CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6589 |
0.6562 |
-0.0027 |
-0.4% |
0.6711 |
| High |
0.6589 |
0.6599 |
0.0010 |
0.2% |
0.6728 |
| Low |
0.6549 |
0.6540 |
-0.0009 |
-0.1% |
0.6604 |
| Close |
0.6559 |
0.6584 |
0.0025 |
0.4% |
0.6611 |
| Range |
0.0041 |
0.0059 |
0.0019 |
45.7% |
0.0124 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.1% |
0.0000 |
| Volume |
89,532 |
94,716 |
5,184 |
5.8% |
353,427 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6751 |
0.6727 |
0.6616 |
|
| R3 |
0.6692 |
0.6668 |
0.6600 |
|
| R2 |
0.6633 |
0.6633 |
0.6595 |
|
| R1 |
0.6609 |
0.6609 |
0.6589 |
0.6621 |
| PP |
0.6574 |
0.6574 |
0.6574 |
0.6581 |
| S1 |
0.6550 |
0.6550 |
0.6579 |
0.6562 |
| S2 |
0.6515 |
0.6515 |
0.6573 |
|
| S3 |
0.6456 |
0.6491 |
0.6568 |
|
| S4 |
0.6397 |
0.6432 |
0.6552 |
|
|
| 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 |
0.6665 |
0.6540 |
0.0125 |
1.9% |
0.0044 |
0.7% |
35% |
False |
True |
82,423 |
| 10 |
0.6728 |
0.6540 |
0.0188 |
2.8% |
0.0049 |
0.7% |
23% |
False |
True |
76,738 |
| 20 |
0.6894 |
0.6540 |
0.0354 |
5.4% |
0.0050 |
0.8% |
12% |
False |
True |
82,302 |
| 40 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0055 |
0.8% |
11% |
False |
True |
89,093 |
| 60 |
0.6950 |
0.6528 |
0.0423 |
6.4% |
0.0055 |
0.8% |
13% |
False |
False |
60,157 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
38% |
False |
False |
45,181 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
38% |
False |
False |
36,160 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0049 |
0.7% |
38% |
False |
False |
30,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6850 |
|
2.618 |
0.6753 |
|
1.618 |
0.6694 |
|
1.000 |
0.6658 |
|
0.618 |
0.6635 |
|
HIGH |
0.6599 |
|
0.618 |
0.6576 |
|
0.500 |
0.6570 |
|
0.382 |
0.6563 |
|
LOW |
0.6540 |
|
0.618 |
0.6504 |
|
1.000 |
0.6481 |
|
1.618 |
0.6445 |
|
2.618 |
0.6386 |
|
4.250 |
0.6289 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6579 |
0.6582 |
| PP |
0.6574 |
0.6580 |
| S1 |
0.6570 |
0.6579 |
|