CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6513 |
0.6534 |
0.0021 |
0.3% |
0.6461 |
| High |
0.6523 |
0.6551 |
0.0029 |
0.4% |
0.6546 |
| Low |
0.6473 |
0.6489 |
0.0016 |
0.2% |
0.6450 |
| Close |
0.6499 |
0.6505 |
0.0006 |
0.1% |
0.6499 |
| Range |
0.0050 |
0.0063 |
0.0013 |
26.3% |
0.0097 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
85,266 |
84,764 |
-502 |
-0.6% |
389,298 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6702 |
0.6666 |
0.6539 |
|
| R3 |
0.6640 |
0.6604 |
0.6522 |
|
| R2 |
0.6577 |
0.6577 |
0.6516 |
|
| R1 |
0.6541 |
0.6541 |
0.6511 |
0.6528 |
| PP |
0.6515 |
0.6515 |
0.6515 |
0.6508 |
| S1 |
0.6479 |
0.6479 |
0.6499 |
0.6466 |
| S2 |
0.6452 |
0.6452 |
0.6494 |
|
| S3 |
0.6390 |
0.6416 |
0.6488 |
|
| S4 |
0.6327 |
0.6354 |
0.6471 |
|
|
| 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 |
0.6551 |
0.6473 |
0.0078 |
1.2% |
0.0052 |
0.8% |
41% |
True |
False |
80,268 |
| 10 |
0.6584 |
0.6443 |
0.0141 |
2.2% |
0.0055 |
0.8% |
44% |
False |
False |
86,873 |
| 20 |
0.6690 |
0.6443 |
0.0247 |
3.8% |
0.0062 |
1.0% |
25% |
False |
False |
92,615 |
| 40 |
0.6941 |
0.6443 |
0.0498 |
7.7% |
0.0057 |
0.9% |
13% |
False |
False |
88,655 |
| 60 |
0.6950 |
0.6443 |
0.0508 |
7.8% |
0.0059 |
0.9% |
12% |
False |
False |
87,660 |
| 80 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0059 |
0.9% |
24% |
False |
False |
65,989 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0055 |
0.8% |
24% |
False |
False |
52,827 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
24% |
False |
False |
44,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6817 |
|
2.618 |
0.6715 |
|
1.618 |
0.6652 |
|
1.000 |
0.6614 |
|
0.618 |
0.6590 |
|
HIGH |
0.6551 |
|
0.618 |
0.6527 |
|
0.500 |
0.6520 |
|
0.382 |
0.6512 |
|
LOW |
0.6489 |
|
0.618 |
0.6450 |
|
1.000 |
0.6426 |
|
1.618 |
0.6387 |
|
2.618 |
0.6325 |
|
4.250 |
0.6223 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6520 |
0.6512 |
| PP |
0.6515 |
0.6510 |
| S1 |
0.6510 |
0.6507 |
|