CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6771 |
0.6821 |
0.0050 |
0.7% |
0.6719 |
| High |
0.6845 |
0.6835 |
-0.0011 |
-0.2% |
0.6845 |
| Low |
0.6745 |
0.6789 |
0.0045 |
0.7% |
0.6713 |
| Close |
0.6827 |
0.6818 |
-0.0009 |
-0.1% |
0.6818 |
| Range |
0.0101 |
0.0046 |
-0.0055 |
-54.7% |
0.0133 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
141,907 |
99,126 |
-42,781 |
-30.1% |
508,259 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6950 |
0.6930 |
0.6843 |
|
| R3 |
0.6905 |
0.6884 |
0.6831 |
|
| R2 |
0.6859 |
0.6859 |
0.6826 |
|
| R1 |
0.6839 |
0.6839 |
0.6822 |
0.6826 |
| PP |
0.6814 |
0.6814 |
0.6814 |
0.6808 |
| S1 |
0.6793 |
0.6793 |
0.6814 |
0.6781 |
| S2 |
0.6768 |
0.6768 |
0.6810 |
|
| S3 |
0.6723 |
0.6748 |
0.6805 |
|
| S4 |
0.6677 |
0.6702 |
0.6793 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7189 |
0.7136 |
0.6891 |
|
| R3 |
0.7057 |
0.7004 |
0.6854 |
|
| R2 |
0.6924 |
0.6924 |
0.6842 |
|
| R1 |
0.6871 |
0.6871 |
0.6830 |
0.6898 |
| PP |
0.6792 |
0.6792 |
0.6792 |
0.6805 |
| S1 |
0.6739 |
0.6739 |
0.6806 |
0.6765 |
| S2 |
0.6659 |
0.6659 |
0.6794 |
|
| S3 |
0.6527 |
0.6606 |
0.6782 |
|
| S4 |
0.6394 |
0.6474 |
0.6745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6845 |
0.6713 |
0.0133 |
1.9% |
0.0060 |
0.9% |
80% |
False |
False |
101,651 |
| 10 |
0.6845 |
0.6633 |
0.0213 |
3.1% |
0.0054 |
0.8% |
87% |
False |
False |
96,267 |
| 20 |
0.6845 |
0.6633 |
0.0213 |
3.1% |
0.0057 |
0.8% |
87% |
False |
False |
51,071 |
| 40 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0058 |
0.8% |
94% |
False |
False |
25,837 |
| 60 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0052 |
0.8% |
94% |
False |
False |
17,263 |
| 80 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0050 |
0.7% |
94% |
False |
False |
12,958 |
| 100 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0046 |
0.7% |
94% |
False |
False |
10,368 |
| 120 |
0.6845 |
0.6362 |
0.0483 |
7.1% |
0.0043 |
0.6% |
94% |
False |
False |
8,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7028 |
|
2.618 |
0.6954 |
|
1.618 |
0.6908 |
|
1.000 |
0.6880 |
|
0.618 |
0.6863 |
|
HIGH |
0.6835 |
|
0.618 |
0.6817 |
|
0.500 |
0.6812 |
|
0.382 |
0.6806 |
|
LOW |
0.6789 |
|
0.618 |
0.6761 |
|
1.000 |
0.6744 |
|
1.618 |
0.6715 |
|
2.618 |
0.6670 |
|
4.250 |
0.6596 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6810 |
| PP |
0.6814 |
0.6803 |
| S1 |
0.6812 |
0.6795 |
|