CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6433 |
0.6457 |
0.0024 |
0.4% |
0.6517 |
| High |
0.6458 |
0.6458 |
0.0001 |
0.0% |
0.6518 |
| Low |
0.6426 |
0.6375 |
-0.0051 |
-0.8% |
0.6375 |
| Close |
0.6457 |
0.6387 |
-0.0070 |
-1.1% |
0.6387 |
| Range |
0.0032 |
0.0083 |
0.0052 |
163.5% |
0.0143 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.5% |
0.0000 |
| Volume |
3,185 |
16,830 |
13,645 |
428.4% |
31,139 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6656 |
0.6604 |
0.6433 |
|
| R3 |
0.6573 |
0.6521 |
0.6410 |
|
| R2 |
0.6490 |
0.6490 |
0.6402 |
|
| R1 |
0.6438 |
0.6438 |
0.6395 |
0.6423 |
| PP |
0.6407 |
0.6407 |
0.6407 |
0.6399 |
| S1 |
0.6355 |
0.6355 |
0.6379 |
0.6340 |
| S2 |
0.6324 |
0.6324 |
0.6372 |
|
| S3 |
0.6241 |
0.6272 |
0.6364 |
|
| S4 |
0.6158 |
0.6189 |
0.6341 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6856 |
0.6764 |
0.6466 |
|
| R3 |
0.6713 |
0.6621 |
0.6426 |
|
| R2 |
0.6570 |
0.6570 |
0.6413 |
|
| R1 |
0.6478 |
0.6478 |
0.6400 |
0.6453 |
| PP |
0.6427 |
0.6427 |
0.6427 |
0.6414 |
| S1 |
0.6335 |
0.6335 |
0.6374 |
0.6310 |
| S2 |
0.6284 |
0.6284 |
0.6361 |
|
| S3 |
0.6141 |
0.6192 |
0.6348 |
|
| S4 |
0.5998 |
0.6049 |
0.6308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6518 |
0.6375 |
0.0143 |
2.2% |
0.0064 |
1.0% |
8% |
False |
True |
6,227 |
| 10 |
0.6552 |
0.6375 |
0.0177 |
2.8% |
0.0059 |
0.9% |
7% |
False |
True |
3,453 |
| 20 |
0.6682 |
0.6375 |
0.0307 |
4.8% |
0.0057 |
0.9% |
4% |
False |
True |
1,887 |
| 40 |
0.6766 |
0.6375 |
0.0391 |
6.1% |
0.0053 |
0.8% |
3% |
False |
True |
1,025 |
| 60 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0052 |
0.8% |
2% |
False |
True |
705 |
| 80 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0046 |
0.7% |
2% |
False |
True |
532 |
| 100 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0044 |
0.7% |
2% |
False |
True |
428 |
| 120 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0038 |
0.6% |
2% |
False |
True |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6811 |
|
2.618 |
0.6675 |
|
1.618 |
0.6592 |
|
1.000 |
0.6541 |
|
0.618 |
0.6509 |
|
HIGH |
0.6458 |
|
0.618 |
0.6426 |
|
0.500 |
0.6417 |
|
0.382 |
0.6407 |
|
LOW |
0.6375 |
|
0.618 |
0.6324 |
|
1.000 |
0.6292 |
|
1.618 |
0.6241 |
|
2.618 |
0.6158 |
|
4.250 |
0.6022 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6417 |
0.6433 |
| PP |
0.6407 |
0.6418 |
| S1 |
0.6397 |
0.6402 |
|