CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6673 |
0.6703 |
0.0030 |
0.4% |
0.6787 |
| High |
0.6679 |
0.6727 |
0.0048 |
0.7% |
0.6787 |
| Low |
0.6646 |
0.6680 |
0.0034 |
0.5% |
0.6671 |
| Close |
0.6679 |
0.6727 |
0.0048 |
0.7% |
0.6682 |
| Range |
0.0033 |
0.0048 |
0.0015 |
43.9% |
0.0116 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.1% |
0.0000 |
| Volume |
77 |
61 |
-16 |
-20.8% |
125 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6854 |
0.6838 |
0.6753 |
|
| R3 |
0.6806 |
0.6790 |
0.6740 |
|
| R2 |
0.6759 |
0.6759 |
0.6736 |
|
| R1 |
0.6743 |
0.6743 |
0.6731 |
0.6751 |
| PP |
0.6711 |
0.6711 |
0.6711 |
0.6715 |
| S1 |
0.6695 |
0.6695 |
0.6723 |
0.6703 |
| S2 |
0.6664 |
0.6664 |
0.6718 |
|
| S3 |
0.6616 |
0.6648 |
0.6714 |
|
| S4 |
0.6569 |
0.6600 |
0.6701 |
|
|
| 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 |
0.6646 |
0.0107 |
1.6% |
0.0039 |
0.6% |
76% |
False |
False |
34 |
| 10 |
0.6826 |
0.6646 |
0.0180 |
2.7% |
0.0035 |
0.5% |
45% |
False |
False |
29 |
| 20 |
0.6826 |
0.6631 |
0.0195 |
2.9% |
0.0026 |
0.4% |
49% |
False |
False |
15 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0030 |
0.4% |
78% |
False |
False |
12 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0024 |
0.4% |
78% |
False |
False |
9 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0022 |
0.3% |
78% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6929 |
|
2.618 |
0.6851 |
|
1.618 |
0.6804 |
|
1.000 |
0.6775 |
|
0.618 |
0.6756 |
|
HIGH |
0.6727 |
|
0.618 |
0.6709 |
|
0.500 |
0.6703 |
|
0.382 |
0.6698 |
|
LOW |
0.6680 |
|
0.618 |
0.6650 |
|
1.000 |
0.6632 |
|
1.618 |
0.6603 |
|
2.618 |
0.6555 |
|
4.250 |
0.6478 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6719 |
0.6714 |
| PP |
0.6711 |
0.6700 |
| S1 |
0.6703 |
0.6687 |
|