CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6497 |
0.6454 |
-0.0043 |
-0.7% |
0.6585 |
| High |
0.6499 |
0.6484 |
-0.0015 |
-0.2% |
0.6601 |
| Low |
0.6443 |
0.6445 |
0.0002 |
0.0% |
0.6443 |
| Close |
0.6472 |
0.6457 |
-0.0015 |
-0.2% |
0.6457 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0158 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
109,354 |
87,958 |
-21,396 |
-19.6% |
458,940 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6579 |
0.6557 |
0.6478 |
|
| R3 |
0.6540 |
0.6518 |
0.6468 |
|
| R2 |
0.6501 |
0.6501 |
0.6464 |
|
| R1 |
0.6479 |
0.6479 |
0.6461 |
0.6490 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6467 |
| S1 |
0.6440 |
0.6440 |
0.6453 |
0.6451 |
| S2 |
0.6423 |
0.6423 |
0.6450 |
|
| S3 |
0.6384 |
0.6401 |
0.6446 |
|
| S4 |
0.6345 |
0.6362 |
0.6436 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6974 |
0.6874 |
0.6544 |
|
| R3 |
0.6816 |
0.6716 |
0.6500 |
|
| R2 |
0.6658 |
0.6658 |
0.6486 |
|
| R1 |
0.6558 |
0.6558 |
0.6471 |
0.6529 |
| PP |
0.6500 |
0.6500 |
0.6500 |
0.6486 |
| S1 |
0.6400 |
0.6400 |
0.6443 |
0.6371 |
| S2 |
0.6342 |
0.6342 |
0.6428 |
|
| S3 |
0.6184 |
0.6242 |
0.6414 |
|
| S4 |
0.6026 |
0.6084 |
0.6370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6601 |
0.6443 |
0.0158 |
2.4% |
0.0053 |
0.8% |
9% |
False |
False |
91,788 |
| 10 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0075 |
1.2% |
6% |
False |
False |
103,351 |
| 20 |
0.6728 |
0.6443 |
0.0285 |
4.4% |
0.0062 |
1.0% |
5% |
False |
False |
90,846 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.9% |
0.0059 |
0.9% |
3% |
False |
False |
94,340 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.9% |
0.0058 |
0.9% |
3% |
False |
False |
79,917 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0058 |
0.9% |
16% |
False |
False |
60,088 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0055 |
0.8% |
16% |
False |
False |
48,094 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
16% |
False |
False |
40,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6649 |
|
2.618 |
0.6586 |
|
1.618 |
0.6547 |
|
1.000 |
0.6523 |
|
0.618 |
0.6508 |
|
HIGH |
0.6484 |
|
0.618 |
0.6469 |
|
0.500 |
0.6464 |
|
0.382 |
0.6459 |
|
LOW |
0.6445 |
|
0.618 |
0.6420 |
|
1.000 |
0.6406 |
|
1.618 |
0.6381 |
|
2.618 |
0.6342 |
|
4.250 |
0.6279 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6464 |
0.6496 |
| PP |
0.6462 |
0.6483 |
| S1 |
0.6459 |
0.6470 |
|