CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6662 |
-0.0011 |
-0.2% |
0.6778 |
| High |
0.6688 |
0.6687 |
-0.0001 |
0.0% |
0.6808 |
| Low |
0.6652 |
0.6633 |
-0.0020 |
-0.3% |
0.6672 |
| Close |
0.6670 |
0.6679 |
0.0010 |
0.1% |
0.6683 |
| Range |
0.0036 |
0.0055 |
0.0019 |
53.5% |
0.0137 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
64,150 |
186,370 |
122,220 |
190.5% |
49,289 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6830 |
0.6809 |
0.6709 |
|
| R3 |
0.6775 |
0.6754 |
0.6694 |
|
| R2 |
0.6721 |
0.6721 |
0.6689 |
|
| R1 |
0.6700 |
0.6700 |
0.6684 |
0.6710 |
| PP |
0.6666 |
0.6666 |
0.6666 |
0.6671 |
| S1 |
0.6645 |
0.6645 |
0.6674 |
0.6656 |
| S2 |
0.6612 |
0.6612 |
0.6669 |
|
| S3 |
0.6557 |
0.6591 |
0.6664 |
|
| S4 |
0.6503 |
0.6536 |
0.6649 |
|
|
| 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 |
0.6633 |
0.0146 |
2.2% |
0.0053 |
0.8% |
32% |
False |
True |
57,725 |
| 10 |
0.6844 |
0.6633 |
0.0211 |
3.2% |
0.0057 |
0.9% |
22% |
False |
True |
32,372 |
| 20 |
0.6844 |
0.6568 |
0.0276 |
4.1% |
0.0055 |
0.8% |
40% |
False |
False |
16,649 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0055 |
0.8% |
66% |
False |
False |
8,475 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0049 |
0.7% |
66% |
False |
False |
5,678 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0048 |
0.7% |
66% |
False |
False |
4,265 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0044 |
0.7% |
66% |
False |
False |
3,414 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.2% |
0.0040 |
0.6% |
66% |
False |
False |
2,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6919 |
|
2.618 |
0.6830 |
|
1.618 |
0.6775 |
|
1.000 |
0.6742 |
|
0.618 |
0.6721 |
|
HIGH |
0.6687 |
|
0.618 |
0.6666 |
|
0.500 |
0.6660 |
|
0.382 |
0.6653 |
|
LOW |
0.6633 |
|
0.618 |
0.6599 |
|
1.000 |
0.6578 |
|
1.618 |
0.6544 |
|
2.618 |
0.6490 |
|
4.250 |
0.6401 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6673 |
0.6675 |
| PP |
0.6666 |
0.6671 |
| S1 |
0.6660 |
0.6667 |
|