CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6674 |
0.6661 |
-0.0013 |
-0.2% |
0.6787 |
| High |
0.6674 |
0.6683 |
0.0009 |
0.1% |
0.6787 |
| Low |
0.6669 |
0.6657 |
-0.0012 |
-0.2% |
0.6671 |
| Close |
0.6669 |
0.6669 |
-0.0001 |
0.0% |
0.6682 |
| Range |
0.0005 |
0.0026 |
0.0021 |
420.0% |
0.0116 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
14 |
12 |
-2 |
-14.3% |
125 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6748 |
0.6734 |
0.6683 |
|
| R3 |
0.6722 |
0.6708 |
0.6676 |
|
| R2 |
0.6696 |
0.6696 |
0.6673 |
|
| R1 |
0.6682 |
0.6682 |
0.6671 |
0.6689 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6673 |
| S1 |
0.6656 |
0.6656 |
0.6666 |
0.6663 |
| S2 |
0.6644 |
0.6644 |
0.6664 |
|
| S3 |
0.6618 |
0.6630 |
0.6661 |
|
| S4 |
0.6592 |
0.6604 |
0.6654 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7060 |
0.6986 |
0.6746 |
|
| R3 |
0.6944 |
0.6871 |
0.6714 |
|
| R2 |
0.6829 |
0.6829 |
0.6703 |
|
| R1 |
0.6755 |
0.6755 |
0.6693 |
0.6734 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6703 |
| S1 |
0.6640 |
0.6640 |
0.6671 |
0.6619 |
| S2 |
0.6598 |
0.6598 |
0.6661 |
|
| S3 |
0.6482 |
0.6524 |
0.6650 |
|
| S4 |
0.6367 |
0.6409 |
0.6618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6753 |
0.6657 |
0.0096 |
1.4% |
0.0031 |
0.5% |
12% |
False |
True |
28 |
| 10 |
0.6826 |
0.6657 |
0.0169 |
2.5% |
0.0029 |
0.4% |
7% |
False |
True |
15 |
| 20 |
0.6826 |
0.6607 |
0.0219 |
3.3% |
0.0025 |
0.4% |
28% |
False |
False |
8 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0029 |
0.4% |
64% |
False |
False |
9 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0023 |
0.3% |
64% |
False |
False |
7 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0022 |
0.3% |
64% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6794 |
|
2.618 |
0.6751 |
|
1.618 |
0.6725 |
|
1.000 |
0.6709 |
|
0.618 |
0.6699 |
|
HIGH |
0.6683 |
|
0.618 |
0.6673 |
|
0.500 |
0.6670 |
|
0.382 |
0.6667 |
|
LOW |
0.6657 |
|
0.618 |
0.6641 |
|
1.000 |
0.6631 |
|
1.618 |
0.6615 |
|
2.618 |
0.6589 |
|
4.250 |
0.6547 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6670 |
0.6705 |
| PP |
0.6670 |
0.6693 |
| S1 |
0.6669 |
0.6681 |
|