CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6514 |
0.6477 |
-0.0037 |
-0.6% |
0.6534 |
| High |
0.6516 |
0.6506 |
-0.0011 |
-0.2% |
0.6551 |
| Low |
0.6444 |
0.6456 |
0.0013 |
0.2% |
0.6436 |
| Close |
0.6473 |
0.6481 |
0.0008 |
0.1% |
0.6523 |
| Range |
0.0073 |
0.0050 |
-0.0023 |
-31.7% |
0.0116 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
95,934 |
92,021 |
-3,913 |
-4.1% |
359,291 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6629 |
0.6604 |
0.6508 |
|
| R3 |
0.6580 |
0.6555 |
0.6494 |
|
| R2 |
0.6530 |
0.6530 |
0.6490 |
|
| R1 |
0.6505 |
0.6505 |
0.6485 |
0.6518 |
| PP |
0.6481 |
0.6481 |
0.6481 |
0.6487 |
| S1 |
0.6456 |
0.6456 |
0.6476 |
0.6468 |
| S2 |
0.6431 |
0.6431 |
0.6471 |
|
| S3 |
0.6382 |
0.6406 |
0.6467 |
|
| S4 |
0.6332 |
0.6357 |
0.6453 |
|
|
| 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 |
0.6529 |
0.6436 |
0.0094 |
1.4% |
0.0058 |
0.9% |
48% |
False |
False |
92,496 |
| 10 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0055 |
0.8% |
39% |
False |
False |
86,382 |
| 20 |
0.6690 |
0.6436 |
0.0254 |
3.9% |
0.0066 |
1.0% |
18% |
False |
False |
94,569 |
| 40 |
0.6775 |
0.6436 |
0.0340 |
5.2% |
0.0056 |
0.9% |
13% |
False |
False |
87,762 |
| 60 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0058 |
0.9% |
9% |
False |
False |
94,269 |
| 80 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0057 |
0.9% |
9% |
False |
False |
71,739 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0057 |
0.9% |
20% |
False |
False |
57,448 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0053 |
0.8% |
20% |
False |
False |
47,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6716 |
|
2.618 |
0.6635 |
|
1.618 |
0.6586 |
|
1.000 |
0.6555 |
|
0.618 |
0.6536 |
|
HIGH |
0.6506 |
|
0.618 |
0.6487 |
|
0.500 |
0.6481 |
|
0.382 |
0.6475 |
|
LOW |
0.6456 |
|
0.618 |
0.6425 |
|
1.000 |
0.6407 |
|
1.618 |
0.6376 |
|
2.618 |
0.6326 |
|
4.250 |
0.6246 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6481 |
0.6486 |
| PP |
0.6481 |
0.6484 |
| S1 |
0.6481 |
0.6482 |
|