CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6218 |
0.6238 |
0.0020 |
0.3% |
0.6364 |
| High |
0.6266 |
0.6275 |
0.0009 |
0.1% |
0.6385 |
| Low |
0.6201 |
0.6216 |
0.0015 |
0.2% |
0.6201 |
| Close |
0.6244 |
0.6268 |
0.0024 |
0.4% |
0.6268 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.2% |
0.0184 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
105,922 |
80,307 |
-25,615 |
-24.2% |
404,329 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6431 |
0.6409 |
0.6300 |
|
| R3 |
0.6372 |
0.6349 |
0.6284 |
|
| R2 |
0.6312 |
0.6312 |
0.6278 |
|
| R1 |
0.6290 |
0.6290 |
0.6273 |
0.6301 |
| PP |
0.6253 |
0.6253 |
0.6253 |
0.6258 |
| S1 |
0.6230 |
0.6230 |
0.6262 |
0.6242 |
| S2 |
0.6193 |
0.6193 |
0.6257 |
|
| S3 |
0.6134 |
0.6171 |
0.6251 |
|
| S4 |
0.6074 |
0.6111 |
0.6235 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6836 |
0.6736 |
0.6369 |
|
| R3 |
0.6652 |
0.6552 |
0.6318 |
|
| R2 |
0.6468 |
0.6468 |
0.6301 |
|
| R1 |
0.6368 |
0.6368 |
0.6284 |
0.6326 |
| PP |
0.6284 |
0.6284 |
0.6284 |
0.6263 |
| S1 |
0.6184 |
0.6184 |
0.6251 |
0.6142 |
| S2 |
0.6100 |
0.6100 |
0.6234 |
|
| S3 |
0.5916 |
0.6000 |
0.6217 |
|
| S4 |
0.5732 |
0.5816 |
0.6166 |
|
|
| 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 |
0.0184 |
2.9% |
0.0067 |
1.1% |
36% |
False |
False |
80,865 |
| 10 |
0.6474 |
0.6201 |
0.0273 |
4.4% |
0.0066 |
1.0% |
25% |
False |
False |
82,300 |
| 20 |
0.6552 |
0.6201 |
0.0352 |
5.6% |
0.0062 |
1.0% |
19% |
False |
False |
42,877 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0059 |
0.9% |
14% |
False |
False |
21,572 |
| 60 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0055 |
0.9% |
9% |
False |
False |
14,413 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0052 |
0.8% |
9% |
False |
False |
10,820 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0047 |
0.8% |
9% |
False |
False |
8,656 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0043 |
0.7% |
9% |
False |
False |
7,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6528 |
|
2.618 |
0.6431 |
|
1.618 |
0.6371 |
|
1.000 |
0.6335 |
|
0.618 |
0.6312 |
|
HIGH |
0.6275 |
|
0.618 |
0.6252 |
|
0.500 |
0.6245 |
|
0.382 |
0.6238 |
|
LOW |
0.6216 |
|
0.618 |
0.6179 |
|
1.000 |
0.6156 |
|
1.618 |
0.6119 |
|
2.618 |
0.6060 |
|
4.250 |
0.5963 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6260 |
0.6270 |
| PP |
0.6253 |
0.6269 |
| S1 |
0.6245 |
0.6268 |
|