CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6573 |
0.6681 |
0.0108 |
1.6% |
0.6587 |
| High |
0.6690 |
0.6683 |
-0.0007 |
-0.1% |
0.6690 |
| Low |
0.6566 |
0.6560 |
-0.0006 |
-0.1% |
0.6514 |
| Close |
0.6670 |
0.6582 |
-0.0089 |
-1.3% |
0.6582 |
| Range |
0.0124 |
0.0123 |
-0.0001 |
-0.8% |
0.0176 |
| ATR |
0.0062 |
0.0067 |
0.0004 |
6.9% |
0.0000 |
| Volume |
129,925 |
118,932 |
-10,993 |
-8.5% |
574,571 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6976 |
0.6901 |
0.6649 |
|
| R3 |
0.6853 |
0.6779 |
0.6615 |
|
| R2 |
0.6731 |
0.6731 |
0.6604 |
|
| R1 |
0.6656 |
0.6656 |
0.6593 |
0.6632 |
| PP |
0.6608 |
0.6608 |
0.6608 |
0.6596 |
| S1 |
0.6534 |
0.6534 |
0.6570 |
0.6510 |
| S2 |
0.6486 |
0.6486 |
0.6559 |
|
| S3 |
0.6363 |
0.6411 |
0.6548 |
|
| S4 |
0.6241 |
0.6289 |
0.6514 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7122 |
0.7027 |
0.6678 |
|
| R3 |
0.6946 |
0.6852 |
0.6630 |
|
| R2 |
0.6771 |
0.6771 |
0.6614 |
|
| R1 |
0.6676 |
0.6676 |
0.6598 |
0.6636 |
| PP |
0.6595 |
0.6595 |
0.6595 |
0.6575 |
| S1 |
0.6501 |
0.6501 |
0.6565 |
0.6460 |
| S2 |
0.6420 |
0.6420 |
0.6549 |
|
| S3 |
0.6244 |
0.6325 |
0.6533 |
|
| S4 |
0.6069 |
0.6150 |
0.6485 |
|
|
| 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 |
2.7% |
0.0096 |
1.5% |
38% |
False |
False |
114,914 |
| 10 |
0.6690 |
0.6514 |
0.0176 |
2.7% |
0.0070 |
1.1% |
38% |
False |
False |
100,457 |
| 20 |
0.6751 |
0.6514 |
0.0237 |
3.6% |
0.0059 |
0.9% |
29% |
False |
False |
87,443 |
| 40 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0060 |
0.9% |
15% |
False |
False |
95,573 |
| 60 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0058 |
0.9% |
15% |
False |
False |
72,369 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0058 |
0.9% |
37% |
False |
False |
54,362 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
37% |
False |
False |
43,508 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0052 |
0.8% |
37% |
False |
False |
36,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7203 |
|
2.618 |
0.7003 |
|
1.618 |
0.6881 |
|
1.000 |
0.6805 |
|
0.618 |
0.6758 |
|
HIGH |
0.6683 |
|
0.618 |
0.6636 |
|
0.500 |
0.6621 |
|
0.382 |
0.6607 |
|
LOW |
0.6560 |
|
0.618 |
0.6484 |
|
1.000 |
0.6438 |
|
1.618 |
0.6362 |
|
2.618 |
0.6239 |
|
4.250 |
0.6039 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6621 |
0.6602 |
| PP |
0.6608 |
0.6595 |
| S1 |
0.6595 |
0.6588 |
|