CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 09-Oct-2024
Day Change Summary
Previous Current
08-Oct-2024 09-Oct-2024 Change Change % Previous Week
Open 0.6765 0.6751 -0.0014 -0.2% 0.6912
High 0.6775 0.6768 -0.0007 -0.1% 0.6950
Low 0.6721 0.6714 -0.0007 -0.1% 0.6792
Close 0.6748 0.6718 -0.0030 -0.4% 0.6805
Range 0.0055 0.0055 0.0000 0.0% 0.0158
ATR 0.0061 0.0061 0.0000 -0.8% 0.0000
Volume 105,617 93,831 -11,786 -11.2% 523,562
Daily Pivots for day following 09-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6897 0.6862 0.6747
R3 0.6842 0.6807 0.6732
R2 0.6788 0.6788 0.6727
R1 0.6753 0.6753 0.6722 0.6743
PP 0.6733 0.6733 0.6733 0.6728
S1 0.6698 0.6698 0.6713 0.6688
S2 0.6679 0.6679 0.6708
S3 0.6624 0.6644 0.6703
S4 0.6570 0.6589 0.6688
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 0.6894 0.6714 0.0181 2.7% 0.0060 0.9% 2% False True 93,110
10 0.6950 0.6714 0.0237 3.5% 0.0062 0.9% 2% False True 104,353
20 0.6950 0.6668 0.0283 4.2% 0.0063 0.9% 18% False False 104,731
40 0.6950 0.6568 0.0382 5.7% 0.0059 0.9% 39% False False 60,690
60 0.6950 0.6362 0.0588 8.8% 0.0057 0.9% 60% False False 40,560
80 0.6950 0.6362 0.0588 8.8% 0.0052 0.8% 60% False False 30,441
100 0.6950 0.6362 0.0588 8.8% 0.0051 0.8% 60% False False 24,358
120 0.6950 0.6362 0.0588 8.8% 0.0047 0.7% 60% False False 20,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 0.7000
2.618 0.6911
1.618 0.6856
1.000 0.6823
0.618 0.6802
HIGH 0.6768
0.618 0.6747
0.500 0.6741
0.382 0.6734
LOW 0.6714
0.618 0.6680
1.000 0.6659
1.618 0.6625
2.618 0.6571
4.250 0.6482
Fisher Pivots for day following 09-Oct-2024
Pivot 1 day 3 day
R1 0.6741 0.6765
PP 0.6733 0.6749
S1 0.6725 0.6733

These figures are updated between 7pm and 10pm EST after a trading day.

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