CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6498 |
0.6514 |
0.0016 |
0.2% |
0.6534 |
| High |
0.6529 |
0.6516 |
-0.0013 |
-0.2% |
0.6551 |
| Low |
0.6478 |
0.6444 |
-0.0035 |
-0.5% |
0.6436 |
| Close |
0.6523 |
0.6473 |
-0.0050 |
-0.8% |
0.6523 |
| Range |
0.0051 |
0.0073 |
0.0022 |
42.2% |
0.0116 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.5% |
0.0000 |
| Volume |
86,795 |
95,934 |
9,139 |
10.5% |
359,291 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6695 |
0.6656 |
0.6512 |
|
| R3 |
0.6622 |
0.6584 |
0.6492 |
|
| R2 |
0.6550 |
0.6550 |
0.6486 |
|
| R1 |
0.6511 |
0.6511 |
0.6479 |
0.6494 |
| PP |
0.6477 |
0.6477 |
0.6477 |
0.6469 |
| S1 |
0.6439 |
0.6439 |
0.6466 |
0.6422 |
| S2 |
0.6405 |
0.6405 |
0.6459 |
|
| S3 |
0.6332 |
0.6366 |
0.6453 |
|
| S4 |
0.6260 |
0.6294 |
0.6433 |
|
|
| 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% |
0.0061 |
0.9% |
32% |
False |
False |
91,045 |
| 10 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0056 |
0.9% |
32% |
False |
False |
84,452 |
| 20 |
0.6690 |
0.6436 |
0.0254 |
3.9% |
0.0065 |
1.0% |
15% |
False |
False |
93,901 |
| 40 |
0.6817 |
0.6436 |
0.0381 |
5.9% |
0.0057 |
0.9% |
10% |
False |
False |
87,376 |
| 60 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0058 |
0.9% |
7% |
False |
False |
93,013 |
| 80 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0057 |
0.9% |
7% |
False |
False |
70,591 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0056 |
0.9% |
19% |
False |
False |
56,529 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0054 |
0.8% |
19% |
False |
False |
47,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6824 |
|
2.618 |
0.6706 |
|
1.618 |
0.6633 |
|
1.000 |
0.6589 |
|
0.618 |
0.6561 |
|
HIGH |
0.6516 |
|
0.618 |
0.6488 |
|
0.500 |
0.6480 |
|
0.382 |
0.6471 |
|
LOW |
0.6444 |
|
0.618 |
0.6399 |
|
1.000 |
0.6371 |
|
1.618 |
0.6326 |
|
2.618 |
0.6254 |
|
4.250 |
0.6135 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6480 |
0.6486 |
| PP |
0.6477 |
0.6482 |
| S1 |
0.6475 |
0.6477 |
|