CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6745 |
0.6744 |
-0.0001 |
0.0% |
0.6803 |
| High |
0.6765 |
0.6751 |
-0.0014 |
-0.2% |
0.6817 |
| Low |
0.6730 |
0.6707 |
-0.0023 |
-0.3% |
0.6698 |
| Close |
0.6762 |
0.6723 |
-0.0039 |
-0.6% |
0.6762 |
| Range |
0.0035 |
0.0044 |
0.0009 |
26.1% |
0.0119 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65,502 |
82,979 |
17,477 |
26.7% |
442,747 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6857 |
0.6834 |
0.6747 |
|
| R3 |
0.6814 |
0.6790 |
0.6735 |
|
| R2 |
0.6770 |
0.6770 |
0.6731 |
|
| R1 |
0.6747 |
0.6747 |
0.6727 |
0.6737 |
| PP |
0.6727 |
0.6727 |
0.6727 |
0.6722 |
| S1 |
0.6703 |
0.6703 |
0.6719 |
0.6693 |
| S2 |
0.6683 |
0.6683 |
0.6715 |
|
| S3 |
0.6640 |
0.6660 |
0.6711 |
|
| S4 |
0.6596 |
0.6616 |
0.6699 |
|
|
| 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 |
0.6775 |
0.6698 |
0.0077 |
1.1% |
0.0047 |
0.7% |
32% |
False |
False |
89,826 |
| 10 |
0.6941 |
0.6698 |
0.0243 |
3.6% |
0.0055 |
0.8% |
10% |
False |
False |
94,731 |
| 20 |
0.6950 |
0.6698 |
0.0252 |
3.7% |
0.0061 |
0.9% |
10% |
False |
False |
103,395 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0057 |
0.9% |
29% |
False |
False |
66,900 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0058 |
0.9% |
61% |
False |
False |
44,717 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0053 |
0.8% |
61% |
False |
False |
33,560 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0051 |
0.8% |
61% |
False |
False |
26,855 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.7% |
0.0047 |
0.7% |
61% |
False |
False |
22,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6935 |
|
2.618 |
0.6864 |
|
1.618 |
0.6821 |
|
1.000 |
0.6794 |
|
0.618 |
0.6777 |
|
HIGH |
0.6751 |
|
0.618 |
0.6734 |
|
0.500 |
0.6729 |
|
0.382 |
0.6724 |
|
LOW |
0.6707 |
|
0.618 |
0.6680 |
|
1.000 |
0.6664 |
|
1.618 |
0.6637 |
|
2.618 |
0.6593 |
|
4.250 |
0.6522 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6729 |
0.6731 |
| PP |
0.6727 |
0.6729 |
| S1 |
0.6725 |
0.6726 |
|