CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 25-Nov-2024
Day Change Summary
Previous Current
22-Nov-2024 25-Nov-2024 Change Change % Previous Week
Open 0.6513 0.6534 0.0021 0.3% 0.6461
High 0.6523 0.6551 0.0029 0.4% 0.6546
Low 0.6473 0.6489 0.0016 0.2% 0.6450
Close 0.6499 0.6505 0.0006 0.1% 0.6499
Range 0.0050 0.0063 0.0013 26.3% 0.0097
ATR 0.0059 0.0059 0.0000 0.4% 0.0000
Volume 85,266 84,764 -502 -0.6% 389,298
Daily Pivots for day following 25-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6702 0.6666 0.6539
R3 0.6640 0.6604 0.6522
R2 0.6577 0.6577 0.6516
R1 0.6541 0.6541 0.6511 0.6528
PP 0.6515 0.6515 0.6515 0.6508
S1 0.6479 0.6479 0.6499 0.6466
S2 0.6452 0.6452 0.6494
S3 0.6390 0.6416 0.6488
S4 0.6327 0.6354 0.6471
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 0.6551 0.6473 0.0078 1.2% 0.0052 0.8% 41% True False 80,268
10 0.6584 0.6443 0.0141 2.2% 0.0055 0.8% 44% False False 86,873
20 0.6690 0.6443 0.0247 3.8% 0.0062 1.0% 25% False False 92,615
40 0.6941 0.6443 0.0498 7.7% 0.0057 0.9% 13% False False 88,655
60 0.6950 0.6443 0.0508 7.8% 0.0059 0.9% 12% False False 87,660
80 0.6950 0.6362 0.0588 9.0% 0.0059 0.9% 24% False False 65,989
100 0.6950 0.6362 0.0588 9.0% 0.0055 0.8% 24% False False 52,827
120 0.6950 0.6362 0.0588 9.0% 0.0053 0.8% 24% False False 44,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6817
2.618 0.6715
1.618 0.6652
1.000 0.6614
0.618 0.6590
HIGH 0.6551
0.618 0.6527
0.500 0.6520
0.382 0.6512
LOW 0.6489
0.618 0.6450
1.000 0.6426
1.618 0.6387
2.618 0.6325
4.250 0.6223
Fisher Pivots for day following 25-Nov-2024
Pivot 1 day 3 day
R1 0.6520 0.6512
PP 0.6515 0.6510
S1 0.6510 0.6507

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

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