CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6505 |
0.6477 |
-0.0029 |
-0.4% |
0.6461 |
| High |
0.6509 |
0.6502 |
-0.0007 |
-0.1% |
0.6546 |
| Low |
0.6436 |
0.6457 |
0.0021 |
0.3% |
0.6450 |
| Close |
0.6461 |
0.6497 |
0.0036 |
0.6% |
0.6499 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0097 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
110,280 |
77,452 |
-32,828 |
-29.8% |
389,298 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6620 |
0.6604 |
0.6522 |
|
| R3 |
0.6575 |
0.6559 |
0.6509 |
|
| R2 |
0.6530 |
0.6530 |
0.6505 |
|
| R1 |
0.6514 |
0.6514 |
0.6501 |
0.6522 |
| PP |
0.6485 |
0.6485 |
0.6485 |
0.6489 |
| S1 |
0.6469 |
0.6469 |
0.6493 |
0.6477 |
| S2 |
0.6440 |
0.6440 |
0.6489 |
|
| S3 |
0.6395 |
0.6424 |
0.6485 |
|
| S4 |
0.6350 |
0.6379 |
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 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0053 |
0.8% |
53% |
False |
False |
85,915 |
| 10 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0053 |
0.8% |
53% |
False |
False |
85,910 |
| 20 |
0.6690 |
0.6436 |
0.0254 |
3.9% |
0.0063 |
1.0% |
24% |
False |
False |
92,790 |
| 40 |
0.6894 |
0.6436 |
0.0459 |
7.1% |
0.0057 |
0.9% |
13% |
False |
False |
87,546 |
| 60 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0058 |
0.9% |
12% |
False |
False |
90,325 |
| 80 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0057 |
0.9% |
12% |
False |
False |
68,315 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0056 |
0.9% |
23% |
False |
False |
54,703 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
23% |
False |
False |
45,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6693 |
|
2.618 |
0.6619 |
|
1.618 |
0.6574 |
|
1.000 |
0.6547 |
|
0.618 |
0.6529 |
|
HIGH |
0.6502 |
|
0.618 |
0.6484 |
|
0.500 |
0.6479 |
|
0.382 |
0.6474 |
|
LOW |
0.6457 |
|
0.618 |
0.6429 |
|
1.000 |
0.6412 |
|
1.618 |
0.6384 |
|
2.618 |
0.6339 |
|
4.250 |
0.6265 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6491 |
0.6496 |
| PP |
0.6485 |
0.6495 |
| S1 |
0.6479 |
0.6493 |
|