CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6920 |
0.6887 |
-0.0034 |
-0.5% |
0.6813 |
| High |
0.6941 |
0.6922 |
-0.0019 |
-0.3% |
0.6943 |
| Low |
0.6862 |
0.6881 |
0.0019 |
0.3% |
0.6806 |
| Close |
0.6899 |
0.6887 |
-0.0012 |
-0.2% |
0.6919 |
| Range |
0.0079 |
0.0041 |
-0.0038 |
-48.4% |
0.0137 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
146,097 |
85,988 |
-60,109 |
-41.1% |
599,500 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6993 |
0.6909 |
|
| R3 |
0.6978 |
0.6953 |
0.6898 |
|
| R2 |
0.6937 |
0.6937 |
0.6894 |
|
| R1 |
0.6912 |
0.6912 |
0.6891 |
0.6925 |
| PP |
0.6897 |
0.6897 |
0.6897 |
0.6903 |
| S1 |
0.6872 |
0.6872 |
0.6883 |
0.6884 |
| S2 |
0.6856 |
0.6856 |
0.6880 |
|
| S3 |
0.6816 |
0.6831 |
0.6876 |
|
| S4 |
0.6775 |
0.6791 |
0.6865 |
|
|
| 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 |
0.6825 |
0.0126 |
1.8% |
0.0064 |
0.9% |
50% |
False |
False |
115,597 |
| 10 |
0.6950 |
0.6745 |
0.0206 |
3.0% |
0.0069 |
1.0% |
69% |
False |
False |
117,458 |
| 20 |
0.6950 |
0.6633 |
0.0318 |
4.6% |
0.0061 |
0.9% |
80% |
False |
False |
95,885 |
| 40 |
0.6950 |
0.6528 |
0.0423 |
6.1% |
0.0058 |
0.8% |
85% |
False |
False |
49,085 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0055 |
0.8% |
89% |
False |
False |
32,808 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0051 |
0.7% |
89% |
False |
False |
24,625 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0049 |
0.7% |
89% |
False |
False |
19,704 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.5% |
0.0046 |
0.7% |
89% |
False |
False |
16,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7094 |
|
2.618 |
0.7028 |
|
1.618 |
0.6987 |
|
1.000 |
0.6962 |
|
0.618 |
0.6947 |
|
HIGH |
0.6922 |
|
0.618 |
0.6906 |
|
0.500 |
0.6901 |
|
0.382 |
0.6896 |
|
LOW |
0.6881 |
|
0.618 |
0.6856 |
|
1.000 |
0.6841 |
|
1.618 |
0.6815 |
|
2.618 |
0.6775 |
|
4.250 |
0.6709 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6901 |
0.6906 |
| PP |
0.6897 |
0.6900 |
| S1 |
0.6892 |
0.6893 |
|