CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6773 |
0.6817 |
0.0044 |
0.6% |
0.6720 |
| High |
0.6841 |
0.6829 |
-0.0012 |
-0.2% |
0.6841 |
| Low |
0.6750 |
0.6791 |
0.0041 |
0.6% |
0.6720 |
| Close |
0.6824 |
0.6815 |
-0.0009 |
-0.1% |
0.6815 |
| Range |
0.0091 |
0.0039 |
-0.0053 |
-57.7% |
0.0121 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
24 |
35 |
11 |
45.8% |
182 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6927 |
0.6910 |
0.6836 |
|
| R3 |
0.6889 |
0.6871 |
0.6826 |
|
| R2 |
0.6850 |
0.6850 |
0.6822 |
|
| R1 |
0.6833 |
0.6833 |
0.6819 |
0.6822 |
| PP |
0.6812 |
0.6812 |
0.6812 |
0.6806 |
| S1 |
0.6794 |
0.6794 |
0.6811 |
0.6784 |
| S2 |
0.6773 |
0.6773 |
0.6808 |
|
| S3 |
0.6735 |
0.6756 |
0.6804 |
|
| S4 |
0.6696 |
0.6717 |
0.6794 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7155 |
0.7106 |
0.6882 |
|
| R3 |
0.7034 |
0.6985 |
0.6848 |
|
| R2 |
0.6913 |
0.6913 |
0.6837 |
|
| R1 |
0.6864 |
0.6864 |
0.6826 |
0.6889 |
| PP |
0.6792 |
0.6792 |
0.6792 |
0.6804 |
| S1 |
0.6743 |
0.6743 |
0.6804 |
0.6768 |
| S2 |
0.6671 |
0.6671 |
0.6793 |
|
| S3 |
0.6550 |
0.6622 |
0.6782 |
|
| S4 |
0.6429 |
0.6501 |
0.6748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6841 |
0.6720 |
0.0121 |
1.8% |
0.0052 |
0.8% |
79% |
False |
False |
36 |
| 10 |
0.6841 |
0.6646 |
0.0195 |
2.9% |
0.0040 |
0.6% |
87% |
False |
False |
38 |
| 20 |
0.6841 |
0.6646 |
0.0195 |
2.9% |
0.0034 |
0.5% |
87% |
False |
False |
25 |
| 40 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0034 |
0.5% |
94% |
False |
False |
14 |
| 60 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0028 |
0.4% |
94% |
False |
False |
12 |
| 80 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0025 |
0.4% |
94% |
False |
False |
10 |
| 100 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0023 |
0.3% |
94% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6993 |
|
2.618 |
0.6930 |
|
1.618 |
0.6891 |
|
1.000 |
0.6868 |
|
0.618 |
0.6853 |
|
HIGH |
0.6829 |
|
0.618 |
0.6814 |
|
0.500 |
0.6810 |
|
0.382 |
0.6805 |
|
LOW |
0.6791 |
|
0.618 |
0.6767 |
|
1.000 |
0.6752 |
|
1.618 |
0.6728 |
|
2.618 |
0.6690 |
|
4.250 |
0.6627 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6813 |
0.6808 |
| PP |
0.6812 |
0.6801 |
| S1 |
0.6810 |
0.6795 |
|