CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 0.6912 0.6920 0.0009 0.1% 0.6813
High 0.6950 0.6941 -0.0010 -0.1% 0.6943
Low 0.6905 0.6862 -0.0043 -0.6% 0.6806
Close 0.6925 0.6899 -0.0026 -0.4% 0.6919
Range 0.0045 0.0079 0.0034 74.4% 0.0137
ATR 0.0061 0.0063 0.0001 2.0% 0.0000
Volume 101,970 146,097 44,127 43.3% 599,500
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7136 0.7096 0.6942
R3 0.7057 0.7017 0.6920
R2 0.6979 0.6979 0.6913
R1 0.6939 0.6939 0.6906 0.6920
PP 0.6900 0.6900 0.6900 0.6891
S1 0.6860 0.6860 0.6891 0.6841
S2 0.6822 0.6822 0.6884
S3 0.6743 0.6782 0.6877
S4 0.6665 0.6703 0.6855
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 0.6824 0.0127 1.8% 0.0074 1.1% 59% False False 123,244
10 0.6950 0.6745 0.0206 3.0% 0.0073 1.1% 75% False False 119,245
20 0.6950 0.6633 0.0318 4.6% 0.0062 0.9% 84% False False 91,830
40 0.6950 0.6494 0.0456 6.6% 0.0058 0.8% 89% False False 46,942
60 0.6950 0.6362 0.0588 8.5% 0.0055 0.8% 91% False False 31,376
80 0.6950 0.6362 0.0588 8.5% 0.0052 0.8% 91% False False 23,550
100 0.6950 0.6362 0.0588 8.5% 0.0049 0.7% 91% False False 18,844
120 0.6950 0.6362 0.0588 8.5% 0.0045 0.7% 91% False False 15,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7274
2.618 0.7146
1.618 0.7068
1.000 0.7019
0.618 0.6989
HIGH 0.6941
0.618 0.6911
0.500 0.6901
0.382 0.6892
LOW 0.6862
0.618 0.6813
1.000 0.6784
1.618 0.6735
2.618 0.6656
4.250 0.6528
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 0.6901 0.6906
PP 0.6900 0.6904
S1 0.6899 0.6901

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These figures are updated between 7pm and 10pm EST after a trading day.

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