CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6441 |
0.6382 |
-0.0060 |
-0.9% |
0.6517 |
| High |
0.6444 |
0.6391 |
-0.0053 |
-0.8% |
0.6518 |
| Low |
0.6368 |
0.6339 |
-0.0030 |
-0.5% |
0.6375 |
| Close |
0.6384 |
0.6372 |
-0.0012 |
-0.2% |
0.6387 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.5% |
0.0143 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,458 |
111,531 |
-6,927 |
-5.8% |
31,139 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6525 |
0.6501 |
0.6400 |
|
| R3 |
0.6472 |
0.6448 |
0.6386 |
|
| R2 |
0.6420 |
0.6420 |
0.6381 |
|
| R1 |
0.6396 |
0.6396 |
0.6376 |
0.6381 |
| PP |
0.6367 |
0.6367 |
0.6367 |
0.6360 |
| S1 |
0.6343 |
0.6343 |
0.6367 |
0.6329 |
| S2 |
0.6315 |
0.6315 |
0.6362 |
|
| S3 |
0.6262 |
0.6291 |
0.6357 |
|
| S4 |
0.6210 |
0.6238 |
0.6343 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6856 |
0.6764 |
0.6466 |
|
| R3 |
0.6713 |
0.6621 |
0.6426 |
|
| R2 |
0.6570 |
0.6570 |
0.6413 |
|
| R1 |
0.6478 |
0.6478 |
0.6400 |
0.6453 |
| PP |
0.6427 |
0.6427 |
0.6427 |
0.6414 |
| S1 |
0.6335 |
0.6335 |
0.6374 |
0.6310 |
| S2 |
0.6284 |
0.6284 |
0.6361 |
|
| S3 |
0.6141 |
0.6192 |
0.6348 |
|
| S4 |
0.5998 |
0.6049 |
0.6308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6474 |
0.6339 |
0.0135 |
2.1% |
0.0067 |
1.0% |
24% |
False |
True |
57,970 |
| 10 |
0.6531 |
0.6339 |
0.0192 |
3.0% |
0.0063 |
1.0% |
17% |
False |
True |
30,230 |
| 20 |
0.6552 |
0.6339 |
0.0214 |
3.4% |
0.0058 |
0.9% |
15% |
False |
True |
15,341 |
| 40 |
0.6726 |
0.6339 |
0.0388 |
6.1% |
0.0056 |
0.9% |
9% |
False |
True |
7,762 |
| 60 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0055 |
0.9% |
5% |
False |
True |
5,201 |
| 80 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0047 |
0.7% |
5% |
False |
True |
3,905 |
| 100 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0045 |
0.7% |
5% |
False |
True |
3,126 |
| 120 |
0.6939 |
0.6339 |
0.0601 |
9.4% |
0.0040 |
0.6% |
5% |
False |
True |
2,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6614 |
|
2.618 |
0.6528 |
|
1.618 |
0.6476 |
|
1.000 |
0.6444 |
|
0.618 |
0.6423 |
|
HIGH |
0.6391 |
|
0.618 |
0.6371 |
|
0.500 |
0.6365 |
|
0.382 |
0.6359 |
|
LOW |
0.6339 |
|
0.618 |
0.6306 |
|
1.000 |
0.6286 |
|
1.618 |
0.6254 |
|
2.618 |
0.6201 |
|
4.250 |
0.6115 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6369 |
0.6406 |
| PP |
0.6367 |
0.6395 |
| S1 |
0.6365 |
0.6383 |
|