CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6813 |
0.6844 |
0.0031 |
0.4% |
0.6719 |
| High |
0.6860 |
0.6899 |
0.0040 |
0.6% |
0.6845 |
| Low |
0.6806 |
0.6820 |
0.0015 |
0.2% |
0.6713 |
| Close |
0.6853 |
0.6891 |
0.0038 |
0.6% |
0.6818 |
| Range |
0.0054 |
0.0079 |
0.0025 |
46.3% |
0.0133 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
2.8% |
0.0000 |
| Volume |
104,939 |
126,407 |
21,468 |
20.5% |
508,259 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7078 |
0.6934 |
|
| R3 |
0.7028 |
0.6999 |
0.6913 |
|
| R2 |
0.6949 |
0.6949 |
0.6905 |
|
| R1 |
0.6920 |
0.6920 |
0.6898 |
0.6935 |
| PP |
0.6870 |
0.6870 |
0.6870 |
0.6877 |
| S1 |
0.6841 |
0.6841 |
0.6884 |
0.6856 |
| S2 |
0.6791 |
0.6791 |
0.6877 |
|
| S3 |
0.6712 |
0.6762 |
0.6869 |
|
| S4 |
0.6633 |
0.6683 |
0.6848 |
|
|
| 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 |
0.6899 |
0.6745 |
0.0155 |
2.2% |
0.0072 |
1.0% |
95% |
True |
False |
115,247 |
| 10 |
0.6899 |
0.6633 |
0.0267 |
3.9% |
0.0060 |
0.9% |
97% |
True |
False |
111,324 |
| 20 |
0.6899 |
0.6633 |
0.0267 |
3.9% |
0.0057 |
0.8% |
97% |
True |
False |
62,552 |
| 40 |
0.6899 |
0.6362 |
0.0537 |
7.8% |
0.0059 |
0.9% |
99% |
True |
False |
31,617 |
| 60 |
0.6899 |
0.6362 |
0.0537 |
7.8% |
0.0052 |
0.8% |
99% |
True |
False |
21,115 |
| 80 |
0.6899 |
0.6362 |
0.0537 |
7.8% |
0.0050 |
0.7% |
99% |
True |
False |
15,850 |
| 100 |
0.6899 |
0.6362 |
0.0537 |
7.8% |
0.0047 |
0.7% |
99% |
True |
False |
12,682 |
| 120 |
0.6899 |
0.6362 |
0.0537 |
7.8% |
0.0044 |
0.6% |
99% |
True |
False |
10,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7235 |
|
2.618 |
0.7106 |
|
1.618 |
0.7027 |
|
1.000 |
0.6978 |
|
0.618 |
0.6948 |
|
HIGH |
0.6899 |
|
0.618 |
0.6869 |
|
0.500 |
0.6860 |
|
0.382 |
0.6850 |
|
LOW |
0.6820 |
|
0.618 |
0.6771 |
|
1.000 |
0.6741 |
|
1.618 |
0.6692 |
|
2.618 |
0.6613 |
|
4.250 |
0.6484 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6881 |
0.6875 |
| PP |
0.6870 |
0.6860 |
| S1 |
0.6860 |
0.6844 |
|