CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6733 |
0.6719 |
-0.0014 |
-0.2% |
0.6681 |
| High |
0.6742 |
0.6762 |
0.0020 |
0.3% |
0.6742 |
| Low |
0.6702 |
0.6713 |
0.0011 |
0.2% |
0.6633 |
| Close |
0.6712 |
0.6752 |
0.0040 |
0.6% |
0.6712 |
| Range |
0.0041 |
0.0050 |
0.0009 |
22.2% |
0.0110 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
113,493 |
89,147 |
-24,346 |
-21.5% |
454,413 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6891 |
0.6871 |
0.6779 |
|
| R3 |
0.6841 |
0.6821 |
0.6765 |
|
| R2 |
0.6792 |
0.6792 |
0.6761 |
|
| R1 |
0.6772 |
0.6772 |
0.6756 |
0.6782 |
| PP |
0.6742 |
0.6742 |
0.6742 |
0.6747 |
| S1 |
0.6722 |
0.6722 |
0.6747 |
0.6732 |
| S2 |
0.6693 |
0.6693 |
0.6742 |
|
| S3 |
0.6643 |
0.6673 |
0.6738 |
|
| S4 |
0.6594 |
0.6623 |
0.6724 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7024 |
0.6978 |
0.6772 |
|
| R3 |
0.6915 |
0.6868 |
0.6742 |
|
| R2 |
0.6805 |
0.6805 |
0.6732 |
|
| R1 |
0.6759 |
0.6759 |
0.6722 |
0.6782 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6707 |
| S1 |
0.6649 |
0.6649 |
0.6702 |
0.6672 |
| S2 |
0.6586 |
0.6586 |
0.6692 |
|
| S3 |
0.6477 |
0.6540 |
0.6682 |
|
| S4 |
0.6367 |
0.6430 |
0.6652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6762 |
0.6633 |
0.0130 |
1.9% |
0.0050 |
0.7% |
92% |
True |
False |
105,386 |
| 10 |
0.6808 |
0.6633 |
0.0176 |
2.6% |
0.0057 |
0.8% |
68% |
False |
False |
59,284 |
| 20 |
0.6844 |
0.6633 |
0.0211 |
3.1% |
0.0053 |
0.8% |
56% |
False |
False |
30,406 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0056 |
0.8% |
81% |
False |
False |
15,379 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0050 |
0.7% |
81% |
False |
False |
10,282 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0048 |
0.7% |
81% |
False |
False |
7,720 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0044 |
0.7% |
81% |
False |
False |
6,178 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0041 |
0.6% |
81% |
False |
False |
5,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6972 |
|
2.618 |
0.6892 |
|
1.618 |
0.6842 |
|
1.000 |
0.6812 |
|
0.618 |
0.6793 |
|
HIGH |
0.6762 |
|
0.618 |
0.6743 |
|
0.500 |
0.6737 |
|
0.382 |
0.6731 |
|
LOW |
0.6713 |
|
0.618 |
0.6682 |
|
1.000 |
0.6663 |
|
1.618 |
0.6632 |
|
2.618 |
0.6583 |
|
4.250 |
0.6502 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6747 |
0.6739 |
| PP |
0.6742 |
0.6727 |
| S1 |
0.6737 |
0.6715 |
|