CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6775 |
0.6750 |
-0.0025 |
-0.4% |
0.6923 |
| High |
0.6775 |
0.6765 |
-0.0010 |
-0.1% |
0.6939 |
| Low |
0.6725 |
0.6717 |
-0.0008 |
-0.1% |
0.6795 |
| Close |
0.6749 |
0.6720 |
-0.0029 |
-0.4% |
0.6806 |
| Range |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0144 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
118 |
59 |
-59 |
-50.0% |
483 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6878 |
0.6847 |
0.6746 |
|
| R3 |
0.6830 |
0.6799 |
0.6733 |
|
| R2 |
0.6782 |
0.6782 |
0.6728 |
|
| R1 |
0.6751 |
0.6751 |
0.6724 |
0.6742 |
| PP |
0.6734 |
0.6734 |
0.6734 |
0.6730 |
| S1 |
0.6703 |
0.6703 |
0.6715 |
0.6694 |
| S2 |
0.6686 |
0.6686 |
0.6711 |
|
| S3 |
0.6638 |
0.6655 |
0.6706 |
|
| S4 |
0.6590 |
0.6607 |
0.6693 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7279 |
0.7186 |
0.6885 |
|
| R3 |
0.7135 |
0.7042 |
0.6845 |
|
| R2 |
0.6991 |
0.6991 |
0.6832 |
|
| R1 |
0.6898 |
0.6898 |
0.6819 |
0.6872 |
| PP |
0.6847 |
0.6847 |
0.6847 |
0.6834 |
| S1 |
0.6754 |
0.6754 |
0.6792 |
0.6728 |
| S2 |
0.6703 |
0.6703 |
0.6779 |
|
| S3 |
0.6559 |
0.6610 |
0.6766 |
|
| S4 |
0.6415 |
0.6466 |
0.6726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6890 |
0.6717 |
0.0173 |
2.6% |
0.0054 |
0.8% |
1% |
False |
True |
95 |
| 10 |
0.6939 |
0.6717 |
0.0222 |
3.3% |
0.0052 |
0.8% |
1% |
False |
True |
80 |
| 20 |
0.6939 |
0.6680 |
0.0260 |
3.9% |
0.0052 |
0.8% |
15% |
False |
False |
65 |
| 40 |
0.6939 |
0.6624 |
0.0315 |
4.7% |
0.0038 |
0.6% |
30% |
False |
False |
39 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0037 |
0.6% |
60% |
False |
False |
29 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0031 |
0.5% |
60% |
False |
False |
22 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0028 |
0.4% |
60% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6969 |
|
2.618 |
0.6891 |
|
1.618 |
0.6843 |
|
1.000 |
0.6813 |
|
0.618 |
0.6795 |
|
HIGH |
0.6765 |
|
0.618 |
0.6747 |
|
0.500 |
0.6741 |
|
0.382 |
0.6735 |
|
LOW |
0.6717 |
|
0.618 |
0.6687 |
|
1.000 |
0.6669 |
|
1.618 |
0.6639 |
|
2.618 |
0.6591 |
|
4.250 |
0.6513 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6741 |
0.6765 |
| PP |
0.6734 |
0.6750 |
| S1 |
0.6727 |
0.6735 |
|