CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6765 |
0.6771 |
0.0007 |
0.1% |
0.6681 |
| High |
0.6828 |
0.6845 |
0.0017 |
0.2% |
0.6742 |
| Low |
0.6749 |
0.6745 |
-0.0005 |
-0.1% |
0.6633 |
| Close |
0.6795 |
0.6827 |
0.0032 |
0.5% |
0.6712 |
| Range |
0.0079 |
0.0101 |
0.0022 |
27.2% |
0.0110 |
| ATR |
0.0054 |
0.0058 |
0.0003 |
6.1% |
0.0000 |
| Volume |
103,859 |
141,907 |
38,048 |
36.6% |
454,413 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7067 |
0.6882 |
|
| R3 |
0.7006 |
0.6967 |
0.6854 |
|
| R2 |
0.6906 |
0.6906 |
0.6845 |
|
| R1 |
0.6866 |
0.6866 |
0.6836 |
0.6886 |
| PP |
0.6805 |
0.6805 |
0.6805 |
0.6815 |
| S1 |
0.6766 |
0.6766 |
0.6817 |
0.6786 |
| S2 |
0.6705 |
0.6705 |
0.6808 |
|
| S3 |
0.6604 |
0.6665 |
0.6799 |
|
| S4 |
0.6504 |
0.6565 |
0.6771 |
|
|
| 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 |
0.6845 |
0.6702 |
0.0144 |
2.1% |
0.0059 |
0.9% |
87% |
True |
False |
104,525 |
| 10 |
0.6845 |
0.6633 |
0.0213 |
3.1% |
0.0060 |
0.9% |
91% |
True |
False |
88,151 |
| 20 |
0.6845 |
0.6633 |
0.0213 |
3.1% |
0.0057 |
0.8% |
91% |
True |
False |
46,155 |
| 40 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0058 |
0.9% |
96% |
True |
False |
23,372 |
| 60 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0052 |
0.8% |
96% |
True |
False |
15,613 |
| 80 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0049 |
0.7% |
96% |
True |
False |
11,720 |
| 100 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0046 |
0.7% |
96% |
True |
False |
9,377 |
| 120 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0042 |
0.6% |
96% |
True |
False |
7,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7272 |
|
2.618 |
0.7108 |
|
1.618 |
0.7008 |
|
1.000 |
0.6946 |
|
0.618 |
0.6907 |
|
HIGH |
0.6845 |
|
0.618 |
0.6807 |
|
0.500 |
0.6795 |
|
0.382 |
0.6783 |
|
LOW |
0.6745 |
|
0.618 |
0.6682 |
|
1.000 |
0.6644 |
|
1.618 |
0.6582 |
|
2.618 |
0.6481 |
|
4.250 |
0.6317 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6816 |
| PP |
0.6805 |
0.6805 |
| S1 |
0.6795 |
0.6795 |
|