CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6368 |
0.6364 |
-0.0004 |
-0.1% |
0.6397 |
| High |
0.6385 |
0.6385 |
-0.0001 |
0.0% |
0.6474 |
| Low |
0.6353 |
0.6345 |
-0.0009 |
-0.1% |
0.6339 |
| Close |
0.6358 |
0.6370 |
0.0012 |
0.2% |
0.6358 |
| Range |
0.0032 |
0.0040 |
0.0008 |
25.0% |
0.0135 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
67,456 |
56,959 |
-10,497 |
-15.6% |
418,680 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6486 |
0.6468 |
0.6392 |
|
| R3 |
0.6446 |
0.6428 |
0.6381 |
|
| R2 |
0.6406 |
0.6406 |
0.6377 |
|
| R1 |
0.6388 |
0.6388 |
0.6374 |
0.6397 |
| PP |
0.6366 |
0.6366 |
0.6366 |
0.6371 |
| S1 |
0.6348 |
0.6348 |
0.6366 |
0.6357 |
| S2 |
0.6326 |
0.6326 |
0.6363 |
|
| S3 |
0.6286 |
0.6308 |
0.6359 |
|
| S4 |
0.6246 |
0.6268 |
0.6348 |
|
|
| 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 |
0.6444 |
0.6339 |
0.0105 |
1.6% |
0.0054 |
0.8% |
30% |
False |
False |
87,157 |
| 10 |
0.6507 |
0.6339 |
0.0169 |
2.6% |
0.0061 |
1.0% |
19% |
False |
False |
50,488 |
| 20 |
0.6552 |
0.6339 |
0.0214 |
3.4% |
0.0057 |
0.9% |
15% |
False |
False |
25,566 |
| 40 |
0.6726 |
0.6339 |
0.0388 |
6.1% |
0.0057 |
0.9% |
8% |
False |
False |
12,896 |
| 60 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0054 |
0.8% |
5% |
False |
False |
8,628 |
| 80 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0049 |
0.8% |
5% |
False |
False |
6,478 |
| 100 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0046 |
0.7% |
5% |
False |
False |
5,183 |
| 120 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0041 |
0.6% |
5% |
False |
False |
4,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6555 |
|
2.618 |
0.6489 |
|
1.618 |
0.6449 |
|
1.000 |
0.6425 |
|
0.618 |
0.6409 |
|
HIGH |
0.6385 |
|
0.618 |
0.6369 |
|
0.500 |
0.6365 |
|
0.382 |
0.6360 |
|
LOW |
0.6345 |
|
0.618 |
0.6320 |
|
1.000 |
0.6305 |
|
1.618 |
0.6280 |
|
2.618 |
0.6240 |
|
4.250 |
0.6175 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6368 |
0.6387 |
| PP |
0.6366 |
0.6382 |
| S1 |
0.6365 |
0.6376 |
|