CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6517 |
0.6479 |
-0.0038 |
-0.6% |
0.6538 |
| High |
0.6518 |
0.6507 |
-0.0011 |
-0.2% |
0.6552 |
| Low |
0.6448 |
0.6459 |
0.0011 |
0.2% |
0.6440 |
| Close |
0.6475 |
0.6483 |
0.0008 |
0.1% |
0.6525 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.4% |
0.0112 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,897 |
2,758 |
861 |
45.4% |
2,863 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6627 |
0.6603 |
0.6509 |
|
| R3 |
0.6579 |
0.6555 |
0.6496 |
|
| R2 |
0.6531 |
0.6531 |
0.6491 |
|
| R1 |
0.6507 |
0.6507 |
0.6487 |
0.6519 |
| PP |
0.6483 |
0.6483 |
0.6483 |
0.6489 |
| S1 |
0.6459 |
0.6459 |
0.6478 |
0.6471 |
| S2 |
0.6435 |
0.6435 |
0.6474 |
|
| S3 |
0.6387 |
0.6411 |
0.6469 |
|
| S4 |
0.6339 |
0.6363 |
0.6456 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6842 |
0.6795 |
0.6586 |
|
| R3 |
0.6730 |
0.6683 |
0.6555 |
|
| R2 |
0.6618 |
0.6618 |
0.6545 |
|
| R1 |
0.6571 |
0.6571 |
0.6535 |
0.6538 |
| PP |
0.6506 |
0.6506 |
0.6506 |
0.6489 |
| S1 |
0.6459 |
0.6459 |
0.6514 |
0.6426 |
| S2 |
0.6394 |
0.6394 |
0.6504 |
|
| S3 |
0.6282 |
0.6347 |
0.6494 |
|
| S4 |
0.6170 |
0.6235 |
0.6463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6531 |
0.6440 |
0.0091 |
1.4% |
0.0055 |
0.8% |
47% |
False |
False |
1,400 |
| 10 |
0.6552 |
0.6440 |
0.0112 |
1.7% |
0.0052 |
0.8% |
38% |
False |
False |
885 |
| 20 |
0.6688 |
0.6440 |
0.0248 |
3.8% |
0.0062 |
0.9% |
17% |
False |
False |
601 |
| 40 |
0.6775 |
0.6440 |
0.0335 |
5.2% |
0.0051 |
0.8% |
13% |
False |
False |
368 |
| 60 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0051 |
0.8% |
9% |
False |
False |
266 |
| 80 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0044 |
0.7% |
9% |
False |
False |
201 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0042 |
0.6% |
18% |
False |
False |
163 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0037 |
0.6% |
18% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6711 |
|
2.618 |
0.6633 |
|
1.618 |
0.6585 |
|
1.000 |
0.6555 |
|
0.618 |
0.6537 |
|
HIGH |
0.6507 |
|
0.618 |
0.6489 |
|
0.500 |
0.6483 |
|
0.382 |
0.6477 |
|
LOW |
0.6459 |
|
0.618 |
0.6429 |
|
1.000 |
0.6411 |
|
1.618 |
0.6381 |
|
2.618 |
0.6333 |
|
4.250 |
0.6255 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6483 |
0.6489 |
| PP |
0.6483 |
0.6487 |
| S1 |
0.6483 |
0.6485 |
|