CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6895 |
0.6848 |
-0.0047 |
-0.7% |
0.6720 |
| High |
0.6896 |
0.6904 |
0.0008 |
0.1% |
0.6841 |
| Low |
0.6827 |
0.6844 |
0.0017 |
0.2% |
0.6720 |
| Close |
0.6827 |
0.6902 |
0.0075 |
1.1% |
0.6815 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.1% |
0.0121 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.6% |
0.0000 |
| Volume |
55 |
44 |
-11 |
-20.0% |
182 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7062 |
0.7041 |
0.6935 |
|
| R3 |
0.7002 |
0.6982 |
0.6918 |
|
| R2 |
0.6943 |
0.6943 |
0.6913 |
|
| R1 |
0.6922 |
0.6922 |
0.6907 |
0.6933 |
| PP |
0.6883 |
0.6883 |
0.6883 |
0.6888 |
| S1 |
0.6863 |
0.6863 |
0.6897 |
0.6873 |
| S2 |
0.6824 |
0.6824 |
0.6891 |
|
| S3 |
0.6764 |
0.6803 |
0.6886 |
|
| S4 |
0.6705 |
0.6744 |
0.6869 |
|
|
| 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 |
0.6904 |
0.6791 |
0.0113 |
1.6% |
0.0057 |
0.8% |
99% |
True |
False |
61 |
| 10 |
0.6904 |
0.6709 |
0.0195 |
2.8% |
0.0053 |
0.8% |
99% |
True |
False |
49 |
| 20 |
0.6904 |
0.6646 |
0.0258 |
3.7% |
0.0044 |
0.6% |
99% |
True |
False |
39 |
| 40 |
0.6904 |
0.6384 |
0.0520 |
7.5% |
0.0037 |
0.5% |
100% |
True |
False |
21 |
| 60 |
0.6904 |
0.6384 |
0.0520 |
7.5% |
0.0031 |
0.4% |
100% |
True |
False |
17 |
| 80 |
0.6904 |
0.6384 |
0.0520 |
7.5% |
0.0026 |
0.4% |
100% |
True |
False |
13 |
| 100 |
0.6904 |
0.6384 |
0.0520 |
7.5% |
0.0024 |
0.3% |
100% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7156 |
|
2.618 |
0.7059 |
|
1.618 |
0.7000 |
|
1.000 |
0.6963 |
|
0.618 |
0.6940 |
|
HIGH |
0.6904 |
|
0.618 |
0.6881 |
|
0.500 |
0.6874 |
|
0.382 |
0.6867 |
|
LOW |
0.6844 |
|
0.618 |
0.6807 |
|
1.000 |
0.6785 |
|
1.618 |
0.6748 |
|
2.618 |
0.6688 |
|
4.250 |
0.6591 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6893 |
0.6889 |
| PP |
0.6883 |
0.6876 |
| S1 |
0.6874 |
0.6863 |
|