CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6844 |
0.6897 |
0.0054 |
0.8% |
0.6719 |
| High |
0.6899 |
0.6914 |
0.0015 |
0.2% |
0.6845 |
| Low |
0.6820 |
0.6824 |
0.0004 |
0.1% |
0.6713 |
| Close |
0.6891 |
0.6831 |
-0.0060 |
-0.9% |
0.6818 |
| Range |
0.0079 |
0.0090 |
0.0011 |
13.9% |
0.0133 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.9% |
0.0000 |
| Volume |
126,407 |
124,221 |
-2,186 |
-1.7% |
508,259 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7126 |
0.7069 |
0.6881 |
|
| R3 |
0.7036 |
0.6979 |
0.6856 |
|
| R2 |
0.6946 |
0.6946 |
0.6848 |
|
| R1 |
0.6889 |
0.6889 |
0.6839 |
0.6872 |
| PP |
0.6856 |
0.6856 |
0.6856 |
0.6848 |
| S1 |
0.6799 |
0.6799 |
0.6823 |
0.6782 |
| S2 |
0.6766 |
0.6766 |
0.6815 |
|
| S3 |
0.6676 |
0.6709 |
0.6806 |
|
| S4 |
0.6586 |
0.6619 |
0.6782 |
|
|
| 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 |
0.6914 |
0.6745 |
0.0169 |
2.5% |
0.0074 |
1.1% |
51% |
True |
False |
119,320 |
| 10 |
0.6914 |
0.6668 |
0.0246 |
3.6% |
0.0063 |
0.9% |
66% |
True |
False |
105,109 |
| 20 |
0.6914 |
0.6633 |
0.0281 |
4.1% |
0.0060 |
0.9% |
71% |
True |
False |
68,740 |
| 40 |
0.6914 |
0.6362 |
0.0552 |
8.1% |
0.0061 |
0.9% |
85% |
True |
False |
34,721 |
| 60 |
0.6914 |
0.6362 |
0.0552 |
8.1% |
0.0053 |
0.8% |
85% |
True |
False |
23,182 |
| 80 |
0.6914 |
0.6362 |
0.0552 |
8.1% |
0.0051 |
0.7% |
85% |
True |
False |
17,402 |
| 100 |
0.6914 |
0.6362 |
0.0552 |
8.1% |
0.0047 |
0.7% |
85% |
True |
False |
13,924 |
| 120 |
0.6914 |
0.6362 |
0.0552 |
8.1% |
0.0044 |
0.6% |
85% |
True |
False |
11,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7296 |
|
2.618 |
0.7149 |
|
1.618 |
0.7059 |
|
1.000 |
0.7004 |
|
0.618 |
0.6969 |
|
HIGH |
0.6914 |
|
0.618 |
0.6879 |
|
0.500 |
0.6869 |
|
0.382 |
0.6858 |
|
LOW |
0.6824 |
|
0.618 |
0.6768 |
|
1.000 |
0.6734 |
|
1.618 |
0.6678 |
|
2.618 |
0.6588 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6869 |
0.6860 |
| PP |
0.6856 |
0.6850 |
| S1 |
0.6844 |
0.6841 |
|