CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6670 |
0.6700 |
0.0030 |
0.4% |
0.6744 |
| High |
0.6715 |
0.6724 |
0.0009 |
0.1% |
0.6751 |
| Low |
0.6664 |
0.6698 |
0.0035 |
0.5% |
0.6663 |
| Close |
0.6700 |
0.6708 |
0.0009 |
0.1% |
0.6708 |
| Range |
0.0052 |
0.0026 |
-0.0026 |
-49.5% |
0.0088 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
90,981 |
53,471 |
-37,510 |
-41.2% |
390,862 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6774 |
0.6722 |
|
| R3 |
0.6762 |
0.6748 |
0.6715 |
|
| R2 |
0.6736 |
0.6736 |
0.6713 |
|
| R1 |
0.6722 |
0.6722 |
0.6710 |
0.6729 |
| PP |
0.6710 |
0.6710 |
0.6710 |
0.6714 |
| S1 |
0.6696 |
0.6696 |
0.6706 |
0.6703 |
| S2 |
0.6684 |
0.6684 |
0.6703 |
|
| S3 |
0.6658 |
0.6670 |
0.6701 |
|
| S4 |
0.6632 |
0.6644 |
0.6694 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6970 |
0.6926 |
0.6756 |
|
| R3 |
0.6882 |
0.6839 |
0.6732 |
|
| R2 |
0.6795 |
0.6795 |
0.6724 |
|
| R1 |
0.6751 |
0.6751 |
0.6716 |
0.6729 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6696 |
| S1 |
0.6664 |
0.6664 |
0.6700 |
0.6642 |
| S2 |
0.6620 |
0.6620 |
0.6692 |
|
| S3 |
0.6532 |
0.6576 |
0.6684 |
|
| S4 |
0.6445 |
0.6489 |
0.6660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6751 |
0.6663 |
0.0088 |
1.3% |
0.0040 |
0.6% |
51% |
False |
False |
78,172 |
| 10 |
0.6817 |
0.6663 |
0.0154 |
2.3% |
0.0046 |
0.7% |
29% |
False |
False |
83,360 |
| 20 |
0.6950 |
0.6663 |
0.0287 |
4.3% |
0.0056 |
0.8% |
16% |
False |
False |
97,833 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0057 |
0.8% |
24% |
False |
False |
74,452 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0057 |
0.9% |
59% |
False |
False |
49,836 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
59% |
False |
False |
37,406 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
59% |
False |
False |
29,933 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0048 |
0.7% |
59% |
False |
False |
24,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6835 |
|
2.618 |
0.6792 |
|
1.618 |
0.6766 |
|
1.000 |
0.6750 |
|
0.618 |
0.6740 |
|
HIGH |
0.6724 |
|
0.618 |
0.6714 |
|
0.500 |
0.6711 |
|
0.382 |
0.6708 |
|
LOW |
0.6698 |
|
0.618 |
0.6682 |
|
1.000 |
0.6672 |
|
1.618 |
0.6656 |
|
2.618 |
0.6630 |
|
4.250 |
0.6588 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6711 |
0.6703 |
| PP |
0.6710 |
0.6698 |
| S1 |
0.6709 |
0.6694 |
|