CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6663 |
-0.0049 |
-0.7% |
0.6744 |
| High |
0.6728 |
0.6700 |
-0.0028 |
-0.4% |
0.6751 |
| Low |
0.6657 |
0.6655 |
-0.0002 |
0.0% |
0.6663 |
| Close |
0.6659 |
0.6685 |
0.0027 |
0.4% |
0.6708 |
| Range |
0.0071 |
0.0045 |
-0.0026 |
-36.9% |
0.0088 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
69,955 |
67,120 |
-2,835 |
-4.1% |
390,862 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6813 |
0.6794 |
0.6709 |
|
| R3 |
0.6769 |
0.6749 |
0.6697 |
|
| R2 |
0.6724 |
0.6724 |
0.6693 |
|
| R1 |
0.6705 |
0.6705 |
0.6689 |
0.6715 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6685 |
| S1 |
0.6660 |
0.6660 |
0.6681 |
0.6670 |
| S2 |
0.6635 |
0.6635 |
0.6677 |
|
| S3 |
0.6591 |
0.6616 |
0.6673 |
|
| S4 |
0.6546 |
0.6571 |
0.6661 |
|
|
| 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 |
0.6728 |
0.6655 |
0.0073 |
1.1% |
0.0047 |
0.7% |
41% |
False |
True |
73,088 |
| 10 |
0.6768 |
0.6655 |
0.0113 |
1.7% |
0.0045 |
0.7% |
27% |
False |
True |
78,847 |
| 20 |
0.6950 |
0.6655 |
0.0295 |
4.4% |
0.0055 |
0.8% |
10% |
False |
True |
93,120 |
| 40 |
0.6950 |
0.6633 |
0.0318 |
4.7% |
0.0056 |
0.8% |
17% |
False |
False |
77,836 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0058 |
0.9% |
55% |
False |
False |
52,118 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
55% |
False |
False |
39,116 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
55% |
False |
False |
31,304 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0048 |
0.7% |
55% |
False |
False |
26,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6889 |
|
2.618 |
0.6816 |
|
1.618 |
0.6772 |
|
1.000 |
0.6744 |
|
0.618 |
0.6727 |
|
HIGH |
0.6700 |
|
0.618 |
0.6683 |
|
0.500 |
0.6677 |
|
0.382 |
0.6672 |
|
LOW |
0.6655 |
|
0.618 |
0.6627 |
|
1.000 |
0.6611 |
|
1.618 |
0.6583 |
|
2.618 |
0.6538 |
|
4.250 |
0.6466 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6682 |
0.6691 |
| PP |
0.6680 |
0.6689 |
| S1 |
0.6677 |
0.6687 |
|