CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6821 |
0.6813 |
-0.0008 |
-0.1% |
0.6719 |
| High |
0.6835 |
0.6860 |
0.0025 |
0.4% |
0.6845 |
| Low |
0.6789 |
0.6806 |
0.0017 |
0.2% |
0.6713 |
| Close |
0.6818 |
0.6853 |
0.0035 |
0.5% |
0.6818 |
| Range |
0.0046 |
0.0054 |
0.0009 |
18.7% |
0.0133 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
99,126 |
104,939 |
5,813 |
5.9% |
508,259 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7001 |
0.6981 |
0.6883 |
|
| R3 |
0.6947 |
0.6927 |
0.6868 |
|
| R2 |
0.6893 |
0.6893 |
0.6863 |
|
| R1 |
0.6873 |
0.6873 |
0.6858 |
0.6883 |
| PP |
0.6839 |
0.6839 |
0.6839 |
0.6844 |
| S1 |
0.6819 |
0.6819 |
0.6848 |
0.6829 |
| S2 |
0.6785 |
0.6785 |
0.6843 |
|
| S3 |
0.6731 |
0.6765 |
0.6838 |
|
| S4 |
0.6677 |
0.6711 |
0.6823 |
|
|
| 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 |
0.6860 |
0.6745 |
0.0115 |
1.7% |
0.0061 |
0.9% |
94% |
True |
False |
104,810 |
| 10 |
0.6860 |
0.6633 |
0.0227 |
3.3% |
0.0055 |
0.8% |
97% |
True |
False |
105,098 |
| 20 |
0.6860 |
0.6633 |
0.0227 |
3.3% |
0.0055 |
0.8% |
97% |
True |
False |
56,261 |
| 40 |
0.6860 |
0.6362 |
0.0498 |
7.3% |
0.0058 |
0.8% |
99% |
True |
False |
28,459 |
| 60 |
0.6860 |
0.6362 |
0.0498 |
7.3% |
0.0052 |
0.8% |
99% |
True |
False |
19,009 |
| 80 |
0.6860 |
0.6362 |
0.0498 |
7.3% |
0.0050 |
0.7% |
99% |
True |
False |
14,270 |
| 100 |
0.6860 |
0.6362 |
0.0498 |
7.3% |
0.0046 |
0.7% |
99% |
True |
False |
11,418 |
| 120 |
0.6860 |
0.6362 |
0.0498 |
7.3% |
0.0043 |
0.6% |
99% |
True |
False |
9,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7089 |
|
2.618 |
0.7001 |
|
1.618 |
0.6947 |
|
1.000 |
0.6914 |
|
0.618 |
0.6893 |
|
HIGH |
0.6860 |
|
0.618 |
0.6839 |
|
0.500 |
0.6833 |
|
0.382 |
0.6826 |
|
LOW |
0.6806 |
|
0.618 |
0.6772 |
|
1.000 |
0.6752 |
|
1.618 |
0.6718 |
|
2.618 |
0.6664 |
|
4.250 |
0.6576 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6846 |
0.6836 |
| PP |
0.6839 |
0.6819 |
| S1 |
0.6833 |
0.6802 |
|