CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6644 |
0.6614 |
-0.0030 |
-0.5% |
0.6711 |
| High |
0.6651 |
0.6617 |
-0.0034 |
-0.5% |
0.6728 |
| Low |
0.6604 |
0.6583 |
-0.0021 |
-0.3% |
0.6604 |
| Close |
0.6611 |
0.6585 |
-0.0026 |
-0.4% |
0.6611 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-26.9% |
0.0124 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
66,265 |
85,256 |
18,991 |
28.7% |
353,427 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6697 |
0.6675 |
0.6604 |
|
| R3 |
0.6663 |
0.6641 |
0.6594 |
|
| R2 |
0.6629 |
0.6629 |
0.6591 |
|
| R1 |
0.6607 |
0.6607 |
0.6588 |
0.6601 |
| PP |
0.6595 |
0.6595 |
0.6595 |
0.6592 |
| S1 |
0.6573 |
0.6573 |
0.6582 |
0.6567 |
| S2 |
0.6561 |
0.6561 |
0.6579 |
|
| S3 |
0.6527 |
0.6539 |
0.6576 |
|
| S4 |
0.6493 |
0.6505 |
0.6566 |
|
|
| 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 |
0.6700 |
0.6583 |
0.0117 |
1.8% |
0.0049 |
0.7% |
2% |
False |
True |
73,745 |
| 10 |
0.6738 |
0.6583 |
0.0155 |
2.4% |
0.0047 |
0.7% |
1% |
False |
True |
74,656 |
| 20 |
0.6941 |
0.6583 |
0.0358 |
5.4% |
0.0051 |
0.8% |
1% |
False |
True |
84,694 |
| 40 |
0.6950 |
0.6583 |
0.0367 |
5.6% |
0.0057 |
0.9% |
1% |
False |
True |
85,182 |
| 60 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0057 |
0.9% |
38% |
False |
False |
57,114 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0053 |
0.8% |
38% |
False |
False |
42,880 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
38% |
False |
False |
34,318 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0049 |
0.7% |
38% |
False |
False |
28,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6762 |
|
2.618 |
0.6706 |
|
1.618 |
0.6672 |
|
1.000 |
0.6651 |
|
0.618 |
0.6638 |
|
HIGH |
0.6617 |
|
0.618 |
0.6604 |
|
0.500 |
0.6600 |
|
0.382 |
0.6596 |
|
LOW |
0.6583 |
|
0.618 |
0.6562 |
|
1.000 |
0.6549 |
|
1.618 |
0.6528 |
|
2.618 |
0.6494 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6600 |
0.6624 |
| PP |
0.6595 |
0.6611 |
| S1 |
0.6590 |
0.6598 |
|