CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 16-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.6368 |
0.6362 |
-0.0006 |
-0.1% |
0.6395 |
High |
0.6384 |
0.6382 |
-0.0002 |
0.0% |
0.6472 |
Low |
0.6352 |
0.6346 |
-0.0007 |
-0.1% |
0.6337 |
Close |
0.6357 |
0.6352 |
-0.0005 |
-0.1% |
0.6357 |
Range |
0.0032 |
0.0037 |
0.0005 |
15.9% |
0.0136 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
23,760 |
1,110 |
-22,650 |
-95.3% |
643,109 |
|
Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6469 |
0.6447 |
0.6372 |
|
R3 |
0.6433 |
0.6410 |
0.6362 |
|
R2 |
0.6396 |
0.6396 |
0.6358 |
|
R1 |
0.6374 |
0.6374 |
0.6355 |
0.6367 |
PP |
0.6360 |
0.6360 |
0.6360 |
0.6356 |
S1 |
0.6337 |
0.6337 |
0.6348 |
0.6330 |
S2 |
0.6323 |
0.6323 |
0.6345 |
|
S3 |
0.6287 |
0.6301 |
0.6341 |
|
S4 |
0.6250 |
0.6264 |
0.6331 |
|
|
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 |
0.6442 |
0.6337 |
0.0106 |
1.7% |
0.0053 |
0.8% |
14% |
False |
False |
101,812 |
10 |
0.6506 |
0.6337 |
0.0169 |
2.7% |
0.0061 |
1.0% |
9% |
False |
False |
107,031 |
20 |
0.6551 |
0.6337 |
0.0215 |
3.4% |
0.0059 |
0.9% |
7% |
False |
False |
95,742 |
40 |
0.6728 |
0.6337 |
0.0391 |
6.2% |
0.0060 |
1.0% |
4% |
False |
False |
93,294 |
60 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0059 |
0.9% |
2% |
False |
False |
94,807 |
80 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0059 |
0.9% |
2% |
False |
False |
83,873 |
100 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0058 |
0.9% |
2% |
False |
False |
67,219 |
120 |
0.6950 |
0.6337 |
0.0614 |
9.7% |
0.0055 |
0.9% |
2% |
False |
False |
56,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6537 |
2.618 |
0.6478 |
1.618 |
0.6441 |
1.000 |
0.6419 |
0.618 |
0.6405 |
HIGH |
0.6382 |
0.618 |
0.6368 |
0.500 |
0.6364 |
0.382 |
0.6359 |
LOW |
0.6346 |
0.618 |
0.6323 |
1.000 |
0.6309 |
1.618 |
0.6286 |
2.618 |
0.6250 |
4.250 |
0.6190 |
|
|
Fisher Pivots for day following 16-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6364 |
0.6388 |
PP |
0.6360 |
0.6376 |
S1 |
0.6356 |
0.6364 |
|