CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6227 |
0.6220 |
-0.0007 |
-0.1% |
0.6252 |
| High |
0.6248 |
0.6232 |
-0.0016 |
-0.2% |
0.6265 |
| Low |
0.6203 |
0.6180 |
-0.0023 |
-0.4% |
0.6201 |
| Close |
0.6225 |
0.6190 |
-0.0035 |
-0.6% |
0.6220 |
| Range |
0.0045 |
0.0052 |
0.0007 |
15.6% |
0.0064 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
59,109 |
66,809 |
7,700 |
13.0% |
173,171 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6357 |
0.6325 |
0.6219 |
|
| R3 |
0.6305 |
0.6273 |
0.6204 |
|
| R2 |
0.6253 |
0.6253 |
0.6200 |
|
| R1 |
0.6221 |
0.6221 |
0.6195 |
0.6211 |
| PP |
0.6201 |
0.6201 |
0.6201 |
0.6196 |
| S1 |
0.6169 |
0.6169 |
0.6185 |
0.6159 |
| S2 |
0.6149 |
0.6149 |
0.6180 |
|
| S3 |
0.6097 |
0.6117 |
0.6176 |
|
| S4 |
0.6045 |
0.6065 |
0.6161 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6421 |
0.6384 |
0.6255 |
|
| R3 |
0.6357 |
0.6320 |
0.6237 |
|
| R2 |
0.6293 |
0.6293 |
0.6231 |
|
| R1 |
0.6256 |
0.6256 |
0.6225 |
0.6242 |
| PP |
0.6229 |
0.6229 |
0.6229 |
0.6222 |
| S1 |
0.6192 |
0.6192 |
0.6214 |
0.6178 |
| S2 |
0.6165 |
0.6165 |
0.6208 |
|
| S3 |
0.6101 |
0.6128 |
0.6202 |
|
| S4 |
0.6037 |
0.6064 |
0.6184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6255 |
0.6180 |
0.0075 |
1.2% |
0.0037 |
0.6% |
13% |
False |
True |
48,592 |
| 10 |
0.6379 |
0.6180 |
0.0199 |
3.2% |
0.0053 |
0.9% |
5% |
False |
True |
64,645 |
| 20 |
0.6507 |
0.6180 |
0.0327 |
5.3% |
0.0057 |
0.9% |
3% |
False |
True |
57,567 |
| 40 |
0.6688 |
0.6180 |
0.0508 |
8.2% |
0.0059 |
1.0% |
2% |
False |
True |
29,018 |
| 60 |
0.6812 |
0.6180 |
0.0632 |
10.2% |
0.0053 |
0.9% |
2% |
False |
True |
19,390 |
| 80 |
0.6939 |
0.6180 |
0.0759 |
12.3% |
0.0052 |
0.8% |
1% |
False |
True |
14,557 |
| 100 |
0.6939 |
0.6180 |
0.0759 |
12.3% |
0.0046 |
0.7% |
1% |
False |
True |
11,647 |
| 120 |
0.6939 |
0.6180 |
0.0759 |
12.3% |
0.0044 |
0.7% |
1% |
False |
True |
9,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6453 |
|
2.618 |
0.6368 |
|
1.618 |
0.6316 |
|
1.000 |
0.6284 |
|
0.618 |
0.6264 |
|
HIGH |
0.6232 |
|
0.618 |
0.6212 |
|
0.500 |
0.6206 |
|
0.382 |
0.6200 |
|
LOW |
0.6180 |
|
0.618 |
0.6148 |
|
1.000 |
0.6128 |
|
1.618 |
0.6096 |
|
2.618 |
0.6044 |
|
4.250 |
0.5959 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6206 |
0.6214 |
| PP |
0.6201 |
0.6206 |
| S1 |
0.6195 |
0.6198 |
|