CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6723 |
0.6737 |
0.0015 |
0.2% |
0.6812 |
| High |
0.6760 |
0.6753 |
-0.0007 |
-0.1% |
0.6844 |
| Low |
0.6699 |
0.6725 |
0.0027 |
0.4% |
0.6765 |
| Close |
0.6728 |
0.6747 |
0.0020 |
0.3% |
0.6780 |
| Range |
0.0062 |
0.0028 |
-0.0034 |
-54.5% |
0.0079 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
4,884 |
3,516 |
-1,368 |
-28.0% |
8,335 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6826 |
0.6814 |
0.6762 |
|
| R3 |
0.6798 |
0.6786 |
0.6755 |
|
| R2 |
0.6770 |
0.6770 |
0.6752 |
|
| R1 |
0.6758 |
0.6758 |
0.6750 |
0.6764 |
| PP |
0.6742 |
0.6742 |
0.6742 |
0.6745 |
| S1 |
0.6730 |
0.6730 |
0.6744 |
0.6736 |
| S2 |
0.6714 |
0.6714 |
0.6742 |
|
| S3 |
0.6686 |
0.6702 |
0.6739 |
|
| S4 |
0.6658 |
0.6674 |
0.6732 |
|
|
| 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 |
2.1% |
0.0057 |
0.9% |
33% |
False |
False |
7,317 |
| 10 |
0.6844 |
0.6699 |
0.0145 |
2.1% |
0.0055 |
0.8% |
33% |
False |
False |
4,159 |
| 20 |
0.6844 |
0.6528 |
0.0316 |
4.7% |
0.0053 |
0.8% |
69% |
False |
False |
2,445 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0053 |
0.8% |
80% |
False |
False |
1,357 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0048 |
0.7% |
80% |
False |
False |
930 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0046 |
0.7% |
80% |
False |
False |
702 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0042 |
0.6% |
80% |
False |
False |
563 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0038 |
0.6% |
80% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6872 |
|
2.618 |
0.6826 |
|
1.618 |
0.6798 |
|
1.000 |
0.6781 |
|
0.618 |
0.6770 |
|
HIGH |
0.6753 |
|
0.618 |
0.6742 |
|
0.500 |
0.6739 |
|
0.382 |
0.6736 |
|
LOW |
0.6725 |
|
0.618 |
0.6708 |
|
1.000 |
0.6697 |
|
1.618 |
0.6680 |
|
2.618 |
0.6652 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6744 |
0.6753 |
| PP |
0.6742 |
0.6751 |
| S1 |
0.6739 |
0.6749 |
|