CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6576 |
0.6585 |
0.0009 |
0.1% |
0.6614 |
| High |
0.6587 |
0.6594 |
0.0007 |
0.1% |
0.6617 |
| Low |
0.6543 |
0.6557 |
0.0014 |
0.2% |
0.6540 |
| Close |
0.6578 |
0.6563 |
-0.0015 |
-0.2% |
0.6563 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.7% |
0.0077 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
83,955 |
76,541 |
-7,414 |
-8.8% |
430,000 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6684 |
0.6661 |
0.6583 |
|
| R3 |
0.6646 |
0.6623 |
0.6573 |
|
| R2 |
0.6609 |
0.6609 |
0.6569 |
|
| R1 |
0.6586 |
0.6586 |
0.6566 |
0.6578 |
| PP |
0.6571 |
0.6571 |
0.6571 |
0.6567 |
| S1 |
0.6548 |
0.6548 |
0.6559 |
0.6541 |
| S2 |
0.6534 |
0.6534 |
0.6556 |
|
| S3 |
0.6496 |
0.6511 |
0.6552 |
|
| S4 |
0.6459 |
0.6473 |
0.6542 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6804 |
0.6760 |
0.6605 |
|
| R3 |
0.6727 |
0.6683 |
0.6584 |
|
| R2 |
0.6650 |
0.6650 |
0.6577 |
|
| R1 |
0.6606 |
0.6606 |
0.6570 |
0.6590 |
| PP |
0.6573 |
0.6573 |
0.6573 |
0.6565 |
| S1 |
0.6529 |
0.6529 |
0.6555 |
0.6513 |
| S2 |
0.6496 |
0.6496 |
0.6548 |
|
| S3 |
0.6419 |
0.6452 |
0.6541 |
|
| S4 |
0.6342 |
0.6375 |
0.6520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6617 |
0.6540 |
0.0077 |
1.2% |
0.0043 |
0.7% |
29% |
False |
False |
86,000 |
| 10 |
0.6728 |
0.6540 |
0.0188 |
2.9% |
0.0049 |
0.8% |
12% |
False |
False |
78,342 |
| 20 |
0.6817 |
0.6540 |
0.0277 |
4.2% |
0.0048 |
0.7% |
8% |
False |
False |
80,851 |
| 40 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0054 |
0.8% |
5% |
False |
False |
92,569 |
| 60 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0054 |
0.8% |
5% |
False |
False |
62,820 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0054 |
0.8% |
34% |
False |
False |
47,186 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0051 |
0.8% |
34% |
False |
False |
37,764 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0050 |
0.8% |
34% |
False |
False |
31,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6753 |
|
2.618 |
0.6692 |
|
1.618 |
0.6655 |
|
1.000 |
0.6632 |
|
0.618 |
0.6617 |
|
HIGH |
0.6594 |
|
0.618 |
0.6580 |
|
0.500 |
0.6575 |
|
0.382 |
0.6571 |
|
LOW |
0.6557 |
|
0.618 |
0.6533 |
|
1.000 |
0.6519 |
|
1.618 |
0.6496 |
|
2.618 |
0.6458 |
|
4.250 |
0.6397 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6575 |
0.6570 |
| PP |
0.6571 |
0.6567 |
| S1 |
0.6567 |
0.6565 |
|