CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6339 |
0.6218 |
-0.0121 |
-1.9% |
0.6397 |
| High |
0.6340 |
0.6266 |
-0.0074 |
-1.2% |
0.6474 |
| Low |
0.6215 |
0.6201 |
-0.0014 |
-0.2% |
0.6339 |
| Close |
0.6241 |
0.6244 |
0.0003 |
0.0% |
0.6358 |
| Range |
0.0126 |
0.0066 |
-0.0060 |
-47.8% |
0.0135 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
100,698 |
105,922 |
5,224 |
5.2% |
418,680 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6433 |
0.6404 |
0.6280 |
|
| R3 |
0.6368 |
0.6338 |
0.6262 |
|
| R2 |
0.6302 |
0.6302 |
0.6256 |
|
| R1 |
0.6273 |
0.6273 |
0.6250 |
0.6288 |
| PP |
0.6237 |
0.6237 |
0.6237 |
0.6244 |
| S1 |
0.6207 |
0.6207 |
0.6237 |
0.6222 |
| S2 |
0.6171 |
0.6171 |
0.6231 |
|
| S3 |
0.6106 |
0.6142 |
0.6225 |
|
| S4 |
0.6040 |
0.6076 |
0.6207 |
|
|
| 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 |
0.6385 |
0.6201 |
0.0185 |
3.0% |
0.0062 |
1.0% |
23% |
False |
True |
78,295 |
| 10 |
0.6474 |
0.6201 |
0.0273 |
4.4% |
0.0068 |
1.1% |
16% |
False |
True |
75,953 |
| 20 |
0.6552 |
0.6201 |
0.0352 |
5.6% |
0.0061 |
1.0% |
12% |
False |
True |
38,873 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0058 |
0.9% |
9% |
False |
True |
19,568 |
| 60 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0055 |
0.9% |
6% |
False |
True |
13,076 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0051 |
0.8% |
6% |
False |
True |
9,816 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0047 |
0.8% |
6% |
False |
True |
7,853 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0042 |
0.7% |
6% |
False |
True |
6,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6544 |
|
2.618 |
0.6437 |
|
1.618 |
0.6372 |
|
1.000 |
0.6332 |
|
0.618 |
0.6306 |
|
HIGH |
0.6266 |
|
0.618 |
0.6241 |
|
0.500 |
0.6233 |
|
0.382 |
0.6226 |
|
LOW |
0.6201 |
|
0.618 |
0.6160 |
|
1.000 |
0.6135 |
|
1.618 |
0.6095 |
|
2.618 |
0.6029 |
|
4.250 |
0.5922 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6240 |
0.6290 |
| PP |
0.6237 |
0.6274 |
| S1 |
0.6233 |
0.6259 |
|