CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6901 |
0.6890 |
-0.0011 |
-0.2% |
0.6810 |
| High |
0.6913 |
0.6890 |
-0.0023 |
-0.3% |
0.6937 |
| Low |
0.6880 |
0.6835 |
-0.0045 |
-0.7% |
0.6807 |
| Close |
0.6885 |
0.6845 |
-0.0040 |
-0.6% |
0.6915 |
| Range |
0.0033 |
0.0055 |
0.0022 |
66.7% |
0.0131 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
| Volume |
43 |
155 |
112 |
260.5% |
301 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7022 |
0.6988 |
0.6875 |
|
| R3 |
0.6967 |
0.6933 |
0.6860 |
|
| R2 |
0.6912 |
0.6912 |
0.6855 |
|
| R1 |
0.6878 |
0.6878 |
0.6850 |
0.6867 |
| PP |
0.6857 |
0.6857 |
0.6857 |
0.6851 |
| S1 |
0.6823 |
0.6823 |
0.6839 |
0.6812 |
| S2 |
0.6802 |
0.6802 |
0.6834 |
|
| S3 |
0.6747 |
0.6768 |
0.6829 |
|
| S4 |
0.6692 |
0.6713 |
0.6814 |
|
|
| 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 |
0.6835 |
0.0104 |
1.5% |
0.0050 |
0.7% |
9% |
False |
True |
88 |
| 10 |
0.6939 |
0.6791 |
0.0149 |
2.2% |
0.0053 |
0.8% |
36% |
False |
False |
75 |
| 20 |
0.6939 |
0.6646 |
0.0293 |
4.3% |
0.0049 |
0.7% |
68% |
False |
False |
55 |
| 40 |
0.6939 |
0.6587 |
0.0353 |
5.2% |
0.0035 |
0.5% |
73% |
False |
False |
31 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0034 |
0.5% |
83% |
False |
False |
24 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0028 |
0.4% |
83% |
False |
False |
19 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.1% |
0.0026 |
0.4% |
83% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7124 |
|
2.618 |
0.7034 |
|
1.618 |
0.6979 |
|
1.000 |
0.6945 |
|
0.618 |
0.6924 |
|
HIGH |
0.6890 |
|
0.618 |
0.6869 |
|
0.500 |
0.6863 |
|
0.382 |
0.6856 |
|
LOW |
0.6835 |
|
0.618 |
0.6801 |
|
1.000 |
0.6780 |
|
1.618 |
0.6746 |
|
2.618 |
0.6691 |
|
4.250 |
0.6601 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6863 |
0.6886 |
| PP |
0.6857 |
0.6872 |
| S1 |
0.6851 |
0.6858 |
|