CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6883 |
0.6923 |
0.0040 |
0.6% |
0.6810 |
| High |
0.6937 |
0.6939 |
0.0002 |
0.0% |
0.6937 |
| Low |
0.6877 |
0.6908 |
0.0032 |
0.5% |
0.6807 |
| Close |
0.6915 |
0.6922 |
0.0007 |
0.1% |
0.6915 |
| Range |
0.0061 |
0.0031 |
-0.0030 |
-48.8% |
0.0131 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
27 |
152 |
125 |
463.0% |
301 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7016 |
0.7000 |
0.6939 |
|
| R3 |
0.6985 |
0.6969 |
0.6930 |
|
| R2 |
0.6954 |
0.6954 |
0.6927 |
|
| R1 |
0.6938 |
0.6938 |
0.6924 |
0.6930 |
| PP |
0.6923 |
0.6923 |
0.6923 |
0.6919 |
| S1 |
0.6907 |
0.6907 |
0.6919 |
0.6899 |
| S2 |
0.6892 |
0.6892 |
0.6916 |
|
| S3 |
0.6861 |
0.6876 |
0.6913 |
|
| S4 |
0.6830 |
0.6845 |
0.6904 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7278 |
0.7227 |
0.6987 |
|
| R3 |
0.7147 |
0.7096 |
0.6951 |
|
| R2 |
0.7017 |
0.7017 |
0.6939 |
|
| R1 |
0.6966 |
0.6966 |
0.6927 |
0.6991 |
| PP |
0.6886 |
0.6886 |
0.6886 |
0.6899 |
| S1 |
0.6835 |
0.6835 |
0.6903 |
0.6861 |
| S2 |
0.6756 |
0.6756 |
0.6891 |
|
| S3 |
0.6625 |
0.6705 |
0.6879 |
|
| S4 |
0.6495 |
0.6574 |
0.6843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6939 |
0.6823 |
0.0116 |
1.7% |
0.0058 |
0.8% |
85% |
True |
False |
82 |
| 10 |
0.6939 |
0.6748 |
0.0191 |
2.8% |
0.0056 |
0.8% |
91% |
True |
False |
61 |
| 20 |
0.6939 |
0.6646 |
0.0293 |
4.2% |
0.0046 |
0.7% |
94% |
True |
False |
48 |
| 40 |
0.6939 |
0.6384 |
0.0555 |
8.0% |
0.0036 |
0.5% |
97% |
True |
False |
25 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.0% |
0.0032 |
0.5% |
97% |
True |
False |
19 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.0% |
0.0028 |
0.4% |
97% |
True |
False |
15 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.0% |
0.0025 |
0.4% |
97% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7071 |
|
2.618 |
0.7020 |
|
1.618 |
0.6989 |
|
1.000 |
0.6970 |
|
0.618 |
0.6958 |
|
HIGH |
0.6939 |
|
0.618 |
0.6927 |
|
0.500 |
0.6924 |
|
0.382 |
0.6920 |
|
LOW |
0.6908 |
|
0.618 |
0.6889 |
|
1.000 |
0.6877 |
|
1.618 |
0.6858 |
|
2.618 |
0.6827 |
|
4.250 |
0.6776 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6924 |
0.6912 |
| PP |
0.6923 |
0.6902 |
| S1 |
0.6922 |
0.6892 |
|