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 |
|
|
|
| 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 |
|