CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6710 |
0.6738 |
0.0028 |
0.4% |
0.6795 |
| High |
0.6746 |
0.6747 |
0.0001 |
0.0% |
0.6826 |
| Low |
0.6710 |
0.6738 |
0.0028 |
0.4% |
0.6780 |
| Close |
0.6728 |
0.6747 |
0.0019 |
0.3% |
0.6781 |
| Range |
0.0036 |
0.0009 |
-0.0028 |
-76.4% |
0.0046 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
105 |
2 |
-103 |
-98.1% |
4 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6769 |
0.6766 |
0.6751 |
|
| R3 |
0.6761 |
0.6758 |
0.6749 |
|
| R2 |
0.6752 |
0.6752 |
0.6748 |
|
| R1 |
0.6749 |
0.6749 |
0.6747 |
0.6751 |
| PP |
0.6744 |
0.6744 |
0.6744 |
0.6744 |
| S1 |
0.6741 |
0.6741 |
0.6746 |
0.6742 |
| S2 |
0.6735 |
0.6735 |
0.6745 |
|
| S3 |
0.6727 |
0.6732 |
0.6744 |
|
| S4 |
0.6718 |
0.6724 |
0.6742 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6932 |
0.6902 |
0.6806 |
|
| R3 |
0.6887 |
0.6857 |
0.6794 |
|
| R2 |
0.6841 |
0.6841 |
0.6789 |
|
| R1 |
0.6811 |
0.6811 |
0.6785 |
0.6803 |
| PP |
0.6796 |
0.6796 |
0.6796 |
0.6792 |
| S1 |
0.6766 |
0.6766 |
0.6777 |
0.6758 |
| S2 |
0.6750 |
0.6750 |
0.6773 |
|
| S3 |
0.6705 |
0.6720 |
0.6768 |
|
| S4 |
0.6659 |
0.6675 |
0.6756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6826 |
0.6710 |
0.0116 |
1.7% |
0.0031 |
0.5% |
32% |
False |
False |
24 |
| 10 |
0.6826 |
0.6710 |
0.0116 |
1.7% |
0.0020 |
0.3% |
32% |
False |
False |
12 |
| 20 |
0.6826 |
0.6587 |
0.0239 |
3.5% |
0.0022 |
0.3% |
67% |
False |
False |
7 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0027 |
0.4% |
82% |
False |
False |
8 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0022 |
0.3% |
82% |
False |
False |
6 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0020 |
0.3% |
82% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6783 |
|
2.618 |
0.6769 |
|
1.618 |
0.6760 |
|
1.000 |
0.6755 |
|
0.618 |
0.6752 |
|
HIGH |
0.6747 |
|
0.618 |
0.6743 |
|
0.500 |
0.6742 |
|
0.382 |
0.6741 |
|
LOW |
0.6738 |
|
0.618 |
0.6733 |
|
1.000 |
0.6730 |
|
1.618 |
0.6724 |
|
2.618 |
0.6716 |
|
4.250 |
0.6702 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6745 |
0.6748 |
| PP |
0.6744 |
0.6748 |
| S1 |
0.6742 |
0.6747 |
|