CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 10-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.6751 |
0.6721 |
-0.0030 |
-0.4% |
0.6912 |
High |
0.6768 |
0.6748 |
-0.0020 |
-0.3% |
0.6950 |
Low |
0.6714 |
0.6698 |
-0.0016 |
-0.2% |
0.6792 |
Close |
0.6718 |
0.6734 |
0.0017 |
0.2% |
0.6805 |
Range |
0.0055 |
0.0050 |
-0.0005 |
-8.3% |
0.0158 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
93,831 |
101,202 |
7,371 |
7.9% |
523,562 |
|
Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6877 |
0.6855 |
0.6762 |
|
R3 |
0.6827 |
0.6805 |
0.6748 |
|
R2 |
0.6777 |
0.6777 |
0.6743 |
|
R1 |
0.6755 |
0.6755 |
0.6739 |
0.6766 |
PP |
0.6727 |
0.6727 |
0.6727 |
0.6732 |
S1 |
0.6705 |
0.6705 |
0.6729 |
0.6716 |
S2 |
0.6677 |
0.6677 |
0.6725 |
|
S3 |
0.6627 |
0.6655 |
0.6720 |
|
S4 |
0.6577 |
0.6605 |
0.6707 |
|
|
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 |
0.6858 |
0.6698 |
0.0160 |
2.4% |
0.0058 |
0.9% |
23% |
False |
True |
94,753 |
10 |
0.6950 |
0.6698 |
0.0252 |
3.7% |
0.0058 |
0.9% |
14% |
False |
True |
102,196 |
20 |
0.6950 |
0.6698 |
0.0252 |
3.7% |
0.0062 |
0.9% |
14% |
False |
True |
106,102 |
40 |
0.6950 |
0.6568 |
0.0382 |
5.7% |
0.0059 |
0.9% |
43% |
False |
False |
63,215 |
60 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0058 |
0.9% |
63% |
False |
False |
42,246 |
80 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0053 |
0.8% |
63% |
False |
False |
31,706 |
100 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0051 |
0.8% |
63% |
False |
False |
25,370 |
120 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0047 |
0.7% |
63% |
False |
False |
21,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6961 |
2.618 |
0.6879 |
1.618 |
0.6829 |
1.000 |
0.6798 |
0.618 |
0.6779 |
HIGH |
0.6748 |
0.618 |
0.6729 |
0.500 |
0.6723 |
0.382 |
0.6717 |
LOW |
0.6698 |
0.618 |
0.6667 |
1.000 |
0.6648 |
1.618 |
0.6617 |
2.618 |
0.6567 |
4.250 |
0.6486 |
|
|
Fisher Pivots for day following 10-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6730 |
0.6737 |
PP |
0.6727 |
0.6736 |
S1 |
0.6723 |
0.6735 |
|