CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6364 |
0.6372 |
0.0009 |
0.1% |
0.6397 |
| High |
0.6385 |
0.6379 |
-0.0006 |
-0.1% |
0.6474 |
| Low |
0.6345 |
0.6333 |
-0.0012 |
-0.2% |
0.6339 |
| Close |
0.6370 |
0.6336 |
-0.0034 |
-0.5% |
0.6358 |
| Range |
0.0040 |
0.0047 |
0.0007 |
16.3% |
0.0135 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
56,959 |
60,443 |
3,484 |
6.1% |
418,680 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6489 |
0.6459 |
0.6362 |
|
| R3 |
0.6442 |
0.6412 |
0.6349 |
|
| R2 |
0.6396 |
0.6396 |
0.6345 |
|
| R1 |
0.6366 |
0.6366 |
0.6340 |
0.6358 |
| PP |
0.6349 |
0.6349 |
0.6349 |
0.6345 |
| S1 |
0.6319 |
0.6319 |
0.6332 |
0.6311 |
| S2 |
0.6303 |
0.6303 |
0.6327 |
|
| S3 |
0.6256 |
0.6273 |
0.6323 |
|
| S4 |
0.6210 |
0.6226 |
0.6310 |
|
|
| 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 |
0.6430 |
0.6333 |
0.0098 |
1.5% |
0.0048 |
0.8% |
4% |
False |
True |
75,554 |
| 10 |
0.6491 |
0.6333 |
0.0159 |
2.5% |
0.0061 |
1.0% |
2% |
False |
True |
56,256 |
| 20 |
0.6552 |
0.6333 |
0.0220 |
3.5% |
0.0057 |
0.9% |
2% |
False |
True |
28,571 |
| 40 |
0.6697 |
0.6333 |
0.0364 |
5.7% |
0.0056 |
0.9% |
1% |
False |
True |
14,406 |
| 60 |
0.6939 |
0.6333 |
0.0607 |
9.6% |
0.0054 |
0.8% |
1% |
False |
True |
9,635 |
| 80 |
0.6939 |
0.6333 |
0.0607 |
9.6% |
0.0049 |
0.8% |
1% |
False |
True |
7,233 |
| 100 |
0.6939 |
0.6333 |
0.0607 |
9.6% |
0.0046 |
0.7% |
1% |
False |
True |
5,787 |
| 120 |
0.6939 |
0.6333 |
0.0607 |
9.6% |
0.0041 |
0.6% |
1% |
False |
True |
4,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6577 |
|
2.618 |
0.6501 |
|
1.618 |
0.6454 |
|
1.000 |
0.6426 |
|
0.618 |
0.6408 |
|
HIGH |
0.6379 |
|
0.618 |
0.6361 |
|
0.500 |
0.6356 |
|
0.382 |
0.6350 |
|
LOW |
0.6333 |
|
0.618 |
0.6304 |
|
1.000 |
0.6286 |
|
1.618 |
0.6257 |
|
2.618 |
0.6211 |
|
4.250 |
0.6135 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6356 |
0.6359 |
| PP |
0.6349 |
0.6351 |
| S1 |
0.6343 |
0.6344 |
|