CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6711 |
0.0011 |
0.2% |
0.6744 |
| High |
0.6724 |
0.6728 |
0.0004 |
0.1% |
0.6751 |
| Low |
0.6698 |
0.6657 |
-0.0041 |
-0.6% |
0.6663 |
| Close |
0.6708 |
0.6659 |
-0.0050 |
-0.7% |
0.6708 |
| Range |
0.0026 |
0.0071 |
0.0045 |
171.2% |
0.0088 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.4% |
0.0000 |
| Volume |
53,471 |
69,955 |
16,484 |
30.8% |
390,862 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6893 |
0.6846 |
0.6697 |
|
| R3 |
0.6822 |
0.6776 |
0.6678 |
|
| R2 |
0.6752 |
0.6752 |
0.6671 |
|
| R1 |
0.6705 |
0.6705 |
0.6665 |
0.6693 |
| PP |
0.6681 |
0.6681 |
0.6681 |
0.6675 |
| S1 |
0.6635 |
0.6635 |
0.6652 |
0.6623 |
| S2 |
0.6611 |
0.6611 |
0.6646 |
|
| S3 |
0.6540 |
0.6564 |
0.6639 |
|
| S4 |
0.6470 |
0.6494 |
0.6620 |
|
|
| 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 |
0.6738 |
0.6657 |
0.0081 |
1.2% |
0.0045 |
0.7% |
2% |
False |
True |
75,567 |
| 10 |
0.6775 |
0.6657 |
0.0118 |
1.8% |
0.0046 |
0.7% |
1% |
False |
True |
82,696 |
| 20 |
0.6950 |
0.6657 |
0.0293 |
4.4% |
0.0057 |
0.9% |
1% |
False |
True |
96,084 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.8% |
0.0056 |
0.8% |
8% |
False |
False |
76,173 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0058 |
0.9% |
50% |
False |
False |
51,001 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
50% |
False |
False |
38,278 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
50% |
False |
False |
30,633 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0048 |
0.7% |
50% |
False |
False |
25,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7027 |
|
2.618 |
0.6912 |
|
1.618 |
0.6842 |
|
1.000 |
0.6798 |
|
0.618 |
0.6771 |
|
HIGH |
0.6728 |
|
0.618 |
0.6701 |
|
0.500 |
0.6692 |
|
0.382 |
0.6684 |
|
LOW |
0.6657 |
|
0.618 |
0.6613 |
|
1.000 |
0.6587 |
|
1.618 |
0.6543 |
|
2.618 |
0.6472 |
|
4.250 |
0.6357 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6692 |
0.6692 |
| PP |
0.6681 |
0.6681 |
| S1 |
0.6670 |
0.6670 |
|