CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6479 |
0.6487 |
0.0008 |
0.1% |
0.6538 |
| High |
0.6507 |
0.6491 |
-0.0016 |
-0.2% |
0.6552 |
| Low |
0.6459 |
0.6403 |
-0.0057 |
-0.9% |
0.6440 |
| Close |
0.6483 |
0.6439 |
-0.0044 |
-0.7% |
0.6525 |
| Range |
0.0048 |
0.0089 |
0.0041 |
84.4% |
0.0112 |
| ATR |
0.0055 |
0.0058 |
0.0002 |
4.3% |
0.0000 |
| Volume |
2,758 |
6,469 |
3,711 |
134.6% |
2,863 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6710 |
0.6663 |
0.6487 |
|
| R3 |
0.6621 |
0.6574 |
0.6463 |
|
| R2 |
0.6533 |
0.6533 |
0.6455 |
|
| R1 |
0.6486 |
0.6486 |
0.6447 |
0.6465 |
| PP |
0.6444 |
0.6444 |
0.6444 |
0.6434 |
| S1 |
0.6397 |
0.6397 |
0.6430 |
0.6376 |
| S2 |
0.6356 |
0.6356 |
0.6422 |
|
| S3 |
0.6267 |
0.6309 |
0.6414 |
|
| S4 |
0.6179 |
0.6220 |
0.6390 |
|
|
| 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 |
0.6403 |
0.0128 |
2.0% |
0.0059 |
0.9% |
28% |
False |
True |
2,489 |
| 10 |
0.6552 |
0.6403 |
0.0150 |
2.3% |
0.0056 |
0.9% |
24% |
False |
True |
1,502 |
| 20 |
0.6688 |
0.6403 |
0.0285 |
4.4% |
0.0063 |
1.0% |
13% |
False |
True |
917 |
| 40 |
0.6766 |
0.6403 |
0.0363 |
5.6% |
0.0052 |
0.8% |
10% |
False |
True |
527 |
| 60 |
0.6939 |
0.6403 |
0.0537 |
8.3% |
0.0052 |
0.8% |
7% |
False |
True |
373 |
| 80 |
0.6939 |
0.6403 |
0.0537 |
8.3% |
0.0045 |
0.7% |
7% |
False |
True |
282 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0043 |
0.7% |
10% |
False |
False |
228 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0037 |
0.6% |
10% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6867 |
|
2.618 |
0.6723 |
|
1.618 |
0.6634 |
|
1.000 |
0.6580 |
|
0.618 |
0.6546 |
|
HIGH |
0.6491 |
|
0.618 |
0.6457 |
|
0.500 |
0.6447 |
|
0.382 |
0.6436 |
|
LOW |
0.6403 |
|
0.618 |
0.6348 |
|
1.000 |
0.6314 |
|
1.618 |
0.6259 |
|
2.618 |
0.6171 |
|
4.250 |
0.6026 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6447 |
0.6460 |
| PP |
0.6444 |
0.6453 |
| S1 |
0.6441 |
0.6446 |
|