CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6754 |
0.6771 |
0.0017 |
0.3% |
0.6674 |
| High |
0.6776 |
0.6819 |
0.0044 |
0.6% |
0.6733 |
| Low |
0.6754 |
0.6748 |
-0.0006 |
-0.1% |
0.6646 |
| Close |
0.6767 |
0.6794 |
0.0027 |
0.4% |
0.6711 |
| Range |
0.0022 |
0.0071 |
0.0050 |
230.2% |
0.0087 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
6.6% |
0.0000 |
| Volume |
20 |
84 |
64 |
320.0% |
200 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7000 |
0.6968 |
0.6833 |
|
| R3 |
0.6929 |
0.6897 |
0.6813 |
|
| R2 |
0.6858 |
0.6858 |
0.6807 |
|
| R1 |
0.6826 |
0.6826 |
0.6800 |
0.6842 |
| PP |
0.6787 |
0.6787 |
0.6787 |
0.6795 |
| S1 |
0.6755 |
0.6755 |
0.6787 |
0.6771 |
| S2 |
0.6716 |
0.6716 |
0.6780 |
|
| S3 |
0.6645 |
0.6684 |
0.6774 |
|
| S4 |
0.6574 |
0.6613 |
0.6754 |
|
|
| 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 |
0.6819 |
0.6680 |
0.0140 |
2.1% |
0.0041 |
0.6% |
82% |
True |
False |
44 |
| 10 |
0.6819 |
0.6646 |
0.0173 |
2.5% |
0.0036 |
0.5% |
85% |
True |
False |
33 |
| 20 |
0.6826 |
0.6646 |
0.0180 |
2.6% |
0.0027 |
0.4% |
82% |
False |
False |
22 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0033 |
0.5% |
93% |
False |
False |
16 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0026 |
0.4% |
93% |
False |
False |
11 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0024 |
0.3% |
93% |
False |
False |
9 |
| 100 |
0.6826 |
0.6384 |
0.0442 |
6.5% |
0.0022 |
0.3% |
93% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7121 |
|
2.618 |
0.7005 |
|
1.618 |
0.6934 |
|
1.000 |
0.6890 |
|
0.618 |
0.6863 |
|
HIGH |
0.6819 |
|
0.618 |
0.6792 |
|
0.500 |
0.6784 |
|
0.382 |
0.6775 |
|
LOW |
0.6748 |
|
0.618 |
0.6704 |
|
1.000 |
0.6677 |
|
1.618 |
0.6633 |
|
2.618 |
0.6562 |
|
4.250 |
0.6446 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6786 |
| PP |
0.6787 |
0.6778 |
| S1 |
0.6784 |
0.6770 |
|