CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6477 |
0.6488 |
0.0011 |
0.2% |
0.6534 |
| High |
0.6506 |
0.6489 |
-0.0017 |
-0.3% |
0.6551 |
| Low |
0.6456 |
0.6400 |
-0.0056 |
-0.9% |
0.6436 |
| Close |
0.6481 |
0.6436 |
-0.0045 |
-0.7% |
0.6523 |
| Range |
0.0050 |
0.0089 |
0.0040 |
79.8% |
0.0116 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.6% |
0.0000 |
| Volume |
92,021 |
145,255 |
53,234 |
57.8% |
359,291 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6709 |
0.6661 |
0.6485 |
|
| R3 |
0.6620 |
0.6572 |
0.6460 |
|
| R2 |
0.6531 |
0.6531 |
0.6452 |
|
| R1 |
0.6483 |
0.6483 |
0.6444 |
0.6463 |
| PP |
0.6442 |
0.6442 |
0.6442 |
0.6431 |
| S1 |
0.6394 |
0.6394 |
0.6428 |
0.6374 |
| S2 |
0.6353 |
0.6353 |
0.6420 |
|
| S3 |
0.6264 |
0.6305 |
0.6412 |
|
| S4 |
0.6175 |
0.6216 |
0.6387 |
|
|
| 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 |
0.6400 |
0.0129 |
2.0% |
0.0061 |
1.0% |
28% |
False |
True |
99,491 |
| 10 |
0.6551 |
0.6400 |
0.0151 |
2.3% |
0.0059 |
0.9% |
24% |
False |
True |
91,835 |
| 20 |
0.6690 |
0.6400 |
0.0290 |
4.5% |
0.0067 |
1.0% |
12% |
False |
True |
98,279 |
| 40 |
0.6768 |
0.6400 |
0.0368 |
5.7% |
0.0057 |
0.9% |
10% |
False |
True |
88,753 |
| 60 |
0.6950 |
0.6400 |
0.0550 |
8.5% |
0.0059 |
0.9% |
7% |
False |
True |
95,621 |
| 80 |
0.6950 |
0.6400 |
0.0550 |
8.5% |
0.0058 |
0.9% |
7% |
False |
True |
73,550 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0057 |
0.9% |
13% |
False |
False |
58,900 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0054 |
0.8% |
13% |
False |
False |
49,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6867 |
|
2.618 |
0.6722 |
|
1.618 |
0.6633 |
|
1.000 |
0.6578 |
|
0.618 |
0.6544 |
|
HIGH |
0.6489 |
|
0.618 |
0.6455 |
|
0.500 |
0.6445 |
|
0.382 |
0.6434 |
|
LOW |
0.6400 |
|
0.618 |
0.6345 |
|
1.000 |
0.6311 |
|
1.618 |
0.6256 |
|
2.618 |
0.6167 |
|
4.250 |
0.6022 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6445 |
0.6458 |
| PP |
0.6442 |
0.6451 |
| S1 |
0.6439 |
0.6443 |
|