CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6730 |
0.6707 |
-0.0023 |
-0.3% |
0.6803 |
| High |
0.6738 |
0.6707 |
-0.0032 |
-0.5% |
0.6817 |
| Low |
0.6703 |
0.6663 |
-0.0040 |
-0.6% |
0.6698 |
| Close |
0.6707 |
0.6670 |
-0.0037 |
-0.6% |
0.6762 |
| Range |
0.0035 |
0.0044 |
0.0009 |
24.3% |
0.0119 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
79,514 |
83,917 |
4,403 |
5.5% |
442,747 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6810 |
0.6783 |
0.6693 |
|
| R3 |
0.6767 |
0.6740 |
0.6681 |
|
| R2 |
0.6723 |
0.6723 |
0.6677 |
|
| R1 |
0.6696 |
0.6696 |
0.6673 |
0.6688 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6676 |
| S1 |
0.6653 |
0.6653 |
0.6666 |
0.6645 |
| S2 |
0.6636 |
0.6636 |
0.6662 |
|
| S3 |
0.6593 |
0.6609 |
0.6658 |
|
| S4 |
0.6549 |
0.6566 |
0.6646 |
|
|
| 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 |
0.6765 |
0.6663 |
0.0102 |
1.5% |
0.0041 |
0.6% |
6% |
False |
True |
82,622 |
| 10 |
0.6894 |
0.6663 |
0.0231 |
3.5% |
0.0051 |
0.8% |
3% |
False |
True |
87,866 |
| 20 |
0.6950 |
0.6663 |
0.0287 |
4.3% |
0.0060 |
0.9% |
2% |
False |
True |
102,662 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.8% |
0.0057 |
0.9% |
12% |
False |
False |
70,942 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0058 |
0.9% |
52% |
False |
False |
47,438 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
52% |
False |
False |
35,602 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
52% |
False |
False |
28,489 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0048 |
0.7% |
52% |
False |
False |
23,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6891 |
|
2.618 |
0.6820 |
|
1.618 |
0.6777 |
|
1.000 |
0.6750 |
|
0.618 |
0.6733 |
|
HIGH |
0.6707 |
|
0.618 |
0.6690 |
|
0.500 |
0.6685 |
|
0.382 |
0.6680 |
|
LOW |
0.6663 |
|
0.618 |
0.6636 |
|
1.000 |
0.6620 |
|
1.618 |
0.6593 |
|
2.618 |
0.6549 |
|
4.250 |
0.6478 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6685 |
0.6707 |
| PP |
0.6680 |
0.6694 |
| S1 |
0.6675 |
0.6682 |
|