CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6737 |
0.6751 |
0.0014 |
0.2% |
0.6778 |
| High |
0.6753 |
0.6778 |
0.0025 |
0.4% |
0.6808 |
| Low |
0.6725 |
0.6672 |
-0.0054 |
-0.8% |
0.6672 |
| Close |
0.6747 |
0.6683 |
-0.0065 |
-1.0% |
0.6683 |
| Range |
0.0028 |
0.0107 |
0.0079 |
280.4% |
0.0137 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.0% |
0.0000 |
| Volume |
3,516 |
17,966 |
14,450 |
411.0% |
49,289 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7030 |
0.6963 |
0.6741 |
|
| R3 |
0.6924 |
0.6856 |
0.6712 |
|
| R2 |
0.6817 |
0.6817 |
0.6702 |
|
| R1 |
0.6750 |
0.6750 |
0.6692 |
0.6730 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6701 |
| S1 |
0.6643 |
0.6643 |
0.6673 |
0.6624 |
| S2 |
0.6604 |
0.6604 |
0.6663 |
|
| S3 |
0.6498 |
0.6537 |
0.6653 |
|
| S4 |
0.6391 |
0.6430 |
0.6624 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7130 |
0.7043 |
0.6758 |
|
| R3 |
0.6994 |
0.6906 |
0.6720 |
|
| R2 |
0.6857 |
0.6857 |
0.6708 |
|
| R1 |
0.6770 |
0.6770 |
0.6695 |
0.6745 |
| PP |
0.6721 |
0.6721 |
0.6721 |
0.6708 |
| S1 |
0.6633 |
0.6633 |
0.6670 |
0.6609 |
| S2 |
0.6584 |
0.6584 |
0.6657 |
|
| S3 |
0.6448 |
0.6497 |
0.6645 |
|
| S4 |
0.6311 |
0.6360 |
0.6607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6829 |
0.6672 |
0.0158 |
2.4% |
0.0069 |
1.0% |
7% |
False |
True |
10,453 |
| 10 |
0.6844 |
0.6672 |
0.0172 |
2.6% |
0.0060 |
0.9% |
6% |
False |
True |
5,876 |
| 20 |
0.6844 |
0.6568 |
0.0276 |
4.1% |
0.0055 |
0.8% |
42% |
False |
False |
3,323 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0054 |
0.8% |
67% |
False |
False |
1,803 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0049 |
0.7% |
67% |
False |
False |
1,228 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0047 |
0.7% |
67% |
False |
False |
927 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0043 |
0.6% |
67% |
False |
False |
743 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0039 |
0.6% |
67% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7231 |
|
2.618 |
0.7057 |
|
1.618 |
0.6950 |
|
1.000 |
0.6885 |
|
0.618 |
0.6844 |
|
HIGH |
0.6778 |
|
0.618 |
0.6737 |
|
0.500 |
0.6725 |
|
0.382 |
0.6712 |
|
LOW |
0.6672 |
|
0.618 |
0.6606 |
|
1.000 |
0.6565 |
|
1.618 |
0.6499 |
|
2.618 |
0.6393 |
|
4.250 |
0.6219 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6725 |
0.6725 |
| PP |
0.6711 |
0.6711 |
| S1 |
0.6697 |
0.6697 |
|