CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6535 |
0.6497 |
-0.0038 |
-0.6% |
0.6587 |
| High |
0.6549 |
0.6499 |
-0.0050 |
-0.8% |
0.6690 |
| Low |
0.6482 |
0.6443 |
-0.0039 |
-0.6% |
0.6514 |
| Close |
0.6487 |
0.6472 |
-0.0016 |
-0.2% |
0.6582 |
| Range |
0.0067 |
0.0056 |
-0.0011 |
-16.4% |
0.0176 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
104,644 |
109,354 |
4,710 |
4.5% |
574,571 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6639 |
0.6611 |
0.6502 |
|
| R3 |
0.6583 |
0.6555 |
0.6487 |
|
| R2 |
0.6527 |
0.6527 |
0.6482 |
|
| R1 |
0.6499 |
0.6499 |
0.6477 |
0.6485 |
| PP |
0.6471 |
0.6471 |
0.6471 |
0.6464 |
| S1 |
0.6443 |
0.6443 |
0.6466 |
0.6429 |
| S2 |
0.6415 |
0.6415 |
0.6461 |
|
| S3 |
0.6359 |
0.6387 |
0.6456 |
|
| S4 |
0.6303 |
0.6331 |
0.6441 |
|
|
| 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 |
0.6683 |
0.6443 |
0.0240 |
3.7% |
0.0070 |
1.1% |
12% |
False |
True |
97,982 |
| 10 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0074 |
1.1% |
12% |
False |
True |
102,209 |
| 20 |
0.6728 |
0.6443 |
0.0285 |
4.4% |
0.0061 |
0.9% |
10% |
False |
True |
89,122 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
6% |
False |
True |
94,619 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
6% |
False |
True |
78,464 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0059 |
0.9% |
19% |
False |
False |
58,996 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0055 |
0.8% |
19% |
False |
False |
47,215 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
19% |
False |
False |
39,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6737 |
|
2.618 |
0.6645 |
|
1.618 |
0.6589 |
|
1.000 |
0.6555 |
|
0.618 |
0.6533 |
|
HIGH |
0.6499 |
|
0.618 |
0.6477 |
|
0.500 |
0.6471 |
|
0.382 |
0.6464 |
|
LOW |
0.6443 |
|
0.618 |
0.6408 |
|
1.000 |
0.6387 |
|
1.618 |
0.6352 |
|
2.618 |
0.6296 |
|
4.250 |
0.6205 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6471 |
0.6513 |
| PP |
0.6471 |
0.6499 |
| S1 |
0.6471 |
0.6485 |
|