CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 04-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.6892 |
0.6846 |
-0.0046 |
-0.7% |
0.6912 |
High |
0.6894 |
0.6858 |
-0.0037 |
-0.5% |
0.6950 |
Low |
0.6835 |
0.6792 |
-0.0043 |
-0.6% |
0.6792 |
Close |
0.6846 |
0.6805 |
-0.0041 |
-0.6% |
0.6805 |
Range |
0.0059 |
0.0066 |
0.0007 |
11.0% |
0.0158 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
Volume |
92,984 |
96,523 |
3,539 |
3.8% |
523,562 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7015 |
0.6975 |
0.6841 |
|
R3 |
0.6949 |
0.6910 |
0.6823 |
|
R2 |
0.6884 |
0.6884 |
0.6817 |
|
R1 |
0.6844 |
0.6844 |
0.6811 |
0.6831 |
PP |
0.6818 |
0.6818 |
0.6818 |
0.6812 |
S1 |
0.6779 |
0.6779 |
0.6799 |
0.6766 |
S2 |
0.6753 |
0.6753 |
0.6793 |
|
S3 |
0.6687 |
0.6713 |
0.6787 |
|
S4 |
0.6622 |
0.6648 |
0.6769 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7323 |
0.7222 |
0.6892 |
|
R3 |
0.7165 |
0.7064 |
0.6848 |
|
R2 |
0.7007 |
0.7007 |
0.6834 |
|
R1 |
0.6906 |
0.6906 |
0.6819 |
0.6878 |
PP |
0.6849 |
0.6849 |
0.6849 |
0.6835 |
S1 |
0.6748 |
0.6748 |
0.6791 |
0.6720 |
S2 |
0.6691 |
0.6691 |
0.6776 |
|
S3 |
0.6533 |
0.6590 |
0.6762 |
|
S4 |
0.6375 |
0.6432 |
0.6718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6950 |
0.6792 |
0.0158 |
2.3% |
0.0058 |
0.8% |
8% |
False |
True |
104,712 |
10 |
0.6950 |
0.6792 |
0.0158 |
2.3% |
0.0067 |
1.0% |
8% |
False |
True |
112,306 |
20 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0060 |
0.9% |
54% |
False |
False |
104,286 |
40 |
0.6950 |
0.6568 |
0.0382 |
5.6% |
0.0057 |
0.8% |
62% |
False |
False |
53,805 |
60 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0056 |
0.8% |
75% |
False |
False |
35,964 |
80 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0052 |
0.8% |
75% |
False |
False |
26,993 |
100 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0050 |
0.7% |
75% |
False |
False |
21,599 |
120 |
0.6950 |
0.6362 |
0.0588 |
8.6% |
0.0046 |
0.7% |
75% |
False |
False |
18,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7136 |
2.618 |
0.7029 |
1.618 |
0.6963 |
1.000 |
0.6923 |
0.618 |
0.6898 |
HIGH |
0.6858 |
0.618 |
0.6832 |
0.500 |
0.6825 |
0.382 |
0.6817 |
LOW |
0.6792 |
0.618 |
0.6752 |
1.000 |
0.6727 |
1.618 |
0.6686 |
2.618 |
0.6621 |
4.250 |
0.6514 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6825 |
0.6857 |
PP |
0.6818 |
0.6840 |
S1 |
0.6812 |
0.6822 |
|