CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6681 |
0.6585 |
-0.0096 |
-1.4% |
0.6587 |
| High |
0.6683 |
0.6601 |
-0.0082 |
-1.2% |
0.6690 |
| Low |
0.6560 |
0.6565 |
0.0005 |
0.1% |
0.6514 |
| Close |
0.6582 |
0.6570 |
-0.0012 |
-0.2% |
0.6582 |
| Range |
0.0123 |
0.0036 |
-0.0087 |
-70.6% |
0.0176 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
118,932 |
64,264 |
-54,668 |
-46.0% |
574,571 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6686 |
0.6664 |
0.6590 |
|
| R3 |
0.6650 |
0.6628 |
0.6580 |
|
| R2 |
0.6614 |
0.6614 |
0.6577 |
|
| R1 |
0.6592 |
0.6592 |
0.6573 |
0.6585 |
| PP |
0.6578 |
0.6578 |
0.6578 |
0.6575 |
| S1 |
0.6556 |
0.6556 |
0.6567 |
0.6549 |
| S2 |
0.6542 |
0.6542 |
0.6563 |
|
| S3 |
0.6506 |
0.6520 |
0.6560 |
|
| S4 |
0.6470 |
0.6484 |
0.6550 |
|
|
| 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% |
0.0095 |
1.5% |
32% |
False |
False |
112,033 |
| 10 |
0.6690 |
0.6514 |
0.0176 |
2.7% |
0.0070 |
1.1% |
32% |
False |
False |
98,357 |
| 20 |
0.6738 |
0.6514 |
0.0224 |
3.4% |
0.0058 |
0.9% |
25% |
False |
False |
86,507 |
| 40 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0060 |
0.9% |
13% |
False |
False |
94,951 |
| 60 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0058 |
0.9% |
13% |
False |
False |
73,436 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0058 |
0.9% |
35% |
False |
False |
55,165 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0054 |
0.8% |
35% |
False |
False |
44,149 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0052 |
0.8% |
35% |
False |
False |
36,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6754 |
|
2.618 |
0.6695 |
|
1.618 |
0.6659 |
|
1.000 |
0.6637 |
|
0.618 |
0.6623 |
|
HIGH |
0.6601 |
|
0.618 |
0.6587 |
|
0.500 |
0.6583 |
|
0.382 |
0.6578 |
|
LOW |
0.6565 |
|
0.618 |
0.6542 |
|
1.000 |
0.6529 |
|
1.618 |
0.6506 |
|
2.618 |
0.6470 |
|
4.250 |
0.6412 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6583 |
0.6625 |
| PP |
0.6578 |
0.6607 |
| S1 |
0.6574 |
0.6588 |
|