CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6614 |
0.6589 |
-0.0025 |
-0.4% |
0.6711 |
| High |
0.6617 |
0.6589 |
-0.0028 |
-0.4% |
0.6728 |
| Low |
0.6583 |
0.6549 |
-0.0035 |
-0.5% |
0.6604 |
| Close |
0.6585 |
0.6559 |
-0.0026 |
-0.4% |
0.6611 |
| Range |
0.0034 |
0.0041 |
0.0007 |
19.1% |
0.0124 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
85,256 |
89,328 |
4,072 |
4.8% |
353,427 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6687 |
0.6664 |
0.6581 |
|
| R3 |
0.6647 |
0.6623 |
0.6570 |
|
| R2 |
0.6606 |
0.6606 |
0.6566 |
|
| R1 |
0.6583 |
0.6583 |
0.6563 |
0.6574 |
| PP |
0.6566 |
0.6566 |
0.6566 |
0.6561 |
| S1 |
0.6542 |
0.6542 |
0.6555 |
0.6534 |
| S2 |
0.6525 |
0.6525 |
0.6552 |
|
| S3 |
0.6485 |
0.6502 |
0.6548 |
|
| S4 |
0.6444 |
0.6461 |
0.6537 |
|
|
| 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 |
0.6696 |
0.6549 |
0.0147 |
2.2% |
0.0048 |
0.7% |
7% |
False |
True |
78,187 |
| 10 |
0.6728 |
0.6549 |
0.0179 |
2.7% |
0.0047 |
0.7% |
6% |
False |
True |
75,638 |
| 20 |
0.6922 |
0.6549 |
0.0373 |
5.7% |
0.0049 |
0.7% |
3% |
False |
True |
81,855 |
| 40 |
0.6950 |
0.6549 |
0.0402 |
6.1% |
0.0055 |
0.8% |
3% |
False |
True |
86,843 |
| 60 |
0.6950 |
0.6494 |
0.0456 |
7.0% |
0.0055 |
0.8% |
14% |
False |
False |
58,580 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
34% |
False |
False |
43,996 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0051 |
0.8% |
34% |
False |
False |
35,211 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0049 |
0.7% |
34% |
False |
False |
29,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6761 |
|
2.618 |
0.6695 |
|
1.618 |
0.6655 |
|
1.000 |
0.6630 |
|
0.618 |
0.6614 |
|
HIGH |
0.6589 |
|
0.618 |
0.6574 |
|
0.500 |
0.6569 |
|
0.382 |
0.6564 |
|
LOW |
0.6549 |
|
0.618 |
0.6523 |
|
1.000 |
0.6508 |
|
1.618 |
0.6483 |
|
2.618 |
0.6442 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6569 |
0.6600 |
| PP |
0.6566 |
0.6586 |
| S1 |
0.6562 |
0.6573 |
|