CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6457 |
0.6397 |
-0.0060 |
-0.9% |
0.6517 |
| High |
0.6458 |
0.6474 |
0.0016 |
0.2% |
0.6518 |
| Low |
0.6375 |
0.6383 |
0.0008 |
0.1% |
0.6375 |
| Close |
0.6387 |
0.6446 |
0.0059 |
0.9% |
0.6387 |
| Range |
0.0083 |
0.0091 |
0.0008 |
9.6% |
0.0143 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
4.1% |
0.0000 |
| Volume |
16,830 |
39,850 |
23,020 |
136.8% |
31,139 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6707 |
0.6667 |
0.6496 |
|
| R3 |
0.6616 |
0.6576 |
0.6471 |
|
| R2 |
0.6525 |
0.6525 |
0.6462 |
|
| R1 |
0.6485 |
0.6485 |
0.6454 |
0.6505 |
| PP |
0.6434 |
0.6434 |
0.6434 |
0.6444 |
| S1 |
0.6394 |
0.6394 |
0.6437 |
0.6414 |
| S2 |
0.6343 |
0.6343 |
0.6429 |
|
| S3 |
0.6252 |
0.6303 |
0.6420 |
|
| S4 |
0.6161 |
0.6212 |
0.6395 |
|
|
| 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 |
0.6507 |
0.6375 |
0.0132 |
2.0% |
0.0068 |
1.1% |
53% |
False |
False |
13,818 |
| 10 |
0.6552 |
0.6375 |
0.0177 |
2.7% |
0.0063 |
1.0% |
40% |
False |
False |
7,385 |
| 20 |
0.6602 |
0.6375 |
0.0227 |
3.5% |
0.0056 |
0.9% |
31% |
False |
False |
3,862 |
| 40 |
0.6752 |
0.6375 |
0.0377 |
5.8% |
0.0054 |
0.8% |
19% |
False |
False |
2,018 |
| 60 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0054 |
0.8% |
13% |
False |
False |
1,368 |
| 80 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0047 |
0.7% |
13% |
False |
False |
1,030 |
| 100 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0044 |
0.7% |
13% |
False |
False |
826 |
| 120 |
0.6939 |
0.6375 |
0.0564 |
8.8% |
0.0039 |
0.6% |
13% |
False |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6860 |
|
2.618 |
0.6712 |
|
1.618 |
0.6621 |
|
1.000 |
0.6565 |
|
0.618 |
0.6530 |
|
HIGH |
0.6474 |
|
0.618 |
0.6439 |
|
0.500 |
0.6428 |
|
0.382 |
0.6417 |
|
LOW |
0.6383 |
|
0.618 |
0.6326 |
|
1.000 |
0.6292 |
|
1.618 |
0.6235 |
|
2.618 |
0.6144 |
|
4.250 |
0.5996 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6440 |
0.6438 |
| PP |
0.6434 |
0.6431 |
| S1 |
0.6428 |
0.6424 |
|