CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Nov-2024
Day Change Summary
Previous Current
27-Nov-2024 29-Nov-2024 Change Change % Previous Week
Open 0.6477 0.6498 0.0022 0.3% 0.6534
High 0.6502 0.6529 0.0028 0.4% 0.6551
Low 0.6457 0.6478 0.0022 0.3% 0.6436
Close 0.6497 0.6523 0.0026 0.4% 0.6523
Range 0.0045 0.0051 0.0006 13.3% 0.0116
ATR 0.0059 0.0059 -0.0001 -1.0% 0.0000
Volume 77,452 86,795 9,343 12.1% 359,291
Daily Pivots for day following 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6663 0.6644 0.6551
R3 0.6612 0.6593 0.6537
R2 0.6561 0.6561 0.6532
R1 0.6542 0.6542 0.6527 0.6551
PP 0.6510 0.6510 0.6510 0.6515
S1 0.6491 0.6491 0.6518 0.6500
S2 0.6459 0.6459 0.6513
S3 0.6408 0.6440 0.6508
S4 0.6357 0.6389 0.6494
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6850 0.6802 0.6586
R3 0.6734 0.6686 0.6554
R2 0.6619 0.6619 0.6544
R1 0.6571 0.6571 0.6533 0.6537
PP 0.6503 0.6503 0.6503 0.6486
S1 0.6455 0.6455 0.6512 0.6421
S2 0.6388 0.6388 0.6501
S3 0.6272 0.6340 0.6491
S4 0.6157 0.6224 0.6459
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% 75% False False 88,911
10 0.6551 0.6436 0.0116 1.8% 0.0053 0.8% 75% False False 83,654
20 0.6690 0.6436 0.0254 3.9% 0.0064 1.0% 34% False False 92,932
40 0.6858 0.6436 0.0422 6.5% 0.0056 0.9% 21% False False 87,391
60 0.6950 0.6436 0.0515 7.9% 0.0058 0.9% 17% False False 91,713
80 0.6950 0.6436 0.0515 7.9% 0.0057 0.9% 17% False False 69,396
100 0.6950 0.6362 0.0588 9.0% 0.0056 0.9% 27% False False 55,571
120 0.6950 0.6362 0.0588 9.0% 0.0053 0.8% 27% False False 46,322
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6663
1.618 0.6612
1.000 0.6580
0.618 0.6561
HIGH 0.6529
0.618 0.6510
0.500 0.6504
0.382 0.6497
LOW 0.6478
0.618 0.6446
1.000 0.6427
1.618 0.6395
2.618 0.6344
4.250 0.6261
Fisher Pivots for day following 29-Nov-2024
Pivot 1 day 3 day
R1 0.6516 0.6509
PP 0.6510 0.6496
S1 0.6504 0.6482

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

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