CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6778 |
0.6723 |
-0.0055 |
-0.8% |
0.6812 |
| High |
0.6808 |
0.6760 |
-0.0048 |
-0.7% |
0.6844 |
| Low |
0.6721 |
0.6699 |
-0.0023 |
-0.3% |
0.6765 |
| Close |
0.6727 |
0.6728 |
0.0001 |
0.0% |
0.6780 |
| Range |
0.0087 |
0.0062 |
-0.0026 |
-29.3% |
0.0079 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
22,923 |
4,884 |
-18,039 |
-78.7% |
8,335 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6913 |
0.6882 |
0.6761 |
|
| R3 |
0.6852 |
0.6820 |
0.6744 |
|
| R2 |
0.6790 |
0.6790 |
0.6739 |
|
| R1 |
0.6759 |
0.6759 |
0.6733 |
0.6775 |
| PP |
0.6729 |
0.6729 |
0.6729 |
0.6737 |
| S1 |
0.6697 |
0.6697 |
0.6722 |
0.6713 |
| S2 |
0.6667 |
0.6667 |
0.6716 |
|
| S3 |
0.6606 |
0.6636 |
0.6711 |
|
| S4 |
0.6544 |
0.6574 |
0.6694 |
|
|
| 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 |
0.6699 |
0.0145 |
2.2% |
0.0061 |
0.9% |
20% |
False |
True |
7,019 |
| 10 |
0.6844 |
0.6699 |
0.0145 |
2.2% |
0.0055 |
0.8% |
20% |
False |
True |
4,134 |
| 20 |
0.6844 |
0.6528 |
0.0316 |
4.7% |
0.0055 |
0.8% |
63% |
False |
False |
2,285 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0052 |
0.8% |
76% |
False |
False |
1,269 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0048 |
0.7% |
76% |
False |
False |
871 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0046 |
0.7% |
76% |
False |
False |
658 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0043 |
0.6% |
76% |
False |
False |
529 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0038 |
0.6% |
76% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7021 |
|
2.618 |
0.6921 |
|
1.618 |
0.6860 |
|
1.000 |
0.6822 |
|
0.618 |
0.6798 |
|
HIGH |
0.6760 |
|
0.618 |
0.6737 |
|
0.500 |
0.6729 |
|
0.382 |
0.6722 |
|
LOW |
0.6699 |
|
0.618 |
0.6660 |
|
1.000 |
0.6637 |
|
1.618 |
0.6599 |
|
2.618 |
0.6537 |
|
4.250 |
0.6437 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6729 |
0.6764 |
| PP |
0.6729 |
0.6752 |
| S1 |
0.6728 |
0.6740 |
|