CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6238 |
0.6252 |
0.0014 |
0.2% |
0.6364 |
| High |
0.6275 |
0.6265 |
-0.0010 |
-0.2% |
0.6385 |
| Low |
0.6216 |
0.6220 |
0.0004 |
0.1% |
0.6201 |
| Close |
0.6268 |
0.6249 |
-0.0019 |
-0.3% |
0.6268 |
| Range |
0.0060 |
0.0046 |
-0.0014 |
-23.5% |
0.0184 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
80,307 |
56,129 |
-24,178 |
-30.1% |
404,329 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6381 |
0.6361 |
0.6274 |
|
| R3 |
0.6336 |
0.6315 |
0.6262 |
|
| R2 |
0.6290 |
0.6290 |
0.6257 |
|
| R1 |
0.6270 |
0.6270 |
0.6253 |
0.6257 |
| PP |
0.6245 |
0.6245 |
0.6245 |
0.6238 |
| S1 |
0.6224 |
0.6224 |
0.6245 |
0.6212 |
| S2 |
0.6199 |
0.6199 |
0.6241 |
|
| S3 |
0.6154 |
0.6179 |
0.6236 |
|
| S4 |
0.6108 |
0.6133 |
0.6224 |
|
|
| 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 |
0.6379 |
0.6201 |
0.0179 |
2.9% |
0.0069 |
1.1% |
27% |
False |
False |
80,699 |
| 10 |
0.6444 |
0.6201 |
0.0243 |
3.9% |
0.0061 |
1.0% |
20% |
False |
False |
83,928 |
| 20 |
0.6552 |
0.6201 |
0.0352 |
5.6% |
0.0062 |
1.0% |
14% |
False |
False |
45,657 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0059 |
0.9% |
10% |
False |
False |
22,974 |
| 60 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0054 |
0.9% |
7% |
False |
False |
15,348 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0052 |
0.8% |
7% |
False |
False |
11,521 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0047 |
0.8% |
7% |
False |
False |
9,217 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.8% |
0.0043 |
0.7% |
7% |
False |
False |
7,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6458 |
|
2.618 |
0.6384 |
|
1.618 |
0.6339 |
|
1.000 |
0.6311 |
|
0.618 |
0.6293 |
|
HIGH |
0.6265 |
|
0.618 |
0.6248 |
|
0.500 |
0.6242 |
|
0.382 |
0.6237 |
|
LOW |
0.6220 |
|
0.618 |
0.6191 |
|
1.000 |
0.6174 |
|
1.618 |
0.6146 |
|
2.618 |
0.6100 |
|
4.250 |
0.6026 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6247 |
0.6245 |
| PP |
0.6245 |
0.6242 |
| S1 |
0.6242 |
0.6238 |
|