CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6722 |
0.6750 |
0.0028 |
0.4% |
0.6811 |
| High |
0.6748 |
0.6766 |
0.0018 |
0.3% |
0.6812 |
| Low |
0.6703 |
0.6735 |
0.0032 |
0.5% |
0.6703 |
| Close |
0.6736 |
0.6764 |
0.0028 |
0.4% |
0.6764 |
| Range |
0.0045 |
0.0031 |
-0.0015 |
-32.2% |
0.0109 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
36 |
124 |
88 |
244.4% |
412 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6835 |
0.6780 |
|
| R3 |
0.6816 |
0.6805 |
0.6772 |
|
| R2 |
0.6785 |
0.6785 |
0.6769 |
|
| R1 |
0.6774 |
0.6774 |
0.6766 |
0.6780 |
| PP |
0.6755 |
0.6755 |
0.6755 |
0.6757 |
| S1 |
0.6744 |
0.6744 |
0.6761 |
0.6749 |
| S2 |
0.6724 |
0.6724 |
0.6758 |
|
| S3 |
0.6694 |
0.6713 |
0.6755 |
|
| S4 |
0.6663 |
0.6683 |
0.6747 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7087 |
0.7034 |
0.6823 |
|
| R3 |
0.6978 |
0.6925 |
0.6793 |
|
| R2 |
0.6869 |
0.6869 |
0.6783 |
|
| R1 |
0.6816 |
0.6816 |
0.6773 |
0.6788 |
| PP |
0.6760 |
0.6760 |
0.6760 |
0.6745 |
| S1 |
0.6707 |
0.6707 |
0.6754 |
0.6679 |
| S2 |
0.6651 |
0.6651 |
0.6744 |
|
| S3 |
0.6542 |
0.6598 |
0.6734 |
|
| S4 |
0.6433 |
0.6489 |
0.6704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6812 |
0.6703 |
0.0109 |
1.6% |
0.0047 |
0.7% |
56% |
False |
False |
82 |
| 10 |
0.6939 |
0.6703 |
0.0236 |
3.5% |
0.0048 |
0.7% |
26% |
False |
False |
89 |
| 20 |
0.6939 |
0.6703 |
0.0236 |
3.5% |
0.0052 |
0.8% |
26% |
False |
False |
68 |
| 40 |
0.6939 |
0.6631 |
0.0309 |
4.6% |
0.0040 |
0.6% |
43% |
False |
False |
43 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.2% |
0.0038 |
0.6% |
68% |
False |
False |
32 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.2% |
0.0031 |
0.5% |
68% |
False |
False |
24 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.2% |
0.0028 |
0.4% |
68% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6895 |
|
2.618 |
0.6845 |
|
1.618 |
0.6815 |
|
1.000 |
0.6796 |
|
0.618 |
0.6784 |
|
HIGH |
0.6766 |
|
0.618 |
0.6754 |
|
0.500 |
0.6750 |
|
0.382 |
0.6747 |
|
LOW |
0.6735 |
|
0.618 |
0.6716 |
|
1.000 |
0.6705 |
|
1.618 |
0.6686 |
|
2.618 |
0.6655 |
|
4.250 |
0.6605 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6759 |
0.6754 |
| PP |
0.6755 |
0.6744 |
| S1 |
0.6750 |
0.6734 |
|