CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6430 |
0.6453 |
0.0023 |
0.4% |
0.6514 |
| High |
0.6456 |
0.6457 |
0.0001 |
0.0% |
0.6516 |
| Low |
0.6422 |
0.6373 |
-0.0049 |
-0.8% |
0.6373 |
| Close |
0.6454 |
0.6385 |
-0.0069 |
-1.1% |
0.6385 |
| Range |
0.0034 |
0.0084 |
0.0050 |
149.3% |
0.0143 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
71,626 |
117,197 |
45,571 |
63.6% |
522,033 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6655 |
0.6604 |
0.6431 |
|
| R3 |
0.6572 |
0.6520 |
0.6408 |
|
| R2 |
0.6488 |
0.6488 |
0.6400 |
|
| R1 |
0.6437 |
0.6437 |
0.6393 |
0.6421 |
| PP |
0.6405 |
0.6405 |
0.6405 |
0.6397 |
| S1 |
0.6353 |
0.6353 |
0.6377 |
0.6337 |
| S2 |
0.6321 |
0.6321 |
0.6370 |
|
| S3 |
0.6238 |
0.6270 |
0.6362 |
|
| S4 |
0.6154 |
0.6186 |
0.6339 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6854 |
0.6762 |
0.6464 |
|
| R3 |
0.6711 |
0.6619 |
0.6424 |
|
| R2 |
0.6568 |
0.6568 |
0.6411 |
|
| R1 |
0.6476 |
0.6476 |
0.6398 |
0.6451 |
| PP |
0.6425 |
0.6425 |
0.6425 |
0.6412 |
| S1 |
0.6333 |
0.6333 |
0.6372 |
0.6308 |
| S2 |
0.6282 |
0.6282 |
0.6359 |
|
| S3 |
0.6139 |
0.6190 |
0.6346 |
|
| S4 |
0.5996 |
0.6047 |
0.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6516 |
0.6373 |
0.0143 |
2.2% |
0.0066 |
1.0% |
8% |
False |
True |
104,406 |
| 10 |
0.6551 |
0.6373 |
0.0178 |
2.8% |
0.0061 |
1.0% |
7% |
False |
True |
96,659 |
| 20 |
0.6683 |
0.6373 |
0.0310 |
4.8% |
0.0060 |
0.9% |
4% |
False |
True |
92,424 |
| 40 |
0.6765 |
0.6373 |
0.0392 |
6.1% |
0.0057 |
0.9% |
3% |
False |
True |
88,598 |
| 60 |
0.6950 |
0.6373 |
0.0577 |
9.0% |
0.0059 |
0.9% |
2% |
False |
True |
94,433 |
| 80 |
0.6950 |
0.6373 |
0.0577 |
9.0% |
0.0058 |
0.9% |
2% |
False |
True |
75,906 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.2% |
0.0057 |
0.9% |
4% |
False |
False |
60,786 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.2% |
0.0054 |
0.8% |
4% |
False |
False |
50,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6811 |
|
2.618 |
0.6675 |
|
1.618 |
0.6592 |
|
1.000 |
0.6540 |
|
0.618 |
0.6508 |
|
HIGH |
0.6457 |
|
0.618 |
0.6425 |
|
0.500 |
0.6415 |
|
0.382 |
0.6405 |
|
LOW |
0.6373 |
|
0.618 |
0.6321 |
|
1.000 |
0.6290 |
|
1.618 |
0.6238 |
|
2.618 |
0.6154 |
|
4.250 |
0.6018 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6415 |
0.6431 |
| PP |
0.6405 |
0.6416 |
| S1 |
0.6395 |
0.6400 |
|