CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6682 |
0.6700 |
0.0019 |
0.3% |
0.6602 |
| High |
0.6690 |
0.6751 |
0.0061 |
0.9% |
0.6690 |
| Low |
0.6631 |
0.6700 |
0.0069 |
1.0% |
0.6602 |
| Close |
0.6690 |
0.6751 |
0.0061 |
0.9% |
0.6690 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0088 |
| ATR |
0.0041 |
0.0043 |
0.0001 |
3.4% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
5 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6887 |
0.6870 |
0.6779 |
|
| R3 |
0.6836 |
0.6819 |
0.6765 |
|
| R2 |
0.6785 |
0.6785 |
0.6760 |
|
| R1 |
0.6768 |
0.6768 |
0.6755 |
0.6776 |
| PP |
0.6734 |
0.6734 |
0.6734 |
0.6738 |
| S1 |
0.6717 |
0.6717 |
0.6746 |
0.6725 |
| S2 |
0.6683 |
0.6683 |
0.6741 |
|
| S3 |
0.6632 |
0.6666 |
0.6736 |
|
| S4 |
0.6581 |
0.6615 |
0.6722 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6894 |
0.6738 |
|
| R3 |
0.6835 |
0.6806 |
0.6714 |
|
| R2 |
0.6748 |
0.6748 |
0.6706 |
|
| R1 |
0.6719 |
0.6719 |
0.6698 |
0.6733 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6668 |
| S1 |
0.6631 |
0.6631 |
0.6681 |
0.6646 |
| S2 |
0.6573 |
0.6573 |
0.6673 |
|
| S3 |
0.6485 |
0.6544 |
0.6665 |
|
| S4 |
0.6398 |
0.6456 |
0.6641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6751 |
0.6607 |
0.0144 |
2.1% |
0.0034 |
0.5% |
100% |
True |
False |
3 |
| 10 |
0.6751 |
0.6497 |
0.0254 |
3.8% |
0.0031 |
0.5% |
100% |
True |
False |
3 |
| 20 |
0.6751 |
0.6384 |
0.0367 |
5.4% |
0.0038 |
0.6% |
100% |
True |
False |
9 |
| 40 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0025 |
0.4% |
85% |
False |
False |
5 |
| 60 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0023 |
0.3% |
85% |
False |
False |
5 |
| 80 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0020 |
0.3% |
85% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6967 |
|
2.618 |
0.6884 |
|
1.618 |
0.6833 |
|
1.000 |
0.6802 |
|
0.618 |
0.6782 |
|
HIGH |
0.6751 |
|
0.618 |
0.6731 |
|
0.500 |
0.6725 |
|
0.382 |
0.6719 |
|
LOW |
0.6700 |
|
0.618 |
0.6668 |
|
1.000 |
0.6649 |
|
1.618 |
0.6617 |
|
2.618 |
0.6566 |
|
4.250 |
0.6483 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6742 |
0.6731 |
| PP |
0.6734 |
0.6711 |
| S1 |
0.6725 |
0.6691 |
|