CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 22-Nov-2024
Day Change Summary
Previous Current
21-Nov-2024 22-Nov-2024 Change Change % Previous Week
Open 0.6508 0.6513 0.0005 0.1% 0.6461
High 0.6534 0.6523 -0.0012 -0.2% 0.6546
Low 0.6499 0.6473 -0.0026 -0.4% 0.6450
Close 0.6517 0.6499 -0.0018 -0.3% 0.6499
Range 0.0035 0.0050 0.0015 41.4% 0.0097
ATR 0.0060 0.0059 -0.0001 -1.2% 0.0000
Volume 71,814 85,266 13,452 18.7% 389,298
Daily Pivots for day following 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6647 0.6622 0.6526
R3 0.6597 0.6573 0.6513
R2 0.6548 0.6548 0.6508
R1 0.6523 0.6523 0.6504 0.6511
PP 0.6498 0.6498 0.6498 0.6492
S1 0.6474 0.6474 0.6494 0.6461
S2 0.6449 0.6449 0.6490
S3 0.6399 0.6424 0.6485
S4 0.6350 0.6375 0.6472
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6788 0.6740 0.6552
R3 0.6691 0.6643 0.6526
R2 0.6595 0.6595 0.6517
R1 0.6547 0.6547 0.6508 0.6571
PP 0.6498 0.6498 0.6498 0.6510
S1 0.6450 0.6450 0.6490 0.6474
S2 0.6402 0.6402 0.6481
S3 0.6305 0.6354 0.6472
S4 0.6209 0.6257 0.6446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6546 0.6450 0.0097 1.5% 0.0052 0.8% 51% False False 77,859
10 0.6601 0.6443 0.0158 2.4% 0.0052 0.8% 36% False False 84,823
20 0.6690 0.6443 0.0247 3.8% 0.0061 0.9% 23% False False 92,640
40 0.6950 0.6443 0.0508 7.8% 0.0056 0.9% 11% False False 89,085
60 0.6950 0.6443 0.0508 7.8% 0.0059 0.9% 11% False False 86,297
80 0.6950 0.6362 0.0588 9.0% 0.0059 0.9% 23% False False 64,938
100 0.6950 0.6362 0.0588 9.0% 0.0055 0.8% 23% False False 51,981
120 0.6950 0.6362 0.0588 9.0% 0.0053 0.8% 23% False False 43,328
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6733
2.618 0.6652
1.618 0.6603
1.000 0.6572
0.618 0.6553
HIGH 0.6523
0.618 0.6504
0.500 0.6498
0.382 0.6492
LOW 0.6473
0.618 0.6442
1.000 0.6424
1.618 0.6393
2.618 0.6343
4.250 0.6263
Fisher Pivots for day following 22-Nov-2024
Pivot 1 day 3 day
R1 0.6499 0.6510
PP 0.6498 0.6506
S1 0.6498 0.6503

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

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