CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6576 |
0.6535 |
-0.0042 |
-0.6% |
0.6587 |
| High |
0.6584 |
0.6549 |
-0.0035 |
-0.5% |
0.6690 |
| Low |
0.6516 |
0.6482 |
-0.0035 |
-0.5% |
0.6514 |
| Close |
0.6534 |
0.6487 |
-0.0047 |
-0.7% |
0.6582 |
| Range |
0.0068 |
0.0067 |
-0.0001 |
-0.7% |
0.0176 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
92,720 |
104,644 |
11,924 |
12.9% |
574,571 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6664 |
0.6524 |
|
| R3 |
0.6640 |
0.6597 |
0.6505 |
|
| R2 |
0.6573 |
0.6573 |
0.6499 |
|
| R1 |
0.6530 |
0.6530 |
0.6493 |
0.6518 |
| PP |
0.6506 |
0.6506 |
0.6506 |
0.6500 |
| S1 |
0.6463 |
0.6463 |
0.6481 |
0.6451 |
| S2 |
0.6439 |
0.6439 |
0.6475 |
|
| S3 |
0.6372 |
0.6396 |
0.6469 |
|
| S4 |
0.6305 |
0.6329 |
0.6450 |
|
|
| 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 |
0.6482 |
0.0208 |
3.2% |
0.0083 |
1.3% |
3% |
False |
True |
102,097 |
| 10 |
0.6690 |
0.6482 |
0.0208 |
3.2% |
0.0073 |
1.1% |
3% |
False |
True |
99,669 |
| 20 |
0.6728 |
0.6482 |
0.0246 |
3.8% |
0.0061 |
0.9% |
2% |
False |
True |
88,203 |
| 40 |
0.6950 |
0.6482 |
0.0469 |
7.2% |
0.0060 |
0.9% |
1% |
False |
True |
95,433 |
| 60 |
0.6950 |
0.6482 |
0.0469 |
7.2% |
0.0058 |
0.9% |
1% |
False |
True |
76,696 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0058 |
0.9% |
21% |
False |
False |
57,630 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0054 |
0.8% |
21% |
False |
False |
46,122 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
21% |
False |
False |
38,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6833 |
|
2.618 |
0.6724 |
|
1.618 |
0.6657 |
|
1.000 |
0.6616 |
|
0.618 |
0.6590 |
|
HIGH |
0.6549 |
|
0.618 |
0.6523 |
|
0.500 |
0.6515 |
|
0.382 |
0.6507 |
|
LOW |
0.6482 |
|
0.618 |
0.6440 |
|
1.000 |
0.6415 |
|
1.618 |
0.6373 |
|
2.618 |
0.6306 |
|
4.250 |
0.6197 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6515 |
0.6541 |
| PP |
0.6506 |
0.6523 |
| S1 |
0.6496 |
0.6505 |
|