CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6663 |
0.6687 |
0.0025 |
0.4% |
0.6744 |
| High |
0.6700 |
0.6696 |
-0.0004 |
-0.1% |
0.6751 |
| Low |
0.6655 |
0.6618 |
-0.0037 |
-0.6% |
0.6663 |
| Close |
0.6685 |
0.6629 |
-0.0057 |
-0.8% |
0.6708 |
| Range |
0.0045 |
0.0078 |
0.0033 |
74.2% |
0.0088 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
67,120 |
73,739 |
6,619 |
9.9% |
390,862 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6880 |
0.6832 |
0.6671 |
|
| R3 |
0.6802 |
0.6754 |
0.6650 |
|
| R2 |
0.6725 |
0.6725 |
0.6643 |
|
| R1 |
0.6677 |
0.6677 |
0.6636 |
0.6662 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6640 |
| S1 |
0.6599 |
0.6599 |
0.6621 |
0.6585 |
| S2 |
0.6570 |
0.6570 |
0.6614 |
|
| S3 |
0.6492 |
0.6522 |
0.6607 |
|
| S4 |
0.6415 |
0.6444 |
0.6586 |
|
|
| 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 |
0.6618 |
0.0110 |
1.7% |
0.0054 |
0.8% |
10% |
False |
True |
71,053 |
| 10 |
0.6765 |
0.6618 |
0.0147 |
2.2% |
0.0048 |
0.7% |
7% |
False |
True |
76,838 |
| 20 |
0.6950 |
0.6618 |
0.0332 |
5.0% |
0.0055 |
0.8% |
3% |
False |
True |
90,595 |
| 40 |
0.6950 |
0.6618 |
0.0332 |
5.0% |
0.0058 |
0.9% |
3% |
False |
True |
79,668 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0059 |
0.9% |
45% |
False |
False |
53,346 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0053 |
0.8% |
45% |
False |
False |
40,035 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
45% |
False |
False |
32,041 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0048 |
0.7% |
45% |
False |
False |
26,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7025 |
|
2.618 |
0.6898 |
|
1.618 |
0.6821 |
|
1.000 |
0.6773 |
|
0.618 |
0.6743 |
|
HIGH |
0.6696 |
|
0.618 |
0.6666 |
|
0.500 |
0.6657 |
|
0.382 |
0.6648 |
|
LOW |
0.6618 |
|
0.618 |
0.6570 |
|
1.000 |
0.6541 |
|
1.618 |
0.6493 |
|
2.618 |
0.6415 |
|
4.250 |
0.6289 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6673 |
| PP |
0.6647 |
0.6658 |
| S1 |
0.6638 |
0.6643 |
|