CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6395 |
0.6441 |
0.0046 |
0.7% |
0.6514 |
| High |
0.6472 |
0.6442 |
-0.0030 |
-0.5% |
0.6516 |
| Low |
0.6380 |
0.6366 |
-0.0014 |
-0.2% |
0.6373 |
| Close |
0.6444 |
0.6382 |
-0.0063 |
-1.0% |
0.6385 |
| Range |
0.0092 |
0.0076 |
-0.0016 |
-17.4% |
0.0143 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
135,157 |
199,436 |
64,279 |
47.6% |
522,033 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6625 |
0.6579 |
0.6423 |
|
| R3 |
0.6549 |
0.6503 |
0.6402 |
|
| R2 |
0.6473 |
0.6473 |
0.6395 |
|
| R1 |
0.6427 |
0.6427 |
0.6388 |
0.6412 |
| PP |
0.6397 |
0.6397 |
0.6397 |
0.6389 |
| S1 |
0.6351 |
0.6351 |
0.6375 |
0.6336 |
| S2 |
0.6321 |
0.6321 |
0.6368 |
|
| S3 |
0.6245 |
0.6275 |
0.6361 |
|
| S4 |
0.6169 |
0.6199 |
0.6340 |
|
|
| 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 |
0.6489 |
0.6366 |
0.0123 |
1.9% |
0.0075 |
1.2% |
13% |
False |
True |
133,734 |
| 10 |
0.6529 |
0.6366 |
0.0163 |
2.6% |
0.0067 |
1.0% |
10% |
False |
True |
113,115 |
| 20 |
0.6584 |
0.6366 |
0.0218 |
3.4% |
0.0061 |
1.0% |
7% |
False |
True |
99,994 |
| 40 |
0.6738 |
0.6366 |
0.0372 |
5.8% |
0.0060 |
0.9% |
4% |
False |
True |
93,250 |
| 60 |
0.6950 |
0.6366 |
0.0584 |
9.2% |
0.0060 |
0.9% |
3% |
False |
True |
96,632 |
| 80 |
0.6950 |
0.6366 |
0.0584 |
9.2% |
0.0058 |
0.9% |
3% |
False |
True |
80,075 |
| 100 |
0.6950 |
0.6362 |
0.0588 |
9.2% |
0.0059 |
0.9% |
3% |
False |
False |
64,131 |
| 120 |
0.6950 |
0.6362 |
0.0588 |
9.2% |
0.0055 |
0.9% |
3% |
False |
False |
53,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6765 |
|
2.618 |
0.6641 |
|
1.618 |
0.6565 |
|
1.000 |
0.6518 |
|
0.618 |
0.6489 |
|
HIGH |
0.6442 |
|
0.618 |
0.6413 |
|
0.500 |
0.6404 |
|
0.382 |
0.6395 |
|
LOW |
0.6366 |
|
0.618 |
0.6319 |
|
1.000 |
0.6290 |
|
1.618 |
0.6243 |
|
2.618 |
0.6167 |
|
4.250 |
0.6043 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6404 |
0.6419 |
| PP |
0.6397 |
0.6407 |
| S1 |
0.6389 |
0.6394 |
|