |
False |
2,054 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0051 |
0.8% |
76% |
False |
False |
1,150 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0049 |
0.7% |
76% |
False |
False |
791 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0045 |
0.7% |
76% |
False |
False |
597 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0042 |
0.6% |
76% |
False |
False |
480 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0038 |
0.6% |
76% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7178 |
|
2.618 |
0.7036 |
|
1.618 |
0.6949 |
|
1.000 |
0.6895 |
|
0.618 |
0.6862 |
|
HIGH |
0.6808 |
|
0.618 |
0.6775 |
|
0.500 |
0.6765 |
|
0.382 |
0.6754 |
|
LOW |
0.6721 |
|
0.618 |
0.6667 |
|
1.000 |
0.6634 |
|
1.618 |
0.6580 |
|
2.618 |
0.6493 |
|
4.250 |
0.6351 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6765 |
0.6782 |
| PP |
0.6752 |
0.6764 |
| S1 |
0.6739 |
0.6745 |
|