CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6740 |
-0.0010 |
-0.1% |
0.6811 |
| High |
0.6766 |
0.6752 |
-0.0014 |
-0.2% |
0.6812 |
| Low |
0.6735 |
0.6709 |
-0.0026 |
-0.4% |
0.6703 |
| Close |
0.6764 |
0.6726 |
-0.0038 |
-0.6% |
0.6764 |
| Range |
0.0031 |
0.0043 |
0.0013 |
41.0% |
0.0109 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
124 |
74 |
-50 |
-40.3% |
412 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6858 |
0.6835 |
0.6749 |
|
| R3 |
0.6815 |
0.6792 |
0.6737 |
|
| R2 |
0.6772 |
0.6772 |
0.6733 |
|
| R1 |
0.6749 |
0.6749 |
0.6729 |
0.6739 |
| PP |
0.6729 |
0.6729 |
0.6729 |
0.6724 |
| S1 |
0.6706 |
0.6706 |
0.6722 |
0.6696 |
| S2 |
0.6686 |
0.6686 |
0.6718 |
|
| S3 |
0.6643 |
0.6663 |
0.6714 |
|
| S4 |
0.6600 |
0.6620 |
0.6702 |
|
|
| 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 |
0.6775 |
0.6703 |
0.0072 |
1.1% |
0.0043 |
0.6% |
31% |
False |
False |
82 |
| 10 |
0.6936 |
0.6703 |
0.0233 |
3.5% |
0.0049 |
0.7% |
10% |
False |
False |
81 |
| 20 |
0.6939 |
0.6703 |
0.0236 |
3.5% |
0.0052 |
0.8% |
10% |
False |
False |
71 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0039 |
0.6% |
27% |
False |
False |
44 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0038 |
0.6% |
62% |
False |
False |
33 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0032 |
0.5% |
62% |
False |
False |
25 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0029 |
0.4% |
62% |
False |
False |
21 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0026 |
0.4% |
62% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6935 |
|
2.618 |
0.6865 |
|
1.618 |
0.6822 |
|
1.000 |
0.6795 |
|
0.618 |
0.6779 |
|
HIGH |
0.6752 |
|
0.618 |
0.6736 |
|
0.500 |
0.6731 |
|
0.382 |
0.6725 |
|
LOW |
0.6709 |
|
0.618 |
0.6682 |
|
1.000 |
0.6666 |
|
1.618 |
0.6639 |
|
2.618 |
0.6596 |
|
4.250 |
0.6526 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6731 |
0.6734 |
| PP |
0.6729 |
0.6731 |
| S1 |
0.6727 |
0.6728 |
|