CME Australian Dollar Future March 2025
Trading Metrics calculated at close of trading on 13-Dec-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
Open |
0.6375 |
0.6368 |
-0.0008 |
-0.1% |
0.6397 |
High |
0.6430 |
0.6385 |
-0.0045 |
-0.7% |
0.6474 |
Low |
0.6362 |
0.6353 |
-0.0009 |
-0.1% |
0.6339 |
Close |
0.6365 |
0.6358 |
-0.0007 |
-0.1% |
0.6358 |
Range |
0.0068 |
0.0032 |
-0.0036 |
-52.9% |
0.0135 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
81,385 |
67,456 |
-13,929 |
-17.1% |
418,680 |
|
Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6461 |
0.6442 |
0.6376 |
|
R3 |
0.6429 |
0.6410 |
0.6367 |
|
R2 |
0.6397 |
0.6397 |
0.6364 |
|
R1 |
0.6378 |
0.6378 |
0.6361 |
0.6372 |
PP |
0.6365 |
0.6365 |
0.6365 |
0.6362 |
S1 |
0.6346 |
0.6346 |
0.6355 |
0.6340 |
S2 |
0.6333 |
0.6333 |
0.6352 |
|
S3 |
0.6301 |
0.6314 |
0.6349 |
|
S4 |
0.6269 |
0.6282 |
0.6340 |
|
|
Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6795 |
0.6712 |
0.6432 |
|
R3 |
0.6660 |
0.6577 |
0.6395 |
|
R2 |
0.6525 |
0.6525 |
0.6383 |
|
R1 |
0.6442 |
0.6442 |
0.6370 |
0.6416 |
PP |
0.6390 |
0.6390 |
0.6390 |
0.6377 |
S1 |
0.6307 |
0.6307 |
0.6346 |
0.6281 |
S2 |
0.6255 |
0.6255 |
0.6333 |
|
S3 |
0.6120 |
0.6172 |
0.6321 |
|
S4 |
0.5985 |
0.6037 |
0.6284 |
|
|
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% |
0.0064 |
1.0% |
14% |
False |
False |
83,736 |
10 |
0.6518 |
0.6339 |
0.0180 |
2.8% |
0.0064 |
1.0% |
11% |
False |
False |
44,981 |
20 |
0.6552 |
0.6339 |
0.0214 |
3.4% |
0.0057 |
0.9% |
9% |
False |
False |
22,735 |
40 |
0.6726 |
0.6339 |
0.0388 |
6.1% |
0.0056 |
0.9% |
5% |
False |
False |
11,475 |
60 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0054 |
0.8% |
3% |
False |
False |
7,680 |
80 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0048 |
0.8% |
3% |
False |
False |
5,766 |
100 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0046 |
0.7% |
3% |
False |
False |
4,614 |
120 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0041 |
0.6% |
3% |
False |
False |
3,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6521 |
2.618 |
0.6469 |
1.618 |
0.6437 |
1.000 |
0.6417 |
0.618 |
0.6405 |
HIGH |
0.6385 |
0.618 |
0.6373 |
0.500 |
0.6369 |
0.382 |
0.6365 |
LOW |
0.6353 |
0.618 |
0.6333 |
1.000 |
0.6321 |
1.618 |
0.6301 |
2.618 |
0.6269 |
4.250 |
0.6217 |
|
|
Fisher Pivots for day following 13-Dec-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6369 |
0.6384 |
PP |
0.6365 |
0.6376 |
S1 |
0.6362 |
0.6367 |
|