CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6585 |
0.6587 |
0.0002 |
0.0% |
0.6614 |
| High |
0.6594 |
0.6622 |
0.0028 |
0.4% |
0.6617 |
| Low |
0.6557 |
0.6583 |
0.0026 |
0.4% |
0.6540 |
| Close |
0.6563 |
0.6589 |
0.0027 |
0.4% |
0.6563 |
| Range |
0.0038 |
0.0039 |
0.0002 |
4.0% |
0.0077 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
76,541 |
78,670 |
2,129 |
2.8% |
430,000 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6715 |
0.6691 |
0.6610 |
|
| R3 |
0.6676 |
0.6652 |
0.6600 |
|
| R2 |
0.6637 |
0.6637 |
0.6596 |
|
| R1 |
0.6613 |
0.6613 |
0.6593 |
0.6625 |
| PP |
0.6598 |
0.6598 |
0.6598 |
0.6604 |
| S1 |
0.6574 |
0.6574 |
0.6585 |
0.6586 |
| S2 |
0.6559 |
0.6559 |
0.6582 |
|
| S3 |
0.6520 |
0.6535 |
0.6578 |
|
| S4 |
0.6481 |
0.6496 |
0.6568 |
|
|
| 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 |
0.6622 |
0.6540 |
0.0082 |
1.2% |
0.0044 |
0.7% |
60% |
True |
False |
84,682 |
| 10 |
0.6700 |
0.6540 |
0.0160 |
2.4% |
0.0046 |
0.7% |
31% |
False |
False |
79,214 |
| 20 |
0.6775 |
0.6540 |
0.0235 |
3.6% |
0.0046 |
0.7% |
21% |
False |
False |
80,955 |
| 40 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0054 |
0.8% |
12% |
False |
False |
94,120 |
| 60 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0054 |
0.8% |
12% |
False |
False |
64,129 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
39% |
False |
False |
48,168 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
39% |
False |
False |
38,550 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0050 |
0.8% |
39% |
False |
False |
32,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6787 |
|
2.618 |
0.6724 |
|
1.618 |
0.6685 |
|
1.000 |
0.6661 |
|
0.618 |
0.6646 |
|
HIGH |
0.6622 |
|
0.618 |
0.6607 |
|
0.500 |
0.6602 |
|
0.382 |
0.6597 |
|
LOW |
0.6583 |
|
0.618 |
0.6558 |
|
1.000 |
0.6544 |
|
1.618 |
0.6519 |
|
2.618 |
0.6480 |
|
4.250 |
0.6417 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6587 |
| PP |
0.6598 |
0.6584 |
| S1 |
0.6593 |
0.6582 |
|