CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6534 |
0.6505 |
-0.0029 |
-0.4% |
0.6461 |
| High |
0.6551 |
0.6509 |
-0.0043 |
-0.6% |
0.6546 |
| Low |
0.6489 |
0.6436 |
-0.0053 |
-0.8% |
0.6450 |
| Close |
0.6505 |
0.6461 |
-0.0044 |
-0.7% |
0.6499 |
| Range |
0.0063 |
0.0073 |
0.0011 |
16.8% |
0.0097 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
84,764 |
110,280 |
25,516 |
30.1% |
389,298 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6687 |
0.6647 |
0.6501 |
|
| R3 |
0.6614 |
0.6574 |
0.6481 |
|
| R2 |
0.6541 |
0.6541 |
0.6474 |
|
| R1 |
0.6501 |
0.6501 |
0.6468 |
0.6485 |
| PP |
0.6468 |
0.6468 |
0.6468 |
0.6460 |
| S1 |
0.6428 |
0.6428 |
0.6454 |
0.6412 |
| S2 |
0.6395 |
0.6395 |
0.6448 |
|
| S3 |
0.6322 |
0.6355 |
0.6441 |
|
| S4 |
0.6249 |
0.6282 |
0.6421 |
|
|
| 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 |
0.6436 |
0.0116 |
1.8% |
0.0056 |
0.9% |
22% |
False |
True |
84,180 |
| 10 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0056 |
0.9% |
22% |
False |
True |
88,629 |
| 20 |
0.6690 |
0.6436 |
0.0254 |
3.9% |
0.0064 |
1.0% |
10% |
False |
True |
93,653 |
| 40 |
0.6922 |
0.6436 |
0.0486 |
7.5% |
0.0056 |
0.9% |
5% |
False |
True |
87,759 |
| 60 |
0.6950 |
0.6436 |
0.0515 |
8.0% |
0.0058 |
0.9% |
5% |
False |
True |
89,116 |
| 80 |
0.6950 |
0.6436 |
0.0515 |
8.0% |
0.0057 |
0.9% |
5% |
False |
True |
67,351 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0056 |
0.9% |
17% |
False |
False |
53,929 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
17% |
False |
False |
44,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6819 |
|
2.618 |
0.6700 |
|
1.618 |
0.6627 |
|
1.000 |
0.6582 |
|
0.618 |
0.6554 |
|
HIGH |
0.6509 |
|
0.618 |
0.6481 |
|
0.500 |
0.6472 |
|
0.382 |
0.6463 |
|
LOW |
0.6436 |
|
0.618 |
0.6390 |
|
1.000 |
0.6363 |
|
1.618 |
0.6317 |
|
2.618 |
0.6244 |
|
4.250 |
0.6125 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6472 |
0.6493 |
| PP |
0.6468 |
0.6483 |
| S1 |
0.6465 |
0.6472 |
|