CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6535 |
0.0027 |
0.4% |
0.6585 |
| High |
0.6536 |
0.6546 |
0.0011 |
0.2% |
0.6601 |
| Low |
0.6485 |
0.6487 |
0.0002 |
0.0% |
0.6443 |
| Close |
0.6533 |
0.6498 |
-0.0035 |
-0.5% |
0.6457 |
| Range |
0.0051 |
0.0060 |
0.0009 |
16.7% |
0.0158 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,720 |
68,776 |
-21,944 |
-24.2% |
458,940 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6689 |
0.6653 |
0.6531 |
|
| R3 |
0.6629 |
0.6593 |
0.6514 |
|
| R2 |
0.6570 |
0.6570 |
0.6509 |
|
| R1 |
0.6534 |
0.6534 |
0.6503 |
0.6522 |
| PP |
0.6510 |
0.6510 |
0.6510 |
0.6504 |
| S1 |
0.6474 |
0.6474 |
0.6493 |
0.6463 |
| S2 |
0.6451 |
0.6451 |
0.6487 |
|
| S3 |
0.6391 |
0.6415 |
0.6482 |
|
| S4 |
0.6332 |
0.6355 |
0.6465 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6974 |
0.6874 |
0.6544 |
|
| R3 |
0.6816 |
0.6716 |
0.6500 |
|
| R2 |
0.6658 |
0.6658 |
0.6486 |
|
| R1 |
0.6558 |
0.6558 |
0.6471 |
0.6529 |
| PP |
0.6500 |
0.6500 |
0.6500 |
0.6486 |
| S1 |
0.6400 |
0.6400 |
0.6443 |
0.6371 |
| S2 |
0.6342 |
0.6342 |
0.6428 |
|
| S3 |
0.6184 |
0.6242 |
0.6414 |
|
| S4 |
0.6026 |
0.6084 |
0.6370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6546 |
0.6443 |
0.0104 |
1.6% |
0.0054 |
0.8% |
54% |
True |
False |
85,906 |
| 10 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0069 |
1.1% |
22% |
False |
False |
94,001 |
| 20 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0061 |
0.9% |
22% |
False |
False |
91,917 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0058 |
0.9% |
11% |
False |
False |
91,256 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
11% |
False |
False |
83,751 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
23% |
False |
False |
62,989 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
23% |
False |
False |
50,412 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
23% |
False |
False |
42,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6799 |
|
2.618 |
0.6702 |
|
1.618 |
0.6642 |
|
1.000 |
0.6606 |
|
0.618 |
0.6583 |
|
HIGH |
0.6546 |
|
0.618 |
0.6523 |
|
0.500 |
0.6516 |
|
0.382 |
0.6509 |
|
LOW |
0.6487 |
|
0.618 |
0.6450 |
|
1.000 |
0.6427 |
|
1.618 |
0.6390 |
|
2.618 |
0.6331 |
|
4.250 |
0.6234 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6516 |
0.6498 |
| PP |
0.6510 |
0.6498 |
| S1 |
0.6504 |
0.6498 |
|