CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 0.6892 0.6846 -0.0046 -0.7% 0.6912
High 0.6894 0.6858 -0.0037 -0.5% 0.6950
Low 0.6835 0.6792 -0.0043 -0.6% 0.6792
Close 0.6846 0.6805 -0.0041 -0.6% 0.6805
Range 0.0059 0.0066 0.0007 11.0% 0.0158
ATR 0.0061 0.0061 0.0000 0.5% 0.0000
Volume 92,984 95,525 2,541 2.7% 522,564
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7015 0.6975 0.6841
R3 0.6949 0.6910 0.6823
R2 0.6884 0.6884 0.6817
R1 0.6844 0.6844 0.6811 0.6831
PP 0.6818 0.6818 0.6818 0.6812
S1 0.6779 0.6779 0.6799 0.6766
S2 0.6753 0.6753 0.6793
S3 0.6687 0.6713 0.6787
S4 0.6622 0.6648 0.6769
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7323 0.7222 0.6892
R3 0.7165 0.7064 0.6848
R2 0.7007 0.7007 0.6834
R1 0.6906 0.6906 0.6819 0.6878
PP 0.6849 0.6849 0.6849 0.6835
S1 0.6748 0.6748 0.6791 0.6720
S2 0.6691 0.6691 0.6776
S3 0.6533 0.6590 0.6762
S4 0.6375 0.6432 0.6718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6950 0.6792 0.0158 2.3% 0.0058 0.8% 8% False True 104,512
10 0.6950 0.6792 0.0158 2.3% 0.0067 1.0% 8% False True 112,206
20 0.6950 0.6633 0.0318 4.7% 0.0060 0.9% 54% False False 104,236
40 0.6950 0.6568 0.0382 5.6% 0.0057 0.8% 62% False False 53,780
60 0.6950 0.6362 0.0588 8.6% 0.0056 0.8% 75% False False 35,947
80 0.6950 0.6362 0.0588 8.6% 0.0052 0.8% 75% False False 26,980
100 0.6950 0.6362 0.0588 8.6% 0.0050 0.7% 75% False False 21,589
120 0.6950 0.6362 0.0588 8.6% 0.0046 0.7% 75% False False 17,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7136
2.618 0.7029
1.618 0.6963
1.000 0.6923
0.618 0.6898
HIGH 0.6858
0.618 0.6832
0.500 0.6825
0.382 0.6817
LOW 0.6792
0.618 0.6752
1.000 0.6727
1.618 0.6686
2.618 0.6621
4.250 0.6514
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 0.6825 0.6857
PP 0.6818 0.6840
S1 0.6812 0.6822

These figures are updated between 7pm and 10pm EST after a trading day.

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