CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6922 |
0.6901 |
-0.0022 |
-0.3% |
0.6810 |
| High |
0.6936 |
0.6913 |
-0.0023 |
-0.3% |
0.6937 |
| Low |
0.6867 |
0.6880 |
0.0013 |
0.2% |
0.6807 |
| Close |
0.6896 |
0.6885 |
-0.0012 |
-0.2% |
0.6915 |
| Range |
0.0069 |
0.0033 |
-0.0036 |
-52.2% |
0.0131 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
64 |
43 |
-21 |
-32.8% |
301 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6992 |
0.6971 |
0.6903 |
|
| R3 |
0.6959 |
0.6938 |
0.6894 |
|
| R2 |
0.6926 |
0.6926 |
0.6891 |
|
| R1 |
0.6905 |
0.6905 |
0.6888 |
0.6899 |
| PP |
0.6893 |
0.6893 |
0.6893 |
0.6889 |
| S1 |
0.6872 |
0.6872 |
0.6881 |
0.6866 |
| S2 |
0.6860 |
0.6860 |
0.6878 |
|
| S3 |
0.6827 |
0.6839 |
0.6875 |
|
| S4 |
0.6794 |
0.6806 |
0.6866 |
|
|
| 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 |
0.6844 |
0.0095 |
1.4% |
0.0051 |
0.7% |
43% |
False |
False |
66 |
| 10 |
0.6939 |
0.6750 |
0.0189 |
2.7% |
0.0057 |
0.8% |
71% |
False |
False |
61 |
| 20 |
0.6939 |
0.6646 |
0.0293 |
4.3% |
0.0046 |
0.7% |
81% |
False |
False |
47 |
| 40 |
0.6939 |
0.6533 |
0.0407 |
5.9% |
0.0035 |
0.5% |
87% |
False |
False |
27 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0033 |
0.5% |
90% |
False |
False |
21 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0028 |
0.4% |
90% |
False |
False |
17 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0026 |
0.4% |
90% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7053 |
|
2.618 |
0.6999 |
|
1.618 |
0.6966 |
|
1.000 |
0.6946 |
|
0.618 |
0.6933 |
|
HIGH |
0.6913 |
|
0.618 |
0.6900 |
|
0.500 |
0.6897 |
|
0.382 |
0.6893 |
|
LOW |
0.6880 |
|
0.618 |
0.6860 |
|
1.000 |
0.6847 |
|
1.618 |
0.6827 |
|
2.618 |
0.6794 |
|
4.250 |
0.6740 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6897 |
0.6903 |
| PP |
0.6893 |
0.6897 |
| S1 |
0.6889 |
0.6891 |
|