CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6587 |
0.6588 |
0.0001 |
0.0% |
0.6614 |
| High |
0.6622 |
0.6644 |
0.0022 |
0.3% |
0.6617 |
| Low |
0.6583 |
0.6582 |
-0.0001 |
0.0% |
0.6540 |
| Close |
0.6589 |
0.6638 |
0.0049 |
0.7% |
0.6563 |
| Range |
0.0039 |
0.0062 |
0.0023 |
59.0% |
0.0077 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
| Volume |
78,670 |
71,058 |
-7,612 |
-9.7% |
430,000 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6807 |
0.6784 |
0.6672 |
|
| R3 |
0.6745 |
0.6722 |
0.6655 |
|
| R2 |
0.6683 |
0.6683 |
0.6649 |
|
| R1 |
0.6660 |
0.6660 |
0.6643 |
0.6672 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6627 |
| S1 |
0.6598 |
0.6598 |
0.6632 |
0.6610 |
| S2 |
0.6559 |
0.6559 |
0.6626 |
|
| S3 |
0.6497 |
0.6536 |
0.6620 |
|
| S4 |
0.6435 |
0.6474 |
0.6603 |
|
|
| 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 |
0.6644 |
0.6540 |
0.0104 |
1.6% |
0.0048 |
0.7% |
94% |
True |
False |
80,988 |
| 10 |
0.6696 |
0.6540 |
0.0156 |
2.3% |
0.0048 |
0.7% |
63% |
False |
False |
79,608 |
| 20 |
0.6768 |
0.6540 |
0.0228 |
3.4% |
0.0047 |
0.7% |
43% |
False |
False |
79,227 |
| 40 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0055 |
0.8% |
24% |
False |
False |
94,293 |
| 60 |
0.6950 |
0.6540 |
0.0410 |
6.2% |
0.0055 |
0.8% |
24% |
False |
False |
65,308 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0055 |
0.8% |
47% |
False |
False |
49,055 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
47% |
False |
False |
39,260 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0050 |
0.8% |
47% |
False |
False |
32,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6907 |
|
2.618 |
0.6806 |
|
1.618 |
0.6744 |
|
1.000 |
0.6706 |
|
0.618 |
0.6682 |
|
HIGH |
0.6644 |
|
0.618 |
0.6620 |
|
0.500 |
0.6613 |
|
0.382 |
0.6605 |
|
LOW |
0.6582 |
|
0.618 |
0.6543 |
|
1.000 |
0.6520 |
|
1.618 |
0.6481 |
|
2.618 |
0.6419 |
|
4.250 |
0.6318 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6629 |
0.6625 |
| PP |
0.6621 |
0.6613 |
| S1 |
0.6613 |
0.6600 |
|