CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6218 |
0.6227 |
0.0009 |
0.1% |
0.6252 |
| High |
0.6227 |
0.6248 |
0.0021 |
0.3% |
0.6265 |
| Low |
0.6201 |
0.6203 |
0.0002 |
0.0% |
0.6201 |
| Close |
0.6220 |
0.6225 |
0.0005 |
0.1% |
0.6220 |
| Range |
0.0026 |
0.0045 |
0.0020 |
76.5% |
0.0064 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
56,788 |
59,109 |
2,321 |
4.1% |
173,171 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6360 |
0.6337 |
0.6249 |
|
| R3 |
0.6315 |
0.6292 |
0.6237 |
|
| R2 |
0.6270 |
0.6270 |
0.6233 |
|
| R1 |
0.6247 |
0.6247 |
0.6229 |
0.6236 |
| PP |
0.6225 |
0.6225 |
0.6225 |
0.6219 |
| S1 |
0.6202 |
0.6202 |
0.6220 |
0.6191 |
| S2 |
0.6180 |
0.6180 |
0.6216 |
|
| S3 |
0.6135 |
0.6157 |
0.6212 |
|
| S4 |
0.6090 |
0.6112 |
0.6200 |
|
|
| 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 |
0.6265 |
0.6201 |
0.0064 |
1.0% |
0.0036 |
0.6% |
37% |
False |
False |
46,456 |
| 10 |
0.6385 |
0.6201 |
0.0184 |
3.0% |
0.0052 |
0.8% |
13% |
False |
False |
63,660 |
| 20 |
0.6518 |
0.6201 |
0.0318 |
5.1% |
0.0058 |
0.9% |
8% |
False |
False |
54,321 |
| 40 |
0.6688 |
0.6201 |
0.0487 |
7.8% |
0.0058 |
0.9% |
5% |
False |
False |
27,351 |
| 60 |
0.6852 |
0.6201 |
0.0651 |
10.5% |
0.0053 |
0.9% |
4% |
False |
False |
18,277 |
| 80 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0052 |
0.8% |
3% |
False |
False |
13,722 |
| 100 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0046 |
0.7% |
3% |
False |
False |
10,979 |
| 120 |
0.6939 |
0.6201 |
0.0739 |
11.9% |
0.0044 |
0.7% |
3% |
False |
False |
9,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6439 |
|
2.618 |
0.6365 |
|
1.618 |
0.6320 |
|
1.000 |
0.6293 |
|
0.618 |
0.6275 |
|
HIGH |
0.6248 |
|
0.618 |
0.6230 |
|
0.500 |
0.6225 |
|
0.382 |
0.6220 |
|
LOW |
0.6203 |
|
0.618 |
0.6175 |
|
1.000 |
0.6158 |
|
1.618 |
0.6130 |
|
2.618 |
0.6085 |
|
4.250 |
0.6011 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6225 |
0.6228 |
| PP |
0.6225 |
0.6227 |
| S1 |
0.6225 |
0.6226 |
|