CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6372 |
0.6339 |
-0.0034 |
-0.5% |
0.6397 |
| High |
0.6379 |
0.6340 |
-0.0039 |
-0.6% |
0.6474 |
| Low |
0.6333 |
0.6215 |
-0.0118 |
-1.9% |
0.6339 |
| Close |
0.6336 |
0.6241 |
-0.0095 |
-1.5% |
0.6358 |
| Range |
0.0047 |
0.0126 |
0.0079 |
169.9% |
0.0135 |
| ATR |
0.0057 |
0.0062 |
0.0005 |
8.6% |
0.0000 |
| Volume |
60,443 |
100,698 |
40,255 |
66.6% |
418,680 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6642 |
0.6567 |
0.6310 |
|
| R3 |
0.6516 |
0.6441 |
0.6276 |
|
| R2 |
0.6391 |
0.6391 |
0.6264 |
|
| R1 |
0.6316 |
0.6316 |
0.6253 |
0.6291 |
| PP |
0.6265 |
0.6265 |
0.6265 |
0.6253 |
| S1 |
0.6190 |
0.6190 |
0.6229 |
0.6165 |
| S2 |
0.6140 |
0.6140 |
0.6218 |
|
| S3 |
0.6014 |
0.6065 |
0.6206 |
|
| S4 |
0.5889 |
0.5939 |
0.6172 |
|
|
| 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 |
0.6215 |
0.0216 |
3.5% |
0.0062 |
1.0% |
12% |
False |
True |
73,388 |
| 10 |
0.6474 |
0.6215 |
0.0259 |
4.1% |
0.0065 |
1.0% |
10% |
False |
True |
65,679 |
| 20 |
0.6552 |
0.6215 |
0.0338 |
5.4% |
0.0060 |
1.0% |
8% |
False |
True |
33,591 |
| 40 |
0.6697 |
0.6215 |
0.0482 |
7.7% |
0.0058 |
0.9% |
5% |
False |
True |
16,922 |
| 60 |
0.6939 |
0.6215 |
0.0725 |
11.6% |
0.0055 |
0.9% |
4% |
False |
True |
11,311 |
| 80 |
0.6939 |
0.6215 |
0.0725 |
11.6% |
0.0051 |
0.8% |
4% |
False |
True |
8,492 |
| 100 |
0.6939 |
0.6215 |
0.0725 |
11.6% |
0.0047 |
0.8% |
4% |
False |
True |
6,794 |
| 120 |
0.6939 |
0.6215 |
0.0725 |
11.6% |
0.0042 |
0.7% |
4% |
False |
True |
5,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6873 |
|
2.618 |
0.6669 |
|
1.618 |
0.6543 |
|
1.000 |
0.6466 |
|
0.618 |
0.6418 |
|
HIGH |
0.6340 |
|
0.618 |
0.6292 |
|
0.500 |
0.6277 |
|
0.382 |
0.6262 |
|
LOW |
0.6215 |
|
0.618 |
0.6137 |
|
1.000 |
0.6089 |
|
1.618 |
0.6011 |
|
2.618 |
0.5886 |
|
4.250 |
0.5681 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6277 |
0.6300 |
| PP |
0.6265 |
0.6280 |
| S1 |
0.6253 |
0.6261 |
|