CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6454 |
0.6461 |
0.0007 |
0.1% |
0.6585 |
| High |
0.6484 |
0.6513 |
0.0030 |
0.5% |
0.6601 |
| Low |
0.6445 |
0.6450 |
0.0005 |
0.1% |
0.6443 |
| Close |
0.6457 |
0.6506 |
0.0049 |
0.8% |
0.6457 |
| Range |
0.0039 |
0.0064 |
0.0025 |
62.8% |
0.0158 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
87,958 |
72,722 |
-15,236 |
-17.3% |
458,940 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6680 |
0.6657 |
0.6541 |
|
| R3 |
0.6617 |
0.6593 |
0.6523 |
|
| R2 |
0.6553 |
0.6553 |
0.6518 |
|
| R1 |
0.6530 |
0.6530 |
0.6512 |
0.6541 |
| PP |
0.6490 |
0.6490 |
0.6490 |
0.6495 |
| S1 |
0.6466 |
0.6466 |
0.6500 |
0.6478 |
| S2 |
0.6426 |
0.6426 |
0.6494 |
|
| S3 |
0.6363 |
0.6403 |
0.6489 |
|
| S4 |
0.6299 |
0.6339 |
0.6471 |
|
|
| 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 |
0.6584 |
0.6443 |
0.0141 |
2.2% |
0.0059 |
0.9% |
45% |
False |
False |
93,479 |
| 10 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0077 |
1.2% |
26% |
False |
False |
102,756 |
| 20 |
0.6700 |
0.6443 |
0.0257 |
4.0% |
0.0062 |
0.9% |
25% |
False |
False |
90,985 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
13% |
False |
False |
93,534 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0058 |
0.9% |
13% |
False |
False |
81,110 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
24% |
False |
False |
60,997 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
24% |
False |
False |
48,819 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
24% |
False |
False |
40,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6783 |
|
2.618 |
0.6679 |
|
1.618 |
0.6616 |
|
1.000 |
0.6577 |
|
0.618 |
0.6552 |
|
HIGH |
0.6513 |
|
0.618 |
0.6489 |
|
0.500 |
0.6481 |
|
0.382 |
0.6474 |
|
LOW |
0.6450 |
|
0.618 |
0.6410 |
|
1.000 |
0.6386 |
|
1.618 |
0.6347 |
|
2.618 |
0.6283 |
|
4.250 |
0.6180 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6498 |
0.6497 |
| PP |
0.6490 |
0.6487 |
| S1 |
0.6481 |
0.6478 |
|