CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6817 |
0.6810 |
-0.0007 |
-0.1% |
0.6720 |
| High |
0.6829 |
0.6852 |
0.0023 |
0.3% |
0.6841 |
| Low |
0.6791 |
0.6807 |
0.0016 |
0.2% |
0.6720 |
| Close |
0.6815 |
0.6849 |
0.0034 |
0.5% |
0.6815 |
| Range |
0.0039 |
0.0045 |
0.0007 |
16.9% |
0.0121 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.4% |
0.0000 |
| Volume |
35 |
40 |
5 |
14.3% |
182 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6971 |
0.6955 |
0.6874 |
|
| R3 |
0.6926 |
0.6910 |
0.6861 |
|
| R2 |
0.6881 |
0.6881 |
0.6857 |
|
| R1 |
0.6865 |
0.6865 |
0.6853 |
0.6873 |
| PP |
0.6836 |
0.6836 |
0.6836 |
0.6840 |
| S1 |
0.6820 |
0.6820 |
0.6845 |
0.6828 |
| S2 |
0.6791 |
0.6791 |
0.6841 |
|
| S3 |
0.6746 |
0.6775 |
0.6837 |
|
| S4 |
0.6701 |
0.6730 |
0.6824 |
|
|
| 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 |
0.6852 |
0.6748 |
0.0104 |
1.5% |
0.0053 |
0.8% |
98% |
True |
False |
40 |
| 10 |
0.6852 |
0.6646 |
0.0206 |
3.0% |
0.0044 |
0.6% |
99% |
True |
False |
40 |
| 20 |
0.6852 |
0.6646 |
0.0206 |
3.0% |
0.0035 |
0.5% |
99% |
True |
False |
27 |
| 40 |
0.6852 |
0.6384 |
0.0468 |
6.8% |
0.0035 |
0.5% |
99% |
True |
False |
15 |
| 60 |
0.6852 |
0.6384 |
0.0468 |
6.8% |
0.0029 |
0.4% |
99% |
True |
False |
13 |
| 80 |
0.6852 |
0.6384 |
0.0468 |
6.8% |
0.0025 |
0.4% |
99% |
True |
False |
10 |
| 100 |
0.6852 |
0.6384 |
0.0468 |
6.8% |
0.0023 |
0.3% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7043 |
|
2.618 |
0.6969 |
|
1.618 |
0.6924 |
|
1.000 |
0.6897 |
|
0.618 |
0.6879 |
|
HIGH |
0.6852 |
|
0.618 |
0.6834 |
|
0.500 |
0.6829 |
|
0.382 |
0.6824 |
|
LOW |
0.6807 |
|
0.618 |
0.6779 |
|
1.000 |
0.6762 |
|
1.618 |
0.6734 |
|
2.618 |
0.6689 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6842 |
0.6833 |
| PP |
0.6836 |
0.6817 |
| S1 |
0.6829 |
0.6801 |
|