CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6453 |
0.6395 |
-0.0058 |
-0.9% |
0.6514 |
| High |
0.6457 |
0.6472 |
0.0016 |
0.2% |
0.6516 |
| Low |
0.6373 |
0.6380 |
0.0007 |
0.1% |
0.6373 |
| Close |
0.6385 |
0.6444 |
0.0059 |
0.9% |
0.6385 |
| Range |
0.0084 |
0.0092 |
0.0009 |
10.2% |
0.0143 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.6% |
0.0000 |
| Volume |
117,197 |
135,157 |
17,960 |
15.3% |
522,033 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6708 |
0.6668 |
0.6495 |
|
| R3 |
0.6616 |
0.6576 |
0.6469 |
|
| R2 |
0.6524 |
0.6524 |
0.6461 |
|
| R1 |
0.6484 |
0.6484 |
0.6452 |
0.6504 |
| PP |
0.6432 |
0.6432 |
0.6432 |
0.6442 |
| S1 |
0.6392 |
0.6392 |
0.6436 |
0.6412 |
| S2 |
0.6340 |
0.6340 |
0.6427 |
|
| S3 |
0.6248 |
0.6300 |
0.6419 |
|
| S4 |
0.6156 |
0.6208 |
0.6393 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6854 |
0.6762 |
0.6464 |
|
| R3 |
0.6711 |
0.6619 |
0.6424 |
|
| R2 |
0.6568 |
0.6568 |
0.6411 |
|
| R1 |
0.6476 |
0.6476 |
0.6398 |
0.6451 |
| PP |
0.6425 |
0.6425 |
0.6425 |
0.6412 |
| S1 |
0.6333 |
0.6333 |
0.6372 |
0.6308 |
| S2 |
0.6282 |
0.6282 |
0.6359 |
|
| S3 |
0.6139 |
0.6190 |
0.6346 |
|
| S4 |
0.5996 |
0.6047 |
0.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6506 |
0.6373 |
0.0133 |
2.1% |
0.0070 |
1.1% |
54% |
False |
False |
112,251 |
| 10 |
0.6551 |
0.6373 |
0.0178 |
2.8% |
0.0065 |
1.0% |
40% |
False |
False |
101,648 |
| 20 |
0.6601 |
0.6373 |
0.0228 |
3.5% |
0.0059 |
0.9% |
31% |
False |
False |
93,235 |
| 40 |
0.6751 |
0.6373 |
0.0378 |
5.9% |
0.0059 |
0.9% |
19% |
False |
False |
90,339 |
| 60 |
0.6950 |
0.6373 |
0.0577 |
9.0% |
0.0060 |
0.9% |
12% |
False |
False |
94,794 |
| 80 |
0.6950 |
0.6373 |
0.0577 |
9.0% |
0.0058 |
0.9% |
12% |
False |
False |
77,585 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0058 |
0.9% |
14% |
False |
False |
62,137 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.1% |
0.0055 |
0.8% |
14% |
False |
False |
51,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6863 |
|
2.618 |
0.6713 |
|
1.618 |
0.6621 |
|
1.000 |
0.6564 |
|
0.618 |
0.6529 |
|
HIGH |
0.6472 |
|
0.618 |
0.6437 |
|
0.500 |
0.6426 |
|
0.382 |
0.6415 |
|
LOW |
0.6380 |
|
0.618 |
0.6323 |
|
1.000 |
0.6288 |
|
1.618 |
0.6231 |
|
2.618 |
0.6139 |
|
4.250 |
0.5989 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6438 |
0.6437 |
| PP |
0.6432 |
0.6430 |
| S1 |
0.6426 |
0.6423 |
|