CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6681 |
0.6673 |
-0.0009 |
-0.1% |
0.6778 |
| High |
0.6701 |
0.6688 |
-0.0013 |
-0.2% |
0.6808 |
| Low |
0.6660 |
0.6652 |
-0.0008 |
-0.1% |
0.6672 |
| Close |
0.6670 |
0.6670 |
-0.0001 |
0.0% |
0.6683 |
| Range |
0.0041 |
0.0036 |
-0.0006 |
-13.4% |
0.0137 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
16,627 |
64,150 |
47,523 |
285.8% |
49,289 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6758 |
0.6689 |
|
| R3 |
0.6741 |
0.6723 |
0.6679 |
|
| R2 |
0.6705 |
0.6705 |
0.6676 |
|
| R1 |
0.6687 |
0.6687 |
0.6673 |
0.6679 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6665 |
| S1 |
0.6652 |
0.6652 |
0.6666 |
0.6643 |
| S2 |
0.6634 |
0.6634 |
0.6663 |
|
| S3 |
0.6599 |
0.6616 |
0.6660 |
|
| S4 |
0.6563 |
0.6581 |
0.6650 |
|
|
| 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 |
0.6778 |
0.6652 |
0.0126 |
1.9% |
0.0055 |
0.8% |
14% |
False |
True |
21,428 |
| 10 |
0.6844 |
0.6652 |
0.0192 |
2.9% |
0.0055 |
0.8% |
9% |
False |
True |
13,780 |
| 20 |
0.6844 |
0.6568 |
0.0276 |
4.1% |
0.0055 |
0.8% |
37% |
False |
False |
7,338 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0054 |
0.8% |
64% |
False |
False |
3,818 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0049 |
0.7% |
64% |
False |
False |
2,572 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0047 |
0.7% |
64% |
False |
False |
1,936 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0043 |
0.6% |
64% |
False |
False |
1,550 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0040 |
0.6% |
64% |
False |
False |
1,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6838 |
|
2.618 |
0.6780 |
|
1.618 |
0.6745 |
|
1.000 |
0.6723 |
|
0.618 |
0.6709 |
|
HIGH |
0.6688 |
|
0.618 |
0.6674 |
|
0.500 |
0.6670 |
|
0.382 |
0.6666 |
|
LOW |
0.6652 |
|
0.618 |
0.6630 |
|
1.000 |
0.6617 |
|
1.618 |
0.6595 |
|
2.618 |
0.6559 |
|
4.250 |
0.6501 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6715 |
| PP |
0.6670 |
0.6700 |
| S1 |
0.6670 |
0.6685 |
|