CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6637 |
0.6573 |
-0.0065 |
-1.0% |
0.6614 |
| High |
0.6647 |
0.6690 |
0.0043 |
0.6% |
0.6617 |
| Low |
0.6514 |
0.6566 |
0.0052 |
0.8% |
0.6540 |
| Close |
0.6584 |
0.6670 |
0.0086 |
1.3% |
0.6563 |
| Range |
0.0133 |
0.0124 |
-0.0010 |
-7.1% |
0.0077 |
| ATR |
0.0058 |
0.0062 |
0.0005 |
8.2% |
0.0000 |
| Volume |
175,986 |
129,925 |
-46,061 |
-26.2% |
430,000 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7012 |
0.6965 |
0.6738 |
|
| R3 |
0.6889 |
0.6841 |
0.6704 |
|
| R2 |
0.6765 |
0.6765 |
0.6693 |
|
| R1 |
0.6718 |
0.6718 |
0.6681 |
0.6742 |
| PP |
0.6642 |
0.6642 |
0.6642 |
0.6654 |
| S1 |
0.6594 |
0.6594 |
0.6659 |
0.6618 |
| S2 |
0.6518 |
0.6518 |
0.6647 |
|
| S3 |
0.6395 |
0.6471 |
0.6636 |
|
| S4 |
0.6271 |
0.6347 |
0.6602 |
|
|
| 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 |
0.6690 |
0.6514 |
0.0176 |
2.6% |
0.0079 |
1.2% |
89% |
True |
False |
106,436 |
| 10 |
0.6690 |
0.6514 |
0.0176 |
2.6% |
0.0062 |
0.9% |
89% |
True |
False |
95,190 |
| 20 |
0.6765 |
0.6514 |
0.0251 |
3.8% |
0.0054 |
0.8% |
62% |
False |
False |
84,771 |
| 40 |
0.6950 |
0.6514 |
0.0436 |
6.5% |
0.0058 |
0.9% |
36% |
False |
False |
95,437 |
| 60 |
0.6950 |
0.6514 |
0.0436 |
6.5% |
0.0057 |
0.9% |
36% |
False |
False |
70,401 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0057 |
0.9% |
52% |
False |
False |
52,877 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0053 |
0.8% |
52% |
False |
False |
42,319 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.8% |
0.0051 |
0.8% |
52% |
False |
False |
35,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7214 |
|
2.618 |
0.7013 |
|
1.618 |
0.6889 |
|
1.000 |
0.6813 |
|
0.618 |
0.6766 |
|
HIGH |
0.6690 |
|
0.618 |
0.6642 |
|
0.500 |
0.6628 |
|
0.382 |
0.6613 |
|
LOW |
0.6566 |
|
0.618 |
0.6490 |
|
1.000 |
0.6443 |
|
1.618 |
0.6366 |
|
2.618 |
0.6243 |
|
4.250 |
0.6041 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6656 |
0.6647 |
| PP |
0.6642 |
0.6625 |
| S1 |
0.6628 |
0.6602 |
|