CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6477 |
0.6498 |
0.0022 |
0.3% |
0.6534 |
| High |
0.6502 |
0.6529 |
0.0028 |
0.4% |
0.6551 |
| Low |
0.6457 |
0.6478 |
0.0022 |
0.3% |
0.6436 |
| Close |
0.6497 |
0.6523 |
0.0026 |
0.4% |
0.6523 |
| Range |
0.0045 |
0.0051 |
0.0006 |
13.3% |
0.0116 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
77,452 |
86,795 |
9,343 |
12.1% |
359,291 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6663 |
0.6644 |
0.6551 |
|
| R3 |
0.6612 |
0.6593 |
0.6537 |
|
| R2 |
0.6561 |
0.6561 |
0.6532 |
|
| R1 |
0.6542 |
0.6542 |
0.6527 |
0.6551 |
| PP |
0.6510 |
0.6510 |
0.6510 |
0.6515 |
| S1 |
0.6491 |
0.6491 |
0.6518 |
0.6500 |
| S2 |
0.6459 |
0.6459 |
0.6513 |
|
| S3 |
0.6408 |
0.6440 |
0.6508 |
|
| S4 |
0.6357 |
0.6389 |
0.6494 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6850 |
0.6802 |
0.6586 |
|
| R3 |
0.6734 |
0.6686 |
0.6554 |
|
| R2 |
0.6619 |
0.6619 |
0.6544 |
|
| R1 |
0.6571 |
0.6571 |
0.6533 |
0.6537 |
| PP |
0.6503 |
0.6503 |
0.6503 |
0.6486 |
| S1 |
0.6455 |
0.6455 |
0.6512 |
0.6421 |
| S2 |
0.6388 |
0.6388 |
0.6501 |
|
| S3 |
0.6272 |
0.6340 |
0.6491 |
|
| S4 |
0.6157 |
0.6224 |
0.6459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0056 |
0.9% |
75% |
False |
False |
88,911 |
| 10 |
0.6551 |
0.6436 |
0.0116 |
1.8% |
0.0053 |
0.8% |
75% |
False |
False |
83,654 |
| 20 |
0.6690 |
0.6436 |
0.0254 |
3.9% |
0.0064 |
1.0% |
34% |
False |
False |
92,932 |
| 40 |
0.6858 |
0.6436 |
0.0422 |
6.5% |
0.0056 |
0.9% |
21% |
False |
False |
87,391 |
| 60 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0058 |
0.9% |
17% |
False |
False |
91,713 |
| 80 |
0.6950 |
0.6436 |
0.0515 |
7.9% |
0.0057 |
0.9% |
17% |
False |
False |
69,396 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0056 |
0.9% |
27% |
False |
False |
55,571 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.0% |
0.0053 |
0.8% |
27% |
False |
False |
46,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6746 |
|
2.618 |
0.6663 |
|
1.618 |
0.6612 |
|
1.000 |
0.6580 |
|
0.618 |
0.6561 |
|
HIGH |
0.6529 |
|
0.618 |
0.6510 |
|
0.500 |
0.6504 |
|
0.382 |
0.6497 |
|
LOW |
0.6478 |
|
0.618 |
0.6446 |
|
1.000 |
0.6427 |
|
1.618 |
0.6395 |
|
2.618 |
0.6344 |
|
4.250 |
0.6261 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6516 |
0.6509 |
| PP |
0.6510 |
0.6496 |
| S1 |
0.6504 |
0.6482 |
|