CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6846 |
0.6803 |
-0.0043 |
-0.6% |
0.6912 |
| High |
0.6858 |
0.6817 |
-0.0041 |
-0.6% |
0.6950 |
| Low |
0.6792 |
0.6749 |
-0.0043 |
-0.6% |
0.6792 |
| Close |
0.6805 |
0.6751 |
-0.0055 |
-0.8% |
0.6805 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.1% |
0.0158 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
96,523 |
76,595 |
-19,928 |
-20.6% |
523,562 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6975 |
0.6930 |
0.6788 |
|
| R3 |
0.6907 |
0.6863 |
0.6769 |
|
| R2 |
0.6840 |
0.6840 |
0.6763 |
|
| R1 |
0.6795 |
0.6795 |
0.6757 |
0.6784 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6766 |
| S1 |
0.6728 |
0.6728 |
0.6744 |
0.6716 |
| S2 |
0.6705 |
0.6705 |
0.6738 |
|
| S3 |
0.6637 |
0.6660 |
0.6732 |
|
| S4 |
0.6570 |
0.6593 |
0.6713 |
|
|
| 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 |
0.6941 |
0.6749 |
0.0192 |
2.8% |
0.0062 |
0.9% |
1% |
False |
True |
99,637 |
| 10 |
0.6950 |
0.6749 |
0.0201 |
3.0% |
0.0068 |
1.0% |
1% |
False |
True |
109,471 |
| 20 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0062 |
0.9% |
37% |
False |
False |
107,285 |
| 40 |
0.6950 |
0.6568 |
0.0382 |
5.7% |
0.0058 |
0.9% |
48% |
False |
False |
55,716 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0057 |
0.8% |
66% |
False |
False |
37,239 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0052 |
0.8% |
66% |
False |
False |
27,948 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0051 |
0.7% |
66% |
False |
False |
22,364 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0046 |
0.7% |
66% |
False |
False |
18,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7103 |
|
2.618 |
0.6993 |
|
1.618 |
0.6926 |
|
1.000 |
0.6884 |
|
0.618 |
0.6858 |
|
HIGH |
0.6817 |
|
0.618 |
0.6791 |
|
0.500 |
0.6783 |
|
0.382 |
0.6775 |
|
LOW |
0.6749 |
|
0.618 |
0.6707 |
|
1.000 |
0.6682 |
|
1.618 |
0.6640 |
|
2.618 |
0.6572 |
|
4.250 |
0.6462 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6783 |
0.6822 |
| PP |
0.6772 |
0.6798 |
| S1 |
0.6761 |
0.6774 |
|