CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6513 |
0.0005 |
0.1% |
0.6461 |
| High |
0.6534 |
0.6523 |
-0.0012 |
-0.2% |
0.6546 |
| Low |
0.6499 |
0.6473 |
-0.0026 |
-0.4% |
0.6450 |
| Close |
0.6517 |
0.6499 |
-0.0018 |
-0.3% |
0.6499 |
| Range |
0.0035 |
0.0050 |
0.0015 |
41.4% |
0.0097 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
71,814 |
85,266 |
13,452 |
18.7% |
389,298 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6647 |
0.6622 |
0.6526 |
|
| R3 |
0.6597 |
0.6573 |
0.6513 |
|
| R2 |
0.6548 |
0.6548 |
0.6508 |
|
| R1 |
0.6523 |
0.6523 |
0.6504 |
0.6511 |
| PP |
0.6498 |
0.6498 |
0.6498 |
0.6492 |
| S1 |
0.6474 |
0.6474 |
0.6494 |
0.6461 |
| S2 |
0.6449 |
0.6449 |
0.6490 |
|
| S3 |
0.6399 |
0.6424 |
0.6485 |
|
| S4 |
0.6350 |
0.6375 |
0.6472 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6740 |
0.6552 |
|
| R3 |
0.6691 |
0.6643 |
0.6526 |
|
| R2 |
0.6595 |
0.6595 |
0.6517 |
|
| R1 |
0.6547 |
0.6547 |
0.6508 |
0.6571 |
| PP |
0.6498 |
0.6498 |
0.6498 |
0.6510 |
| S1 |
0.6450 |
0.6450 |
0.6490 |
0.6474 |
| S2 |
0.6402 |
0.6402 |
0.6481 |
|
| S3 |
0.6305 |
0.6354 |
0.6472 |
|
| S4 |
0.6209 |
0.6257 |
0.6446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6546 |
0.6450 |
0.0097 |
1.5% |
0.0052 |
0.8% |
51% |
False |
False |
77,859 |
| 10 |
0.6601 |
0.6443 |
0.0158 |
2.4% |
0.0052 |
0.8% |
36% |
False |
False |
84,823 |
| 20 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0061 |
0.9% |
23% |
False |
False |
92,640 |
| 40 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0056 |
0.9% |
11% |
False |
False |
89,085 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
11% |
False |
False |
86,297 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
23% |
False |
False |
64,938 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
23% |
False |
False |
51,981 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
23% |
False |
False |
43,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6733 |
|
2.618 |
0.6652 |
|
1.618 |
0.6603 |
|
1.000 |
0.6572 |
|
0.618 |
0.6553 |
|
HIGH |
0.6523 |
|
0.618 |
0.6504 |
|
0.500 |
0.6498 |
|
0.382 |
0.6492 |
|
LOW |
0.6473 |
|
0.618 |
0.6442 |
|
1.000 |
0.6424 |
|
1.618 |
0.6393 |
|
2.618 |
0.6343 |
|
4.250 |
0.6263 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6499 |
0.6510 |
| PP |
0.6498 |
0.6506 |
| S1 |
0.6498 |
0.6503 |
|