CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6373 |
0.6368 |
-0.0006 |
-0.1% |
0.6395 |
| High |
0.6430 |
0.6384 |
-0.0046 |
-0.7% |
0.6472 |
| Low |
0.6361 |
0.6352 |
-0.0009 |
-0.1% |
0.6337 |
| Close |
0.6364 |
0.6357 |
-0.0007 |
-0.1% |
0.6357 |
| Range |
0.0069 |
0.0032 |
-0.0038 |
-54.3% |
0.0136 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
116,207 |
23,760 |
-92,447 |
-79.6% |
643,109 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6459 |
0.6439 |
0.6374 |
|
| R3 |
0.6427 |
0.6408 |
0.6365 |
|
| R2 |
0.6396 |
0.6396 |
0.6362 |
|
| R1 |
0.6376 |
0.6376 |
0.6359 |
0.6370 |
| PP |
0.6364 |
0.6364 |
0.6364 |
0.6361 |
| S1 |
0.6345 |
0.6345 |
0.6354 |
0.6339 |
| S2 |
0.6333 |
0.6333 |
0.6351 |
|
| S3 |
0.6301 |
0.6313 |
0.6348 |
|
| S4 |
0.6270 |
0.6282 |
0.6339 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6795 |
0.6711 |
0.6431 |
|
| R3 |
0.6659 |
0.6576 |
0.6394 |
|
| R2 |
0.6524 |
0.6524 |
0.6381 |
|
| R1 |
0.6440 |
0.6440 |
0.6369 |
0.6414 |
| PP |
0.6388 |
0.6388 |
0.6388 |
0.6375 |
| S1 |
0.6305 |
0.6305 |
0.6344 |
0.6279 |
| S2 |
0.6253 |
0.6253 |
0.6332 |
|
| S3 |
0.6117 |
0.6169 |
0.6319 |
|
| S4 |
0.5982 |
0.6034 |
0.6282 |
|
|
| 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% |
0.0064 |
1.0% |
15% |
False |
False |
128,621 |
| 10 |
0.6516 |
0.6337 |
0.0180 |
2.8% |
0.0065 |
1.0% |
11% |
False |
False |
116,514 |
| 20 |
0.6551 |
0.6337 |
0.0215 |
3.4% |
0.0059 |
0.9% |
9% |
False |
False |
100,084 |
| 40 |
0.6728 |
0.6337 |
0.0391 |
6.2% |
0.0060 |
0.9% |
5% |
False |
False |
94,603 |
| 60 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0059 |
0.9% |
3% |
False |
False |
96,441 |
| 80 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0059 |
0.9% |
3% |
False |
False |
83,869 |
| 100 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0059 |
0.9% |
3% |
False |
False |
67,213 |
| 120 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0055 |
0.9% |
3% |
False |
False |
56,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6517 |
|
2.618 |
0.6466 |
|
1.618 |
0.6434 |
|
1.000 |
0.6415 |
|
0.618 |
0.6403 |
|
HIGH |
0.6384 |
|
0.618 |
0.6371 |
|
0.500 |
0.6368 |
|
0.382 |
0.6364 |
|
LOW |
0.6352 |
|
0.618 |
0.6333 |
|
1.000 |
0.6321 |
|
1.618 |
0.6301 |
|
2.618 |
0.6270 |
|
4.250 |
0.6218 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6368 |
0.6383 |
| PP |
0.6364 |
0.6374 |
| S1 |
0.6360 |
0.6365 |
|