CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6488 |
0.6430 |
-0.0058 |
-0.9% |
0.6534 |
| High |
0.6489 |
0.6456 |
-0.0034 |
-0.5% |
0.6551 |
| Low |
0.6400 |
0.6422 |
0.0022 |
0.3% |
0.6436 |
| Close |
0.6436 |
0.6454 |
0.0018 |
0.3% |
0.6523 |
| Range |
0.0089 |
0.0034 |
-0.0056 |
-62.4% |
0.0116 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
145,255 |
71,626 |
-73,629 |
-50.7% |
359,291 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6544 |
0.6533 |
0.6472 |
|
| R3 |
0.6511 |
0.6499 |
0.6463 |
|
| R2 |
0.6477 |
0.6477 |
0.6460 |
|
| R1 |
0.6466 |
0.6466 |
0.6457 |
0.6472 |
| PP |
0.6444 |
0.6444 |
0.6444 |
0.6447 |
| S1 |
0.6432 |
0.6432 |
0.6451 |
0.6438 |
| S2 |
0.6410 |
0.6410 |
0.6448 |
|
| S3 |
0.6377 |
0.6399 |
0.6445 |
|
| S4 |
0.6343 |
0.6365 |
0.6436 |
|
|
| 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% |
0.0059 |
0.9% |
42% |
False |
False |
98,326 |
| 10 |
0.6551 |
0.6400 |
0.0151 |
2.3% |
0.0056 |
0.9% |
36% |
False |
False |
92,120 |
| 20 |
0.6690 |
0.6400 |
0.0290 |
4.5% |
0.0062 |
1.0% |
19% |
False |
False |
93,061 |
| 40 |
0.6765 |
0.6400 |
0.0365 |
5.6% |
0.0056 |
0.9% |
15% |
False |
False |
88,198 |
| 60 |
0.6950 |
0.6400 |
0.0550 |
8.5% |
0.0059 |
0.9% |
10% |
False |
False |
93,709 |
| 80 |
0.6950 |
0.6400 |
0.0550 |
8.5% |
0.0058 |
0.9% |
10% |
False |
False |
74,444 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0057 |
0.9% |
16% |
False |
False |
59,615 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0054 |
0.8% |
16% |
False |
False |
49,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6598 |
|
2.618 |
0.6543 |
|
1.618 |
0.6510 |
|
1.000 |
0.6489 |
|
0.618 |
0.6476 |
|
HIGH |
0.6456 |
|
0.618 |
0.6443 |
|
0.500 |
0.6439 |
|
0.382 |
0.6435 |
|
LOW |
0.6422 |
|
0.618 |
0.6401 |
|
1.000 |
0.6389 |
|
1.618 |
0.6368 |
|
2.618 |
0.6334 |
|
4.250 |
0.6280 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6449 |
0.6454 |
| PP |
0.6444 |
0.6453 |
| S1 |
0.6439 |
0.6453 |
|