CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6233 |
0.6218 |
-0.0015 |
-0.2% |
0.6252 |
| High |
0.6255 |
0.6227 |
-0.0029 |
-0.5% |
0.6265 |
| Low |
0.6216 |
0.6201 |
-0.0015 |
-0.2% |
0.6201 |
| Close |
0.6223 |
0.6220 |
-0.0003 |
0.0% |
0.6220 |
| Range |
0.0039 |
0.0026 |
-0.0014 |
-34.6% |
0.0064 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
27,124 |
56,788 |
29,664 |
109.4% |
173,171 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6292 |
0.6281 |
0.6234 |
|
| R3 |
0.6267 |
0.6256 |
0.6227 |
|
| R2 |
0.6241 |
0.6241 |
0.6224 |
|
| R1 |
0.6230 |
0.6230 |
0.6222 |
0.6236 |
| PP |
0.6216 |
0.6216 |
0.6216 |
0.6218 |
| S1 |
0.6205 |
0.6205 |
0.6217 |
0.6210 |
| S2 |
0.6190 |
0.6190 |
0.6215 |
|
| S3 |
0.6165 |
0.6179 |
0.6212 |
|
| S4 |
0.6139 |
0.6154 |
0.6205 |
|
|
| 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 |
0.6275 |
0.6201 |
0.0074 |
1.2% |
0.0039 |
0.6% |
25% |
False |
True |
50,695 |
| 10 |
0.6385 |
0.6201 |
0.0185 |
3.0% |
0.0050 |
0.8% |
10% |
False |
False |
64,495 |
| 20 |
0.6531 |
0.6201 |
0.0330 |
5.3% |
0.0058 |
0.9% |
6% |
False |
False |
51,399 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0058 |
0.9% |
4% |
False |
False |
25,876 |
| 60 |
0.6890 |
0.6201 |
0.0690 |
11.1% |
0.0054 |
0.9% |
3% |
False |
False |
17,295 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0052 |
0.8% |
3% |
False |
False |
12,983 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0046 |
0.7% |
3% |
False |
False |
10,388 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0043 |
0.7% |
3% |
False |
False |
8,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6335 |
|
2.618 |
0.6293 |
|
1.618 |
0.6268 |
|
1.000 |
0.6252 |
|
0.618 |
0.6242 |
|
HIGH |
0.6227 |
|
0.618 |
0.6217 |
|
0.500 |
0.6214 |
|
0.382 |
0.6211 |
|
LOW |
0.6201 |
|
0.618 |
0.6185 |
|
1.000 |
0.6176 |
|
1.618 |
0.6160 |
|
2.618 |
0.6134 |
|
4.250 |
0.6093 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6218 |
0.6228 |
| PP |
0.6216 |
0.6225 |
| S1 |
0.6214 |
0.6222 |
|