CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6833 |
0.6901 |
0.0068 |
1.0% |
0.6813 |
| High |
0.6911 |
0.6943 |
0.0032 |
0.5% |
0.6943 |
| Low |
0.6825 |
0.6874 |
0.0050 |
0.7% |
0.6806 |
| Close |
0.6905 |
0.6919 |
0.0014 |
0.2% |
0.6919 |
| Range |
0.0086 |
0.0069 |
-0.0018 |
-20.3% |
0.0137 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
122,772 |
121,161 |
-1,611 |
-1.3% |
599,500 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7117 |
0.7086 |
0.6956 |
|
| R3 |
0.7049 |
0.7018 |
0.6937 |
|
| R2 |
0.6980 |
0.6980 |
0.6931 |
|
| R1 |
0.6949 |
0.6949 |
0.6925 |
0.6965 |
| PP |
0.6912 |
0.6912 |
0.6912 |
0.6919 |
| S1 |
0.6881 |
0.6881 |
0.6912 |
0.6896 |
| S2 |
0.6843 |
0.6843 |
0.6906 |
|
| S3 |
0.6775 |
0.6812 |
0.6900 |
|
| S4 |
0.6706 |
0.6744 |
0.6881 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7300 |
0.7246 |
0.6994 |
|
| R3 |
0.7163 |
0.7109 |
0.6956 |
|
| R2 |
0.7026 |
0.7026 |
0.6944 |
|
| R1 |
0.6972 |
0.6972 |
0.6931 |
0.6999 |
| PP |
0.6889 |
0.6889 |
0.6889 |
0.6902 |
| S1 |
0.6835 |
0.6835 |
0.6906 |
0.6862 |
| S2 |
0.6752 |
0.6752 |
0.6893 |
|
| S3 |
0.6615 |
0.6698 |
0.6881 |
|
| S4 |
0.6478 |
0.6561 |
0.6843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6943 |
0.6806 |
0.0137 |
2.0% |
0.0076 |
1.1% |
82% |
True |
False |
119,900 |
| 10 |
0.6943 |
0.6713 |
0.0230 |
3.3% |
0.0068 |
1.0% |
90% |
True |
False |
110,775 |
| 20 |
0.6943 |
0.6633 |
0.0310 |
4.5% |
0.0063 |
0.9% |
92% |
True |
False |
80,722 |
| 40 |
0.6943 |
0.6362 |
0.0581 |
8.4% |
0.0061 |
0.9% |
96% |
True |
False |
40,790 |
| 60 |
0.6943 |
0.6362 |
0.0581 |
8.4% |
0.0054 |
0.8% |
96% |
True |
False |
27,245 |
| 80 |
0.6943 |
0.6362 |
0.0581 |
8.4% |
0.0051 |
0.7% |
96% |
True |
False |
20,450 |
| 100 |
0.6943 |
0.6362 |
0.0581 |
8.4% |
0.0048 |
0.7% |
96% |
True |
False |
16,363 |
| 120 |
0.6943 |
0.6362 |
0.0581 |
8.4% |
0.0045 |
0.7% |
96% |
True |
False |
13,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7234 |
|
2.618 |
0.7122 |
|
1.618 |
0.7053 |
|
1.000 |
0.7011 |
|
0.618 |
0.6985 |
|
HIGH |
0.6943 |
|
0.618 |
0.6916 |
|
0.500 |
0.6908 |
|
0.382 |
0.6900 |
|
LOW |
0.6874 |
|
0.618 |
0.6832 |
|
1.000 |
0.6806 |
|
1.618 |
0.6763 |
|
2.618 |
0.6695 |
|
4.250 |
0.6583 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6915 |
0.6907 |
| PP |
0.6912 |
0.6895 |
| S1 |
0.6908 |
0.6883 |
|