CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6585 |
0.6576 |
-0.0009 |
-0.1% |
0.6587 |
| High |
0.6601 |
0.6584 |
-0.0017 |
-0.3% |
0.6690 |
| Low |
0.6565 |
0.6516 |
-0.0049 |
-0.7% |
0.6514 |
| Close |
0.6570 |
0.6534 |
-0.0037 |
-0.6% |
0.6582 |
| Range |
0.0036 |
0.0068 |
0.0032 |
87.5% |
0.0176 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64,264 |
92,720 |
28,456 |
44.3% |
574,571 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6747 |
0.6708 |
0.6571 |
|
| R3 |
0.6679 |
0.6640 |
0.6552 |
|
| R2 |
0.6612 |
0.6612 |
0.6546 |
|
| R1 |
0.6573 |
0.6573 |
0.6540 |
0.6559 |
| PP |
0.6544 |
0.6544 |
0.6544 |
0.6537 |
| S1 |
0.6505 |
0.6505 |
0.6527 |
0.6491 |
| S2 |
0.6477 |
0.6477 |
0.6521 |
|
| S3 |
0.6409 |
0.6438 |
0.6515 |
|
| S4 |
0.6342 |
0.6370 |
0.6496 |
|
|
| 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% |
0.0097 |
1.5% |
11% |
False |
False |
116,365 |
| 10 |
0.6690 |
0.6514 |
0.0176 |
2.7% |
0.0072 |
1.1% |
11% |
False |
False |
98,676 |
| 20 |
0.6728 |
0.6514 |
0.0214 |
3.3% |
0.0060 |
0.9% |
9% |
False |
False |
87,167 |
| 40 |
0.6950 |
0.6514 |
0.0436 |
6.7% |
0.0061 |
0.9% |
4% |
False |
False |
95,413 |
| 60 |
0.6950 |
0.6514 |
0.0436 |
6.7% |
0.0058 |
0.9% |
4% |
False |
False |
74,974 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0058 |
0.9% |
29% |
False |
False |
56,322 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0054 |
0.8% |
29% |
False |
False |
45,076 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0052 |
0.8% |
29% |
False |
False |
37,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6870 |
|
2.618 |
0.6760 |
|
1.618 |
0.6693 |
|
1.000 |
0.6651 |
|
0.618 |
0.6625 |
|
HIGH |
0.6584 |
|
0.618 |
0.6558 |
|
0.500 |
0.6550 |
|
0.382 |
0.6542 |
|
LOW |
0.6516 |
|
0.618 |
0.6474 |
|
1.000 |
0.6449 |
|
1.618 |
0.6407 |
|
2.618 |
0.6339 |
|
4.250 |
0.6229 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6550 |
0.6599 |
| PP |
0.6544 |
0.6577 |
| S1 |
0.6539 |
0.6555 |
|