CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6461 |
0.6508 |
0.0047 |
0.7% |
0.6585 |
| High |
0.6513 |
0.6536 |
0.0023 |
0.3% |
0.6601 |
| Low |
0.6450 |
0.6485 |
0.0035 |
0.5% |
0.6443 |
| Close |
0.6506 |
0.6533 |
0.0027 |
0.4% |
0.6457 |
| Range |
0.0064 |
0.0051 |
-0.0013 |
-19.7% |
0.0158 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
72,722 |
90,720 |
17,998 |
24.7% |
458,940 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6671 |
0.6653 |
0.6561 |
|
| R3 |
0.6620 |
0.6602 |
0.6547 |
|
| R2 |
0.6569 |
0.6569 |
0.6542 |
|
| R1 |
0.6551 |
0.6551 |
0.6537 |
0.6560 |
| PP |
0.6518 |
0.6518 |
0.6518 |
0.6522 |
| S1 |
0.6500 |
0.6500 |
0.6528 |
0.6509 |
| S2 |
0.6467 |
0.6467 |
0.6523 |
|
| S3 |
0.6416 |
0.6449 |
0.6518 |
|
| S4 |
0.6365 |
0.6398 |
0.6504 |
|
|
| 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 |
0.6549 |
0.6443 |
0.0106 |
1.6% |
0.0055 |
0.8% |
85% |
False |
False |
93,079 |
| 10 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0076 |
1.2% |
36% |
False |
False |
104,722 |
| 20 |
0.6696 |
0.6443 |
0.0253 |
3.9% |
0.0062 |
0.9% |
36% |
False |
False |
92,165 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
18% |
False |
False |
92,642 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0058 |
0.9% |
18% |
False |
False |
82,612 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
29% |
False |
False |
62,129 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
29% |
False |
False |
49,726 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
29% |
False |
False |
41,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6752 |
|
2.618 |
0.6669 |
|
1.618 |
0.6618 |
|
1.000 |
0.6587 |
|
0.618 |
0.6567 |
|
HIGH |
0.6536 |
|
0.618 |
0.6516 |
|
0.500 |
0.6510 |
|
0.382 |
0.6504 |
|
LOW |
0.6485 |
|
0.618 |
0.6453 |
|
1.000 |
0.6434 |
|
1.618 |
0.6402 |
|
2.618 |
0.6351 |
|
4.250 |
0.6268 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6525 |
0.6518 |
| PP |
0.6518 |
0.6504 |
| S1 |
0.6510 |
0.6490 |
|