CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Nov-2024
Day Change Summary
Previous Current
19-Nov-2024 20-Nov-2024 Change Change % Previous Week
Open 0.6508 0.6535 0.0027 0.4% 0.6585
High 0.6536 0.6546 0.0011 0.2% 0.6601
Low 0.6485 0.6487 0.0002 0.0% 0.6443
Close 0.6533 0.6498 -0.0035 -0.5% 0.6457
Range 0.0051 0.0060 0.0009 16.7% 0.0158
ATR 0.0062 0.0061 0.0000 -0.2% 0.0000
Volume 90,720 68,776 -21,944 -24.2% 458,940
Daily Pivots for day following 20-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6689 0.6653 0.6531
R3 0.6629 0.6593 0.6514
R2 0.6570 0.6570 0.6509
R1 0.6534 0.6534 0.6503 0.6522
PP 0.6510 0.6510 0.6510 0.6504
S1 0.6474 0.6474 0.6493 0.6463
S2 0.6451 0.6451 0.6487
S3 0.6391 0.6415 0.6482
S4 0.6332 0.6355 0.6465
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 0.6546 0.6443 0.0104 1.6% 0.0054 0.8% 54% True False 85,906
10 0.6690 0.6443 0.0247 3.8% 0.0069 1.1% 22% False False 94,001
20 0.6690 0.6443 0.0247 3.8% 0.0061 0.9% 22% False False 91,917
40 0.6950 0.6443 0.0508 7.8% 0.0058 0.9% 11% False False 91,256
60 0.6950 0.6443 0.0508 7.8% 0.0059 0.9% 11% False False 83,751
80 0.6950 0.6362 0.0588 9.0% 0.0059 0.9% 23% False False 62,989
100 0.6950 0.6362 0.0588 9.0% 0.0055 0.8% 23% False False 50,412
120 0.6950 0.6362 0.0588 9.0% 0.0053 0.8% 23% False False 42,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6799
2.618 0.6702
1.618 0.6642
1.000 0.6606
0.618 0.6583
HIGH 0.6546
0.618 0.6523
0.500 0.6516
0.382 0.6509
LOW 0.6487
0.618 0.6450
1.000 0.6427
1.618 0.6390
2.618 0.6331
4.250 0.6234
Fisher Pivots for day following 20-Nov-2024
Pivot 1 day 3 day
R1 0.6516 0.6498
PP 0.6510 0.6498
S1 0.6504 0.6498

These figures are updated between 7pm and 10pm EST after a trading day.

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