CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6247 |
0.6233 |
-0.0014 |
-0.2% |
0.6364 |
| High |
0.6250 |
0.6255 |
0.0006 |
0.1% |
0.6385 |
| Low |
0.6226 |
0.6216 |
-0.0010 |
-0.2% |
0.6201 |
| Close |
0.6229 |
0.6223 |
-0.0007 |
-0.1% |
0.6268 |
| Range |
0.0024 |
0.0039 |
0.0015 |
62.5% |
0.0184 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
33,130 |
27,124 |
-6,006 |
-18.1% |
404,329 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6348 |
0.6324 |
0.6244 |
|
| R3 |
0.6309 |
0.6285 |
0.6233 |
|
| R2 |
0.6270 |
0.6270 |
0.6230 |
|
| R1 |
0.6246 |
0.6246 |
0.6226 |
0.6239 |
| PP |
0.6231 |
0.6231 |
0.6231 |
0.6227 |
| S1 |
0.6207 |
0.6207 |
0.6219 |
0.6200 |
| S2 |
0.6192 |
0.6192 |
0.6215 |
|
| S3 |
0.6153 |
0.6168 |
0.6212 |
|
| S4 |
0.6114 |
0.6129 |
0.6201 |
|
|
| 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 |
0.6275 |
0.6201 |
0.0075 |
1.2% |
0.0047 |
0.8% |
30% |
False |
False |
60,522 |
| 10 |
0.6430 |
0.6201 |
0.0230 |
3.7% |
0.0055 |
0.9% |
10% |
False |
False |
66,955 |
| 20 |
0.6531 |
0.6201 |
0.0330 |
5.3% |
0.0059 |
0.9% |
7% |
False |
False |
48,592 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0059 |
0.9% |
5% |
False |
False |
24,469 |
| 60 |
0.6913 |
0.6201 |
0.0713 |
11.5% |
0.0054 |
0.9% |
3% |
False |
False |
16,349 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0052 |
0.8% |
3% |
False |
False |
12,274 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0046 |
0.7% |
3% |
False |
False |
9,820 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0043 |
0.7% |
3% |
False |
False |
8,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6421 |
|
2.618 |
0.6357 |
|
1.618 |
0.6318 |
|
1.000 |
0.6294 |
|
0.618 |
0.6279 |
|
HIGH |
0.6255 |
|
0.618 |
0.6240 |
|
0.500 |
0.6236 |
|
0.382 |
0.6231 |
|
LOW |
0.6216 |
|
0.618 |
0.6192 |
|
1.000 |
0.6177 |
|
1.618 |
0.6153 |
|
2.618 |
0.6114 |
|
4.250 |
0.6050 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6236 |
0.6241 |
| PP |
0.6231 |
0.6235 |
| S1 |
0.6227 |
0.6229 |
|