CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6887 |
0.6892 |
0.0006 |
0.1% |
0.6813 |
| High |
0.6922 |
0.6894 |
-0.0028 |
-0.4% |
0.6943 |
| Low |
0.6881 |
0.6835 |
-0.0046 |
-0.7% |
0.6806 |
| Close |
0.6887 |
0.6846 |
-0.0041 |
-0.6% |
0.6919 |
| Range |
0.0041 |
0.0059 |
0.0019 |
45.7% |
0.0137 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
85,988 |
92,984 |
6,996 |
8.1% |
599,500 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7035 |
0.7000 |
0.6878 |
|
| R3 |
0.6976 |
0.6941 |
0.6862 |
|
| R2 |
0.6917 |
0.6917 |
0.6857 |
|
| R1 |
0.6882 |
0.6882 |
0.6851 |
0.6870 |
| PP |
0.6858 |
0.6858 |
0.6858 |
0.6853 |
| S1 |
0.6823 |
0.6823 |
0.6841 |
0.6811 |
| S2 |
0.6799 |
0.6799 |
0.6835 |
|
| S3 |
0.6740 |
0.6764 |
0.6830 |
|
| S4 |
0.6681 |
0.6705 |
0.6814 |
|
|
| 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 |
0.6835 |
0.0115 |
1.7% |
0.0058 |
0.9% |
10% |
False |
True |
109,640 |
| 10 |
0.6950 |
0.6789 |
0.0161 |
2.4% |
0.0065 |
0.9% |
35% |
False |
False |
112,566 |
| 20 |
0.6950 |
0.6633 |
0.0318 |
4.6% |
0.0062 |
0.9% |
67% |
False |
False |
100,358 |
| 40 |
0.6950 |
0.6528 |
0.0423 |
6.2% |
0.0058 |
0.8% |
75% |
False |
False |
51,402 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0056 |
0.8% |
82% |
False |
False |
34,357 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0052 |
0.8% |
82% |
False |
False |
25,787 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0050 |
0.7% |
82% |
False |
False |
20,633 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0045 |
0.7% |
82% |
False |
False |
17,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7145 |
|
2.618 |
0.7048 |
|
1.618 |
0.6989 |
|
1.000 |
0.6953 |
|
0.618 |
0.6930 |
|
HIGH |
0.6894 |
|
0.618 |
0.6871 |
|
0.500 |
0.6865 |
|
0.382 |
0.6858 |
|
LOW |
0.6835 |
|
0.618 |
0.6799 |
|
1.000 |
0.6776 |
|
1.618 |
0.6740 |
|
2.618 |
0.6681 |
|
4.250 |
0.6584 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6865 |
0.6888 |
| PP |
0.6858 |
0.6874 |
| S1 |
0.6852 |
0.6860 |
|