CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6721 |
0.6745 |
0.0024 |
0.4% |
0.6803 |
| High |
0.6748 |
0.6765 |
0.0017 |
0.2% |
0.6817 |
| Low |
0.6698 |
0.6730 |
0.0032 |
0.5% |
0.6698 |
| Close |
0.6734 |
0.6762 |
0.0028 |
0.4% |
0.6762 |
| Range |
0.0050 |
0.0035 |
-0.0016 |
-31.0% |
0.0119 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
101,202 |
65,502 |
-35,700 |
-35.3% |
442,747 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6856 |
0.6843 |
0.6780 |
|
| R3 |
0.6821 |
0.6809 |
0.6771 |
|
| R2 |
0.6787 |
0.6787 |
0.6768 |
|
| R1 |
0.6774 |
0.6774 |
0.6765 |
0.6780 |
| PP |
0.6752 |
0.6752 |
0.6752 |
0.6755 |
| S1 |
0.6740 |
0.6740 |
0.6758 |
0.6746 |
| S2 |
0.6718 |
0.6718 |
0.6755 |
|
| S3 |
0.6683 |
0.6705 |
0.6752 |
|
| S4 |
0.6649 |
0.6671 |
0.6743 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7114 |
0.7056 |
0.6827 |
|
| R3 |
0.6996 |
0.6938 |
0.6794 |
|
| R2 |
0.6877 |
0.6877 |
0.6783 |
|
| R1 |
0.6819 |
0.6819 |
0.6772 |
0.6789 |
| PP |
0.6759 |
0.6759 |
0.6759 |
0.6744 |
| S1 |
0.6701 |
0.6701 |
0.6751 |
0.6671 |
| S2 |
0.6640 |
0.6640 |
0.6740 |
|
| S3 |
0.6522 |
0.6582 |
0.6729 |
|
| S4 |
0.6403 |
0.6464 |
0.6696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6817 |
0.6698 |
0.0119 |
1.8% |
0.0052 |
0.8% |
54% |
False |
False |
88,549 |
| 10 |
0.6950 |
0.6698 |
0.0252 |
3.7% |
0.0055 |
0.8% |
25% |
False |
False |
96,630 |
| 20 |
0.6950 |
0.6698 |
0.0252 |
3.7% |
0.0061 |
0.9% |
25% |
False |
False |
103,703 |
| 40 |
0.6950 |
0.6625 |
0.0325 |
4.8% |
0.0058 |
0.9% |
42% |
False |
False |
64,832 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0058 |
0.9% |
68% |
False |
False |
43,335 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0052 |
0.8% |
68% |
False |
False |
32,524 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0051 |
0.8% |
68% |
False |
False |
26,025 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0047 |
0.7% |
68% |
False |
False |
21,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6911 |
|
2.618 |
0.6855 |
|
1.618 |
0.6820 |
|
1.000 |
0.6799 |
|
0.618 |
0.6786 |
|
HIGH |
0.6765 |
|
0.618 |
0.6751 |
|
0.500 |
0.6747 |
|
0.382 |
0.6743 |
|
LOW |
0.6730 |
|
0.618 |
0.6709 |
|
1.000 |
0.6696 |
|
1.618 |
0.6674 |
|
2.618 |
0.6640 |
|
4.250 |
0.6583 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6757 |
0.6752 |
| PP |
0.6752 |
0.6743 |
| S1 |
0.6747 |
0.6733 |
|