CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6901 |
0.6912 |
0.0011 |
0.2% |
0.6813 |
| High |
0.6943 |
0.6950 |
0.0008 |
0.1% |
0.6943 |
| Low |
0.6874 |
0.6905 |
0.0031 |
0.5% |
0.6806 |
| Close |
0.6919 |
0.6925 |
0.0006 |
0.1% |
0.6919 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-34.3% |
0.0137 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
121,161 |
101,970 |
-19,191 |
-15.8% |
599,500 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7062 |
0.7038 |
0.6949 |
|
| R3 |
0.7017 |
0.6993 |
0.6937 |
|
| R2 |
0.6972 |
0.6972 |
0.6933 |
|
| R1 |
0.6948 |
0.6948 |
0.6929 |
0.6960 |
| PP |
0.6927 |
0.6927 |
0.6927 |
0.6932 |
| S1 |
0.6903 |
0.6903 |
0.6920 |
0.6915 |
| S2 |
0.6882 |
0.6882 |
0.6916 |
|
| S3 |
0.6837 |
0.6858 |
0.6912 |
|
| S4 |
0.6792 |
0.6813 |
0.6900 |
|
|
| 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 |
0.6950 |
0.6820 |
0.0130 |
1.9% |
0.0074 |
1.1% |
80% |
True |
False |
119,306 |
| 10 |
0.6950 |
0.6745 |
0.0206 |
3.0% |
0.0067 |
1.0% |
88% |
True |
False |
112,058 |
| 20 |
0.6950 |
0.6633 |
0.0318 |
4.6% |
0.0062 |
0.9% |
92% |
True |
False |
85,671 |
| 40 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0061 |
0.9% |
96% |
True |
False |
43,324 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0054 |
0.8% |
96% |
True |
False |
28,942 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0051 |
0.7% |
96% |
True |
False |
21,725 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0048 |
0.7% |
96% |
True |
False |
17,383 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0046 |
0.7% |
96% |
True |
False |
14,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7141 |
|
2.618 |
0.7068 |
|
1.618 |
0.7023 |
|
1.000 |
0.6995 |
|
0.618 |
0.6978 |
|
HIGH |
0.6950 |
|
0.618 |
0.6933 |
|
0.500 |
0.6928 |
|
0.382 |
0.6922 |
|
LOW |
0.6905 |
|
0.618 |
0.6877 |
|
1.000 |
0.6860 |
|
1.618 |
0.6832 |
|
2.618 |
0.6787 |
|
4.250 |
0.6714 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6928 |
0.6912 |
| PP |
0.6927 |
0.6900 |
| S1 |
0.6926 |
0.6887 |
|