CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6803 |
0.6765 |
-0.0039 |
-0.6% |
0.6912 |
| High |
0.6817 |
0.6775 |
-0.0042 |
-0.6% |
0.6950 |
| Low |
0.6749 |
0.6721 |
-0.0029 |
-0.4% |
0.6792 |
| Close |
0.6751 |
0.6748 |
-0.0003 |
0.0% |
0.6805 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.3% |
0.0158 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
76,595 |
105,617 |
29,022 |
37.9% |
523,562 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6884 |
0.6777 |
|
| R3 |
0.6857 |
0.6829 |
0.6762 |
|
| R2 |
0.6802 |
0.6802 |
0.6757 |
|
| R1 |
0.6775 |
0.6775 |
0.6752 |
0.6761 |
| PP |
0.6748 |
0.6748 |
0.6748 |
0.6741 |
| S1 |
0.6720 |
0.6720 |
0.6743 |
0.6707 |
| S2 |
0.6693 |
0.6693 |
0.6738 |
|
| S3 |
0.6639 |
0.6666 |
0.6733 |
|
| S4 |
0.6584 |
0.6611 |
0.6718 |
|
|
| 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 |
0.6922 |
0.6721 |
0.0201 |
3.0% |
0.0057 |
0.9% |
13% |
False |
True |
91,541 |
| 10 |
0.6950 |
0.6721 |
0.0230 |
3.4% |
0.0066 |
1.0% |
12% |
False |
True |
107,392 |
| 20 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0063 |
0.9% |
36% |
False |
False |
109,358 |
| 40 |
0.6950 |
0.6568 |
0.0382 |
5.7% |
0.0059 |
0.9% |
47% |
False |
False |
58,348 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0057 |
0.8% |
66% |
False |
False |
38,998 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0052 |
0.8% |
66% |
False |
False |
29,268 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0051 |
0.7% |
66% |
False |
False |
23,420 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0046 |
0.7% |
66% |
False |
False |
19,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7007 |
|
2.618 |
0.6918 |
|
1.618 |
0.6863 |
|
1.000 |
0.6830 |
|
0.618 |
0.6809 |
|
HIGH |
0.6775 |
|
0.618 |
0.6754 |
|
0.500 |
0.6748 |
|
0.382 |
0.6741 |
|
LOW |
0.6721 |
|
0.618 |
0.6687 |
|
1.000 |
0.6666 |
|
1.618 |
0.6632 |
|
2.618 |
0.6578 |
|
4.250 |
0.6489 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6748 |
0.6789 |
| PP |
0.6748 |
0.6775 |
| S1 |
0.6748 |
0.6761 |
|