CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6535 |
0.6508 |
-0.0027 |
-0.4% |
0.6585 |
| High |
0.6546 |
0.6534 |
-0.0012 |
-0.2% |
0.6601 |
| Low |
0.6487 |
0.6499 |
0.0013 |
0.2% |
0.6443 |
| Close |
0.6498 |
0.6517 |
0.0019 |
0.3% |
0.6457 |
| Range |
0.0060 |
0.0035 |
-0.0025 |
-41.2% |
0.0158 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
68,776 |
71,814 |
3,038 |
4.4% |
458,940 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6622 |
0.6604 |
0.6536 |
|
| R3 |
0.6587 |
0.6569 |
0.6527 |
|
| R2 |
0.6552 |
0.6552 |
0.6523 |
|
| R1 |
0.6534 |
0.6534 |
0.6520 |
0.6543 |
| PP |
0.6517 |
0.6517 |
0.6517 |
0.6521 |
| S1 |
0.6499 |
0.6499 |
0.6514 |
0.6508 |
| S2 |
0.6482 |
0.6482 |
0.6511 |
|
| S3 |
0.6447 |
0.6464 |
0.6507 |
|
| S4 |
0.6412 |
0.6429 |
0.6498 |
|
|
| 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 |
0.6445 |
0.0102 |
1.6% |
0.0050 |
0.8% |
71% |
False |
False |
78,398 |
| 10 |
0.6683 |
0.6443 |
0.0240 |
3.7% |
0.0060 |
0.9% |
31% |
False |
False |
88,190 |
| 20 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0061 |
0.9% |
30% |
False |
False |
91,690 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0057 |
0.9% |
15% |
False |
False |
89,982 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
15% |
False |
False |
84,914 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
26% |
False |
False |
63,881 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
26% |
False |
False |
51,129 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
26% |
False |
False |
42,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6683 |
|
2.618 |
0.6626 |
|
1.618 |
0.6591 |
|
1.000 |
0.6569 |
|
0.618 |
0.6556 |
|
HIGH |
0.6534 |
|
0.618 |
0.6521 |
|
0.500 |
0.6517 |
|
0.382 |
0.6512 |
|
LOW |
0.6499 |
|
0.618 |
0.6477 |
|
1.000 |
0.6464 |
|
1.618 |
0.6442 |
|
2.618 |
0.6407 |
|
4.250 |
0.6350 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6517 |
0.6516 |
| PP |
0.6517 |
0.6516 |
| S1 |
0.6517 |
0.6515 |
|