CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6638 |
0.6644 |
0.0006 |
0.1% |
0.6711 |
| High |
0.6665 |
0.6651 |
-0.0015 |
-0.2% |
0.6728 |
| Low |
0.6625 |
0.6604 |
-0.0021 |
-0.3% |
0.6604 |
| Close |
0.6642 |
0.6611 |
-0.0032 |
-0.5% |
0.6611 |
| Range |
0.0040 |
0.0047 |
0.0007 |
16.3% |
0.0124 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
76,348 |
66,265 |
-10,083 |
-13.2% |
353,427 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6761 |
0.6732 |
0.6636 |
|
| R3 |
0.6715 |
0.6686 |
0.6623 |
|
| R2 |
0.6668 |
0.6668 |
0.6619 |
|
| R1 |
0.6639 |
0.6639 |
0.6615 |
0.6631 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6617 |
| S1 |
0.6593 |
0.6593 |
0.6606 |
0.6584 |
| S2 |
0.6575 |
0.6575 |
0.6602 |
|
| S3 |
0.6529 |
0.6546 |
0.6598 |
|
| S4 |
0.6482 |
0.6500 |
0.6585 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6938 |
0.6678 |
|
| R3 |
0.6894 |
0.6814 |
0.6644 |
|
| R2 |
0.6771 |
0.6771 |
0.6633 |
|
| R1 |
0.6691 |
0.6691 |
0.6622 |
0.6669 |
| PP |
0.6647 |
0.6647 |
0.6647 |
0.6637 |
| S1 |
0.6567 |
0.6567 |
0.6599 |
0.6546 |
| S2 |
0.6524 |
0.6524 |
0.6588 |
|
| S3 |
0.6400 |
0.6444 |
0.6577 |
|
| S4 |
0.6277 |
0.6320 |
0.6543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6728 |
0.6604 |
0.0124 |
1.9% |
0.0056 |
0.8% |
5% |
False |
True |
70,685 |
| 10 |
0.6751 |
0.6604 |
0.0147 |
2.2% |
0.0048 |
0.7% |
4% |
False |
True |
74,428 |
| 20 |
0.6950 |
0.6604 |
0.0346 |
5.2% |
0.0051 |
0.8% |
2% |
False |
True |
85,529 |
| 40 |
0.6950 |
0.6604 |
0.0346 |
5.2% |
0.0057 |
0.9% |
2% |
False |
True |
83,125 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0058 |
0.9% |
42% |
False |
False |
55,703 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0053 |
0.8% |
42% |
False |
False |
41,816 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
42% |
False |
False |
33,466 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0049 |
0.7% |
42% |
False |
False |
27,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6848 |
|
2.618 |
0.6772 |
|
1.618 |
0.6726 |
|
1.000 |
0.6697 |
|
0.618 |
0.6679 |
|
HIGH |
0.6651 |
|
0.618 |
0.6633 |
|
0.500 |
0.6627 |
|
0.382 |
0.6622 |
|
LOW |
0.6604 |
|
0.618 |
0.6575 |
|
1.000 |
0.6558 |
|
1.618 |
0.6529 |
|
2.618 |
0.6482 |
|
4.250 |
0.6406 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6627 |
0.6650 |
| PP |
0.6622 |
0.6637 |
| S1 |
0.6616 |
0.6624 |
|