CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6897 |
0.6833 |
-0.0065 |
-0.9% |
0.6719 |
| High |
0.6914 |
0.6911 |
-0.0003 |
0.0% |
0.6845 |
| Low |
0.6824 |
0.6825 |
0.0001 |
0.0% |
0.6713 |
| Close |
0.6831 |
0.6905 |
0.0074 |
1.1% |
0.6818 |
| Range |
0.0090 |
0.0086 |
-0.0004 |
-4.4% |
0.0133 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.0% |
0.0000 |
| Volume |
124,221 |
122,772 |
-1,449 |
-1.2% |
508,259 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7138 |
0.7108 |
0.6952 |
|
| R3 |
0.7052 |
0.7022 |
0.6929 |
|
| R2 |
0.6966 |
0.6966 |
0.6921 |
|
| R1 |
0.6936 |
0.6936 |
0.6913 |
0.6951 |
| PP |
0.6880 |
0.6880 |
0.6880 |
0.6888 |
| S1 |
0.6850 |
0.6850 |
0.6897 |
0.6865 |
| S2 |
0.6794 |
0.6794 |
0.6889 |
|
| S3 |
0.6708 |
0.6764 |
0.6881 |
|
| S4 |
0.6622 |
0.6678 |
0.6858 |
|
|
| 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 |
0.6789 |
0.0125 |
1.8% |
0.0071 |
1.0% |
93% |
False |
False |
115,493 |
| 10 |
0.6914 |
0.6702 |
0.0212 |
3.1% |
0.0065 |
0.9% |
96% |
False |
False |
110,009 |
| 20 |
0.6914 |
0.6633 |
0.0281 |
4.1% |
0.0062 |
0.9% |
97% |
False |
False |
74,778 |
| 40 |
0.6914 |
0.6362 |
0.0552 |
8.0% |
0.0061 |
0.9% |
98% |
False |
False |
37,779 |
| 60 |
0.6914 |
0.6362 |
0.0552 |
8.0% |
0.0054 |
0.8% |
98% |
False |
False |
25,227 |
| 80 |
0.6914 |
0.6362 |
0.0552 |
8.0% |
0.0051 |
0.7% |
98% |
False |
False |
18,937 |
| 100 |
0.6914 |
0.6362 |
0.0552 |
8.0% |
0.0047 |
0.7% |
98% |
False |
False |
15,152 |
| 120 |
0.6914 |
0.6362 |
0.0552 |
8.0% |
0.0045 |
0.6% |
98% |
False |
False |
12,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7276 |
|
2.618 |
0.7136 |
|
1.618 |
0.7050 |
|
1.000 |
0.6997 |
|
0.618 |
0.6964 |
|
HIGH |
0.6911 |
|
0.618 |
0.6878 |
|
0.500 |
0.6868 |
|
0.382 |
0.6857 |
|
LOW |
0.6825 |
|
0.618 |
0.6771 |
|
1.000 |
0.6739 |
|
1.618 |
0.6685 |
|
2.618 |
0.6599 |
|
4.250 |
0.6459 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6893 |
0.6892 |
| PP |
0.6880 |
0.6880 |
| S1 |
0.6868 |
0.6867 |
|