CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6382 |
0.6375 |
-0.0007 |
-0.1% |
0.6517 |
| High |
0.6391 |
0.6430 |
0.0039 |
0.6% |
0.6518 |
| Low |
0.6339 |
0.6362 |
0.0024 |
0.4% |
0.6375 |
| Close |
0.6372 |
0.6365 |
-0.0007 |
-0.1% |
0.6387 |
| Range |
0.0053 |
0.0068 |
0.0016 |
29.5% |
0.0143 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
111,531 |
81,385 |
-30,146 |
-27.0% |
31,139 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6590 |
0.6545 |
0.6402 |
|
| R3 |
0.6522 |
0.6477 |
0.6383 |
|
| R2 |
0.6454 |
0.6454 |
0.6377 |
|
| R1 |
0.6409 |
0.6409 |
0.6371 |
0.6397 |
| PP |
0.6386 |
0.6386 |
0.6386 |
0.6380 |
| S1 |
0.6341 |
0.6341 |
0.6358 |
0.6329 |
| S2 |
0.6318 |
0.6318 |
0.6352 |
|
| S3 |
0.6250 |
0.6273 |
0.6346 |
|
| S4 |
0.6182 |
0.6205 |
0.6327 |
|
|
| 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 |
0.6474 |
0.6339 |
0.0135 |
2.1% |
0.0074 |
1.2% |
19% |
False |
False |
73,610 |
| 10 |
0.6531 |
0.6339 |
0.0192 |
3.0% |
0.0066 |
1.0% |
14% |
False |
False |
38,303 |
| 20 |
0.6552 |
0.6339 |
0.0214 |
3.4% |
0.0058 |
0.9% |
12% |
False |
False |
19,384 |
| 40 |
0.6726 |
0.6339 |
0.0388 |
6.1% |
0.0056 |
0.9% |
7% |
False |
False |
9,795 |
| 60 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0055 |
0.9% |
4% |
False |
False |
6,556 |
| 80 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0048 |
0.8% |
4% |
False |
False |
4,922 |
| 100 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0046 |
0.7% |
4% |
False |
False |
3,940 |
| 120 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0040 |
0.6% |
4% |
False |
False |
3,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6719 |
|
2.618 |
0.6608 |
|
1.618 |
0.6540 |
|
1.000 |
0.6498 |
|
0.618 |
0.6472 |
|
HIGH |
0.6430 |
|
0.618 |
0.6404 |
|
0.500 |
0.6396 |
|
0.382 |
0.6388 |
|
LOW |
0.6362 |
|
0.618 |
0.6320 |
|
1.000 |
0.6294 |
|
1.618 |
0.6252 |
|
2.618 |
0.6184 |
|
4.250 |
0.6073 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6396 |
0.6391 |
| PP |
0.6386 |
0.6382 |
| S1 |
0.6375 |
0.6373 |
|