CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6751 |
0.6681 |
-0.0070 |
-1.0% |
0.6778 |
| High |
0.6778 |
0.6701 |
-0.0078 |
-1.1% |
0.6808 |
| Low |
0.6672 |
0.6660 |
-0.0012 |
-0.2% |
0.6672 |
| Close |
0.6683 |
0.6670 |
-0.0013 |
-0.2% |
0.6683 |
| Range |
0.0107 |
0.0041 |
-0.0066 |
-61.5% |
0.0137 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
17,966 |
16,627 |
-1,339 |
-7.5% |
49,289 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6776 |
0.6693 |
|
| R3 |
0.6759 |
0.6735 |
0.6681 |
|
| R2 |
0.6718 |
0.6718 |
0.6678 |
|
| R1 |
0.6694 |
0.6694 |
0.6674 |
0.6685 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6672 |
| S1 |
0.6653 |
0.6653 |
0.6666 |
0.6644 |
| S2 |
0.6636 |
0.6636 |
0.6662 |
|
| S3 |
0.6595 |
0.6612 |
0.6659 |
|
| S4 |
0.6554 |
0.6571 |
0.6647 |
|
|
| 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 |
0.6808 |
0.6660 |
0.0149 |
2.2% |
0.0065 |
1.0% |
7% |
False |
True |
13,183 |
| 10 |
0.6844 |
0.6660 |
0.0184 |
2.8% |
0.0055 |
0.8% |
6% |
False |
True |
7,425 |
| 20 |
0.6844 |
0.6568 |
0.0276 |
4.1% |
0.0055 |
0.8% |
37% |
False |
False |
4,147 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0054 |
0.8% |
64% |
False |
False |
2,217 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0049 |
0.7% |
64% |
False |
False |
1,503 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0048 |
0.7% |
64% |
False |
False |
1,134 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0043 |
0.6% |
64% |
False |
False |
909 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0039 |
0.6% |
64% |
False |
False |
761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6875 |
|
2.618 |
0.6808 |
|
1.618 |
0.6767 |
|
1.000 |
0.6742 |
|
0.618 |
0.6726 |
|
HIGH |
0.6701 |
|
0.618 |
0.6685 |
|
0.500 |
0.6680 |
|
0.382 |
0.6675 |
|
LOW |
0.6660 |
|
0.618 |
0.6634 |
|
1.000 |
0.6619 |
|
1.618 |
0.6593 |
|
2.618 |
0.6552 |
|
4.250 |
0.6485 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6680 |
0.6719 |
| PP |
0.6677 |
0.6703 |
| S1 |
0.6673 |
0.6686 |
|