CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6760 |
0.6765 |
0.0005 |
0.1% |
0.6681 |
| High |
0.6777 |
0.6828 |
0.0051 |
0.8% |
0.6742 |
| Low |
0.6750 |
0.6749 |
-0.0001 |
0.0% |
0.6633 |
| Close |
0.6768 |
0.6795 |
0.0027 |
0.4% |
0.6712 |
| Range |
0.0027 |
0.0079 |
0.0052 |
192.6% |
0.0110 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.6% |
0.0000 |
| Volume |
74,220 |
103,859 |
29,639 |
39.9% |
454,413 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7028 |
0.6990 |
0.6838 |
|
| R3 |
0.6949 |
0.6911 |
0.6816 |
|
| R2 |
0.6870 |
0.6870 |
0.6809 |
|
| R1 |
0.6832 |
0.6832 |
0.6802 |
0.6851 |
| PP |
0.6791 |
0.6791 |
0.6791 |
0.6800 |
| S1 |
0.6753 |
0.6753 |
0.6787 |
0.6772 |
| S2 |
0.6712 |
0.6712 |
0.6780 |
|
| S3 |
0.6633 |
0.6674 |
0.6773 |
|
| S4 |
0.6554 |
0.6595 |
0.6751 |
|
|
| 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 |
0.6828 |
0.6668 |
0.0161 |
2.4% |
0.0053 |
0.8% |
79% |
True |
False |
90,898 |
| 10 |
0.6828 |
0.6633 |
0.0196 |
2.9% |
0.0053 |
0.8% |
83% |
True |
False |
74,312 |
| 20 |
0.6844 |
0.6633 |
0.0211 |
3.1% |
0.0054 |
0.8% |
77% |
False |
False |
39,223 |
| 40 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0056 |
0.8% |
90% |
False |
False |
19,826 |
| 60 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0050 |
0.7% |
90% |
False |
False |
13,248 |
| 80 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0049 |
0.7% |
90% |
False |
False |
9,946 |
| 100 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0045 |
0.7% |
90% |
False |
False |
7,958 |
| 120 |
0.6844 |
0.6362 |
0.0482 |
7.1% |
0.0042 |
0.6% |
90% |
False |
False |
6,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7164 |
|
2.618 |
0.7035 |
|
1.618 |
0.6956 |
|
1.000 |
0.6907 |
|
0.618 |
0.6877 |
|
HIGH |
0.6828 |
|
0.618 |
0.6798 |
|
0.500 |
0.6789 |
|
0.382 |
0.6779 |
|
LOW |
0.6749 |
|
0.618 |
0.6700 |
|
1.000 |
0.6670 |
|
1.618 |
0.6621 |
|
2.618 |
0.6542 |
|
4.250 |
0.6413 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6793 |
0.6786 |
| PP |
0.6791 |
0.6778 |
| S1 |
0.6789 |
0.6770 |
|