CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6744 |
0.6730 |
-0.0015 |
-0.2% |
0.6803 |
| High |
0.6751 |
0.6738 |
-0.0013 |
-0.2% |
0.6817 |
| Low |
0.6707 |
0.6703 |
-0.0004 |
-0.1% |
0.6698 |
| Close |
0.6723 |
0.6707 |
-0.0017 |
-0.2% |
0.6762 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-19.5% |
0.0119 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
82,979 |
79,514 |
-3,465 |
-4.2% |
442,747 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6821 |
0.6799 |
0.6726 |
|
| R3 |
0.6786 |
0.6764 |
0.6716 |
|
| R2 |
0.6751 |
0.6751 |
0.6713 |
|
| R1 |
0.6729 |
0.6729 |
0.6710 |
0.6722 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6713 |
| S1 |
0.6694 |
0.6694 |
0.6703 |
0.6687 |
| S2 |
0.6681 |
0.6681 |
0.6700 |
|
| S3 |
0.6646 |
0.6659 |
0.6697 |
|
| S4 |
0.6611 |
0.6624 |
0.6687 |
|
|
| 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 |
0.6768 |
0.6698 |
0.0070 |
1.0% |
0.0044 |
0.6% |
12% |
False |
False |
84,605 |
| 10 |
0.6922 |
0.6698 |
0.0224 |
3.3% |
0.0050 |
0.8% |
4% |
False |
False |
88,073 |
| 20 |
0.6950 |
0.6698 |
0.0252 |
3.8% |
0.0062 |
0.9% |
3% |
False |
False |
103,659 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0056 |
0.8% |
23% |
False |
False |
68,877 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0057 |
0.9% |
59% |
False |
False |
46,041 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
59% |
False |
False |
34,553 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
59% |
False |
False |
27,650 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0047 |
0.7% |
59% |
False |
False |
23,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6887 |
|
2.618 |
0.6830 |
|
1.618 |
0.6795 |
|
1.000 |
0.6773 |
|
0.618 |
0.6760 |
|
HIGH |
0.6738 |
|
0.618 |
0.6725 |
|
0.500 |
0.6721 |
|
0.382 |
0.6716 |
|
LOW |
0.6703 |
|
0.618 |
0.6681 |
|
1.000 |
0.6668 |
|
1.618 |
0.6646 |
|
2.618 |
0.6611 |
|
4.250 |
0.6554 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6721 |
0.6734 |
| PP |
0.6716 |
0.6725 |
| S1 |
0.6711 |
0.6716 |
|