CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6719 |
0.6760 |
0.0041 |
0.6% |
0.6681 |
| High |
0.6762 |
0.6777 |
0.0015 |
0.2% |
0.6742 |
| Low |
0.6713 |
0.6750 |
0.0038 |
0.6% |
0.6633 |
| Close |
0.6752 |
0.6768 |
0.0017 |
0.2% |
0.6712 |
| Range |
0.0050 |
0.0027 |
-0.0023 |
-45.5% |
0.0110 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
89,147 |
74,220 |
-14,927 |
-16.7% |
454,413 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6834 |
0.6783 |
|
| R3 |
0.6819 |
0.6807 |
0.6775 |
|
| R2 |
0.6792 |
0.6792 |
0.6773 |
|
| R1 |
0.6780 |
0.6780 |
0.6770 |
0.6786 |
| PP |
0.6765 |
0.6765 |
0.6765 |
0.6768 |
| S1 |
0.6753 |
0.6753 |
0.6766 |
0.6759 |
| S2 |
0.6738 |
0.6738 |
0.6763 |
|
| S3 |
0.6711 |
0.6726 |
0.6761 |
|
| S4 |
0.6684 |
0.6699 |
0.6753 |
|
|
| 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 |
0.6777 |
0.6633 |
0.0145 |
2.1% |
0.0048 |
0.7% |
94% |
True |
False |
107,400 |
| 10 |
0.6778 |
0.6633 |
0.0146 |
2.1% |
0.0051 |
0.8% |
93% |
False |
False |
64,414 |
| 20 |
0.6844 |
0.6633 |
0.0211 |
3.1% |
0.0051 |
0.8% |
64% |
False |
False |
34,095 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0055 |
0.8% |
84% |
False |
False |
17,232 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0050 |
0.7% |
84% |
False |
False |
11,518 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0048 |
0.7% |
84% |
False |
False |
8,648 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0045 |
0.7% |
84% |
False |
False |
6,920 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0041 |
0.6% |
84% |
False |
False |
5,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6892 |
|
2.618 |
0.6848 |
|
1.618 |
0.6821 |
|
1.000 |
0.6804 |
|
0.618 |
0.6794 |
|
HIGH |
0.6777 |
|
0.618 |
0.6767 |
|
0.500 |
0.6764 |
|
0.382 |
0.6760 |
|
LOW |
0.6750 |
|
0.618 |
0.6733 |
|
1.000 |
0.6723 |
|
1.618 |
0.6706 |
|
2.618 |
0.6679 |
|
4.250 |
0.6635 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6767 |
0.6758 |
| PP |
0.6765 |
0.6749 |
| S1 |
0.6764 |
0.6739 |
|