CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6638 |
-0.0049 |
-0.7% |
0.6744 |
| High |
0.6696 |
0.6665 |
-0.0031 |
-0.5% |
0.6751 |
| Low |
0.6618 |
0.6625 |
0.0007 |
0.1% |
0.6663 |
| Close |
0.6629 |
0.6642 |
0.0014 |
0.2% |
0.6708 |
| Range |
0.0078 |
0.0040 |
-0.0038 |
-48.4% |
0.0088 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
73,739 |
76,348 |
2,609 |
3.5% |
390,862 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6764 |
0.6743 |
0.6664 |
|
| R3 |
0.6724 |
0.6703 |
0.6653 |
|
| R2 |
0.6684 |
0.6684 |
0.6649 |
|
| R1 |
0.6663 |
0.6663 |
0.6646 |
0.6674 |
| PP |
0.6644 |
0.6644 |
0.6644 |
0.6649 |
| S1 |
0.6623 |
0.6623 |
0.6638 |
0.6634 |
| S2 |
0.6604 |
0.6604 |
0.6635 |
|
| S3 |
0.6564 |
0.6583 |
0.6631 |
|
| S4 |
0.6524 |
0.6543 |
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 |
0.6728 |
0.6618 |
0.0110 |
1.6% |
0.0052 |
0.8% |
22% |
False |
False |
68,126 |
| 10 |
0.6765 |
0.6618 |
0.0147 |
2.2% |
0.0047 |
0.7% |
16% |
False |
False |
74,352 |
| 20 |
0.6950 |
0.6618 |
0.0332 |
5.0% |
0.0053 |
0.8% |
7% |
False |
False |
88,274 |
| 40 |
0.6950 |
0.6618 |
0.0332 |
5.0% |
0.0057 |
0.9% |
7% |
False |
False |
81,526 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0058 |
0.9% |
48% |
False |
False |
54,611 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
48% |
False |
False |
40,988 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
48% |
False |
False |
32,804 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0048 |
0.7% |
48% |
False |
False |
27,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6835 |
|
2.618 |
0.6770 |
|
1.618 |
0.6730 |
|
1.000 |
0.6705 |
|
0.618 |
0.6690 |
|
HIGH |
0.6665 |
|
0.618 |
0.6650 |
|
0.500 |
0.6645 |
|
0.382 |
0.6640 |
|
LOW |
0.6625 |
|
0.618 |
0.6600 |
|
1.000 |
0.6585 |
|
1.618 |
0.6560 |
|
2.618 |
0.6520 |
|
4.250 |
0.6455 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6645 |
0.6659 |
| PP |
0.6644 |
0.6653 |
| S1 |
0.6643 |
0.6648 |
|