CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6720 |
0.6754 |
0.0034 |
0.5% |
0.6674 |
| High |
0.6760 |
0.6776 |
0.0016 |
0.2% |
0.6733 |
| Low |
0.6720 |
0.6754 |
0.0034 |
0.5% |
0.6646 |
| Close |
0.6750 |
0.6767 |
0.0017 |
0.3% |
0.6711 |
| Range |
0.0040 |
0.0022 |
-0.0018 |
-45.6% |
0.0087 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
19 |
20 |
1 |
5.3% |
200 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6830 |
0.6820 |
0.6779 |
|
| R3 |
0.6809 |
0.6799 |
0.6773 |
|
| R2 |
0.6787 |
0.6787 |
0.6771 |
|
| R1 |
0.6777 |
0.6777 |
0.6769 |
0.6782 |
| PP |
0.6766 |
0.6766 |
0.6766 |
0.6768 |
| S1 |
0.6756 |
0.6756 |
0.6765 |
0.6761 |
| S2 |
0.6744 |
0.6744 |
0.6763 |
|
| S3 |
0.6723 |
0.6734 |
0.6761 |
|
| S4 |
0.6701 |
0.6713 |
0.6755 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6958 |
0.6921 |
0.6759 |
|
| R3 |
0.6871 |
0.6834 |
0.6735 |
|
| R2 |
0.6784 |
0.6784 |
0.6727 |
|
| R1 |
0.6747 |
0.6747 |
0.6719 |
0.6766 |
| PP |
0.6697 |
0.6697 |
0.6697 |
0.6706 |
| S1 |
0.6660 |
0.6660 |
0.6703 |
0.6679 |
| S2 |
0.6610 |
0.6610 |
0.6695 |
|
| S3 |
0.6523 |
0.6573 |
0.6687 |
|
| S4 |
0.6436 |
0.6486 |
0.6663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6776 |
0.6646 |
0.0130 |
1.9% |
0.0033 |
0.5% |
93% |
True |
False |
42 |
| 10 |
0.6776 |
0.6646 |
0.0130 |
1.9% |
0.0032 |
0.5% |
93% |
True |
False |
35 |
| 20 |
0.6826 |
0.6646 |
0.0180 |
2.7% |
0.0024 |
0.4% |
67% |
False |
False |
18 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0031 |
0.5% |
87% |
False |
False |
14 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0025 |
0.4% |
87% |
False |
False |
10 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0023 |
0.3% |
87% |
False |
False |
8 |
| 100 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0021 |
0.3% |
87% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6867 |
|
2.618 |
0.6832 |
|
1.618 |
0.6810 |
|
1.000 |
0.6797 |
|
0.618 |
0.6789 |
|
HIGH |
0.6776 |
|
0.618 |
0.6767 |
|
0.500 |
0.6765 |
|
0.382 |
0.6762 |
|
LOW |
0.6754 |
|
0.618 |
0.6741 |
|
1.000 |
0.6733 |
|
1.618 |
0.6719 |
|
2.618 |
0.6698 |
|
4.250 |
0.6663 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6766 |
0.6759 |
| PP |
0.6766 |
0.6750 |
| S1 |
0.6765 |
0.6742 |
|