CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 12-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.6379 |
0.6373 |
-0.0006 |
-0.1% |
0.6514 |
High |
0.6390 |
0.6430 |
0.0040 |
0.6% |
0.6516 |
Low |
0.6337 |
0.6361 |
0.0024 |
0.4% |
0.6373 |
Close |
0.6371 |
0.6364 |
-0.0007 |
-0.1% |
0.6385 |
Range |
0.0053 |
0.0069 |
0.0016 |
30.2% |
0.0143 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
Volume |
168,549 |
116,207 |
-52,342 |
-31.1% |
522,033 |
|
Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6592 |
0.6547 |
0.6401 |
|
R3 |
0.6523 |
0.6478 |
0.6382 |
|
R2 |
0.6454 |
0.6454 |
0.6376 |
|
R1 |
0.6409 |
0.6409 |
0.6370 |
0.6397 |
PP |
0.6385 |
0.6385 |
0.6385 |
0.6379 |
S1 |
0.6340 |
0.6340 |
0.6357 |
0.6328 |
S2 |
0.6316 |
0.6316 |
0.6351 |
|
S3 |
0.6247 |
0.6271 |
0.6345 |
|
S4 |
0.6178 |
0.6202 |
0.6326 |
|
|
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% |
0.0075 |
1.2% |
20% |
False |
False |
147,309 |
10 |
0.6529 |
0.6337 |
0.0193 |
3.0% |
0.0067 |
1.1% |
14% |
False |
False |
122,817 |
20 |
0.6551 |
0.6337 |
0.0215 |
3.4% |
0.0060 |
0.9% |
13% |
False |
False |
104,364 |
40 |
0.6728 |
0.6337 |
0.0391 |
6.1% |
0.0061 |
1.0% |
7% |
False |
False |
96,284 |
60 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0060 |
0.9% |
4% |
False |
False |
98,410 |
80 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0059 |
0.9% |
4% |
False |
False |
83,613 |
100 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0059 |
0.9% |
4% |
False |
False |
66,976 |
120 |
0.6950 |
0.6337 |
0.0614 |
9.6% |
0.0055 |
0.9% |
4% |
False |
False |
55,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6723 |
2.618 |
0.6610 |
1.618 |
0.6541 |
1.000 |
0.6499 |
0.618 |
0.6472 |
HIGH |
0.6430 |
0.618 |
0.6403 |
0.500 |
0.6395 |
0.382 |
0.6387 |
LOW |
0.6361 |
0.618 |
0.6318 |
1.000 |
0.6292 |
1.618 |
0.6249 |
2.618 |
0.6180 |
4.250 |
0.6067 |
|
|
Fisher Pivots for day following 12-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6395 |
0.6389 |
PP |
0.6385 |
0.6381 |
S1 |
0.6374 |
0.6372 |
|