CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 10-Dec-2024
Day Change Summary
Previous Current
09-Dec-2024 10-Dec-2024 Change Change % Previous Week
Open 0.6397 0.6441 0.0044 0.7% 0.6517
High 0.6474 0.6444 -0.0030 -0.5% 0.6518
Low 0.6383 0.6368 -0.0015 -0.2% 0.6375
Close 0.6446 0.6384 -0.0062 -1.0% 0.6387
Range 0.0091 0.0076 -0.0016 -17.0% 0.0143
ATR 0.0060 0.0061 0.0001 2.1% 0.0000
Volume 39,850 118,458 78,608 197.3% 31,139
Daily Pivots for day following 10-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6625 0.6580 0.6425
R3 0.6549 0.6504 0.6404
R2 0.6474 0.6474 0.6397
R1 0.6429 0.6429 0.6390 0.6414
PP 0.6398 0.6398 0.6398 0.6391
S1 0.6353 0.6353 0.6377 0.6338
S2 0.6323 0.6323 0.6370
S3 0.6247 0.6278 0.6363
S4 0.6172 0.6202 0.6342
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 0.6491 0.6368 0.0123 1.9% 0.0074 1.2% 13% False True 36,958
10 0.6531 0.6368 0.0163 2.5% 0.0065 1.0% 10% False True 19,179
20 0.6579 0.6368 0.0211 3.3% 0.0058 0.9% 7% False True 9,778
40 0.6738 0.6368 0.0370 5.8% 0.0055 0.9% 4% False True 4,978
60 0.6939 0.6368 0.0571 8.9% 0.0054 0.8% 3% False True 3,342
80 0.6939 0.6368 0.0571 8.9% 0.0047 0.7% 3% False True 2,511
100 0.6939 0.6368 0.0571 8.9% 0.0045 0.7% 3% False True 2,011
120 0.6939 0.6368 0.0571 8.9% 0.0039 0.6% 3% False True 1,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6764
2.618 0.6641
1.618 0.6566
1.000 0.6519
0.618 0.6490
HIGH 0.6444
0.618 0.6415
0.500 0.6406
0.382 0.6397
LOW 0.6368
0.618 0.6321
1.000 0.6293
1.618 0.6246
2.618 0.6170
4.250 0.6047
Fisher Pivots for day following 10-Dec-2024
Pivot 1 day 3 day
R1 0.6406 0.6421
PP 0.6398 0.6408
S1 0.6391 0.6396

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols