CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6588 |
0.6637 |
0.0049 |
0.7% |
0.6614 |
| High |
0.6644 |
0.6647 |
0.0004 |
0.1% |
0.6617 |
| Low |
0.6582 |
0.6514 |
-0.0068 |
-1.0% |
0.6540 |
| Close |
0.6638 |
0.6584 |
-0.0054 |
-0.8% |
0.6563 |
| Range |
0.0062 |
0.0133 |
0.0071 |
114.5% |
0.0077 |
| ATR |
0.0052 |
0.0058 |
0.0006 |
11.2% |
0.0000 |
| Volume |
71,058 |
175,986 |
104,928 |
147.7% |
430,000 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6981 |
0.6915 |
0.6657 |
|
| R3 |
0.6848 |
0.6782 |
0.6621 |
|
| R2 |
0.6715 |
0.6715 |
0.6608 |
|
| R1 |
0.6649 |
0.6649 |
0.6596 |
0.6616 |
| PP |
0.6582 |
0.6582 |
0.6582 |
0.6565 |
| S1 |
0.6516 |
0.6516 |
0.6572 |
0.6483 |
| S2 |
0.6449 |
0.6449 |
0.6560 |
|
| S3 |
0.6316 |
0.6383 |
0.6547 |
|
| S4 |
0.6183 |
0.6250 |
0.6511 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6804 |
0.6760 |
0.6605 |
|
| R3 |
0.6727 |
0.6683 |
0.6584 |
|
| R2 |
0.6650 |
0.6650 |
0.6577 |
|
| R1 |
0.6606 |
0.6606 |
0.6570 |
0.6590 |
| PP |
0.6573 |
0.6573 |
0.6573 |
0.6565 |
| S1 |
0.6529 |
0.6529 |
0.6555 |
0.6513 |
| S2 |
0.6496 |
0.6496 |
0.6548 |
|
| S3 |
0.6419 |
0.6452 |
0.6541 |
|
| S4 |
0.6342 |
0.6375 |
0.6520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6647 |
0.6514 |
0.0133 |
2.0% |
0.0063 |
1.0% |
53% |
True |
True |
97,242 |
| 10 |
0.6665 |
0.6514 |
0.0151 |
2.3% |
0.0054 |
0.8% |
46% |
False |
True |
89,832 |
| 20 |
0.6765 |
0.6514 |
0.0251 |
3.8% |
0.0051 |
0.8% |
28% |
False |
True |
83,335 |
| 40 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0057 |
0.9% |
16% |
False |
True |
94,033 |
| 60 |
0.6950 |
0.6514 |
0.0436 |
6.6% |
0.0056 |
0.9% |
16% |
False |
True |
68,238 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0056 |
0.8% |
38% |
False |
False |
51,254 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0052 |
0.8% |
38% |
False |
False |
41,020 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
8.9% |
0.0051 |
0.8% |
38% |
False |
False |
34,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7212 |
|
2.618 |
0.6995 |
|
1.618 |
0.6862 |
|
1.000 |
0.6780 |
|
0.618 |
0.6729 |
|
HIGH |
0.6647 |
|
0.618 |
0.6596 |
|
0.500 |
0.6581 |
|
0.382 |
0.6565 |
|
LOW |
0.6514 |
|
0.618 |
0.6432 |
|
1.000 |
0.6381 |
|
1.618 |
0.6299 |
|
2.618 |
0.6166 |
|
4.250 |
0.5949 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6583 |
0.6583 |
| PP |
0.6582 |
0.6582 |
| S1 |
0.6581 |
0.6581 |
|