CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6441 |
0.6379 |
-0.0063 |
-1.0% |
0.6514 |
| High |
0.6442 |
0.6390 |
-0.0053 |
-0.8% |
0.6516 |
| Low |
0.6366 |
0.6337 |
-0.0030 |
-0.5% |
0.6373 |
| Close |
0.6382 |
0.6371 |
-0.0011 |
-0.2% |
0.6385 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.3% |
0.0143 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
199,436 |
168,549 |
-30,887 |
-15.5% |
522,033 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6525 |
0.6501 |
0.6400 |
|
| R3 |
0.6472 |
0.6448 |
0.6385 |
|
| R2 |
0.6419 |
0.6419 |
0.6380 |
|
| R1 |
0.6395 |
0.6395 |
0.6375 |
0.6380 |
| PP |
0.6366 |
0.6366 |
0.6366 |
0.6358 |
| S1 |
0.6342 |
0.6342 |
0.6366 |
0.6327 |
| S2 |
0.6313 |
0.6313 |
0.6361 |
|
| S3 |
0.6260 |
0.6289 |
0.6356 |
|
| S4 |
0.6207 |
0.6236 |
0.6341 |
|
|
| 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 |
0.6472 |
0.6337 |
0.0136 |
2.1% |
0.0068 |
1.1% |
25% |
False |
True |
138,393 |
| 10 |
0.6529 |
0.6337 |
0.0193 |
3.0% |
0.0065 |
1.0% |
18% |
False |
True |
118,942 |
| 20 |
0.6551 |
0.6337 |
0.0215 |
3.4% |
0.0060 |
0.9% |
16% |
False |
True |
103,786 |
| 40 |
0.6728 |
0.6337 |
0.0391 |
6.1% |
0.0060 |
0.9% |
9% |
False |
True |
95,476 |
| 60 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0061 |
0.9% |
6% |
False |
True |
98,204 |
| 80 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0058 |
0.9% |
6% |
False |
True |
82,177 |
| 100 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0058 |
0.9% |
6% |
False |
True |
65,815 |
| 120 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0055 |
0.9% |
6% |
False |
True |
54,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6615 |
|
2.618 |
0.6528 |
|
1.618 |
0.6475 |
|
1.000 |
0.6443 |
|
0.618 |
0.6422 |
|
HIGH |
0.6390 |
|
0.618 |
0.6369 |
|
0.500 |
0.6363 |
|
0.382 |
0.6357 |
|
LOW |
0.6337 |
|
0.618 |
0.6304 |
|
1.000 |
0.6284 |
|
1.618 |
0.6251 |
|
2.618 |
0.6198 |
|
4.250 |
0.6111 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6368 |
0.6404 |
| PP |
0.6366 |
0.6393 |
| S1 |
0.6363 |
0.6382 |
|