CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6721 |
0.6794 |
0.0073 |
1.1% |
0.6700 |
| High |
0.6724 |
0.6811 |
0.0087 |
1.3% |
0.6811 |
| Low |
0.6721 |
0.6794 |
0.0073 |
1.1% |
0.6700 |
| Close |
0.6724 |
0.6809 |
0.0085 |
1.3% |
0.6809 |
| Range |
0.0003 |
0.0017 |
0.0014 |
466.7% |
0.0112 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
8.8% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
18 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6856 |
0.6849 |
0.6818 |
|
| R3 |
0.6839 |
0.6832 |
0.6814 |
|
| R2 |
0.6822 |
0.6822 |
0.6812 |
|
| R1 |
0.6815 |
0.6815 |
0.6811 |
0.6819 |
| PP |
0.6805 |
0.6805 |
0.6805 |
0.6806 |
| S1 |
0.6798 |
0.6798 |
0.6807 |
0.6802 |
| S2 |
0.6788 |
0.6788 |
0.6806 |
|
| S3 |
0.6771 |
0.6781 |
0.6804 |
|
| S4 |
0.6754 |
0.6764 |
0.6800 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7108 |
0.7070 |
0.6870 |
|
| R3 |
0.6996 |
0.6958 |
0.6840 |
|
| R2 |
0.6885 |
0.6885 |
0.6829 |
|
| R1 |
0.6847 |
0.6847 |
0.6819 |
0.6866 |
| PP |
0.6773 |
0.6773 |
0.6773 |
0.6783 |
| S1 |
0.6735 |
0.6735 |
0.6799 |
0.6754 |
| S2 |
0.6662 |
0.6662 |
0.6789 |
|
| S3 |
0.6550 |
0.6624 |
0.6778 |
|
| S4 |
0.6439 |
0.6512 |
0.6748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6811 |
0.6700 |
0.0112 |
1.6% |
0.0017 |
0.2% |
98% |
True |
False |
3 |
| 10 |
0.6811 |
0.6602 |
0.0209 |
3.1% |
0.0021 |
0.3% |
99% |
True |
False |
2 |
| 20 |
0.6811 |
0.6384 |
0.0427 |
6.3% |
0.0034 |
0.5% |
100% |
True |
False |
4 |
| 40 |
0.6815 |
0.6384 |
0.0431 |
6.3% |
0.0026 |
0.4% |
99% |
False |
False |
5 |
| 60 |
0.6815 |
0.6384 |
0.0431 |
6.3% |
0.0022 |
0.3% |
99% |
False |
False |
5 |
| 80 |
0.6815 |
0.6384 |
0.0431 |
6.3% |
0.0020 |
0.3% |
99% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6856 |
|
1.618 |
0.6839 |
|
1.000 |
0.6828 |
|
0.618 |
0.6822 |
|
HIGH |
0.6811 |
|
0.618 |
0.6805 |
|
0.500 |
0.6803 |
|
0.382 |
0.6800 |
|
LOW |
0.6794 |
|
0.618 |
0.6783 |
|
1.000 |
0.6777 |
|
1.618 |
0.6766 |
|
2.618 |
0.6749 |
|
4.250 |
0.6722 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6807 |
0.6795 |
| PP |
0.6805 |
0.6780 |
| S1 |
0.6803 |
0.6766 |
|