CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6810 |
0.6836 |
0.0026 |
0.4% |
0.6720 |
| High |
0.6852 |
0.6894 |
0.0043 |
0.6% |
0.6841 |
| Low |
0.6807 |
0.6823 |
0.0017 |
0.2% |
0.6720 |
| Close |
0.6849 |
0.6888 |
0.0039 |
0.6% |
0.6815 |
| Range |
0.0045 |
0.0071 |
0.0026 |
57.8% |
0.0121 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0000 |
| Volume |
40 |
135 |
95 |
237.5% |
182 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7081 |
0.7055 |
0.6927 |
|
| R3 |
0.7010 |
0.6984 |
0.6907 |
|
| R2 |
0.6939 |
0.6939 |
0.6901 |
|
| R1 |
0.6913 |
0.6913 |
0.6894 |
0.6926 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6875 |
| S1 |
0.6842 |
0.6842 |
0.6881 |
0.6855 |
| S2 |
0.6797 |
0.6797 |
0.6874 |
|
| S3 |
0.6726 |
0.6771 |
0.6868 |
|
| S4 |
0.6655 |
0.6700 |
0.6848 |
|
|
| 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 |
0.6894 |
0.6748 |
0.0146 |
2.1% |
0.0063 |
0.9% |
96% |
True |
False |
63 |
| 10 |
0.6894 |
0.6646 |
0.0248 |
3.6% |
0.0048 |
0.7% |
97% |
True |
False |
53 |
| 20 |
0.6894 |
0.6646 |
0.0248 |
3.6% |
0.0039 |
0.6% |
97% |
True |
False |
34 |
| 40 |
0.6894 |
0.6384 |
0.0510 |
7.4% |
0.0036 |
0.5% |
99% |
True |
False |
19 |
| 60 |
0.6894 |
0.6384 |
0.0510 |
7.4% |
0.0029 |
0.4% |
99% |
True |
False |
15 |
| 80 |
0.6894 |
0.6384 |
0.0510 |
7.4% |
0.0026 |
0.4% |
99% |
True |
False |
12 |
| 100 |
0.6894 |
0.6384 |
0.0510 |
7.4% |
0.0023 |
0.3% |
99% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7196 |
|
2.618 |
0.7080 |
|
1.618 |
0.7009 |
|
1.000 |
0.6965 |
|
0.618 |
0.6938 |
|
HIGH |
0.6894 |
|
0.618 |
0.6867 |
|
0.500 |
0.6859 |
|
0.382 |
0.6850 |
|
LOW |
0.6823 |
|
0.618 |
0.6779 |
|
1.000 |
0.6752 |
|
1.618 |
0.6708 |
|
2.618 |
0.6637 |
|
4.250 |
0.6521 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6878 |
0.6872 |
| PP |
0.6868 |
0.6857 |
| S1 |
0.6859 |
0.6842 |
|