CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6562 |
0.6576 |
0.0014 |
0.2% |
0.6711 |
| High |
0.6599 |
0.6587 |
-0.0012 |
-0.2% |
0.6728 |
| Low |
0.6540 |
0.6543 |
0.0003 |
0.0% |
0.6604 |
| Close |
0.6584 |
0.6578 |
-0.0007 |
-0.1% |
0.6611 |
| Range |
0.0059 |
0.0045 |
-0.0015 |
-24.6% |
0.0124 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
94,716 |
83,955 |
-10,761 |
-11.4% |
353,427 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6703 |
0.6685 |
0.6602 |
|
| R3 |
0.6658 |
0.6640 |
0.6590 |
|
| R2 |
0.6614 |
0.6614 |
0.6586 |
|
| R1 |
0.6596 |
0.6596 |
0.6582 |
0.6605 |
| PP |
0.6569 |
0.6569 |
0.6569 |
0.6574 |
| S1 |
0.6551 |
0.6551 |
0.6573 |
0.6560 |
| S2 |
0.6525 |
0.6525 |
0.6569 |
|
| S3 |
0.6480 |
0.6507 |
0.6565 |
|
| S4 |
0.6436 |
0.6462 |
0.6553 |
|
|
| 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 |
0.6651 |
0.6540 |
0.0111 |
1.7% |
0.0045 |
0.7% |
34% |
False |
False |
83,944 |
| 10 |
0.6728 |
0.6540 |
0.0188 |
2.9% |
0.0048 |
0.7% |
20% |
False |
False |
76,035 |
| 20 |
0.6858 |
0.6540 |
0.0318 |
4.8% |
0.0049 |
0.7% |
12% |
False |
False |
81,850 |
| 40 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0056 |
0.8% |
9% |
False |
False |
91,104 |
| 60 |
0.6950 |
0.6528 |
0.0423 |
6.4% |
0.0055 |
0.8% |
12% |
False |
False |
61,551 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
37% |
False |
False |
46,231 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
37% |
False |
False |
37,000 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0049 |
0.8% |
37% |
False |
False |
30,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6776 |
|
2.618 |
0.6704 |
|
1.618 |
0.6659 |
|
1.000 |
0.6632 |
|
0.618 |
0.6615 |
|
HIGH |
0.6587 |
|
0.618 |
0.6570 |
|
0.500 |
0.6565 |
|
0.382 |
0.6559 |
|
LOW |
0.6543 |
|
0.618 |
0.6515 |
|
1.000 |
0.6498 |
|
1.618 |
0.6470 |
|
2.618 |
0.6426 |
|
4.250 |
0.6353 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6573 |
0.6575 |
| PP |
0.6569 |
0.6572 |
| S1 |
0.6565 |
0.6570 |
|