CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6740 |
0.6731 |
-0.0009 |
-0.1% |
0.6811 |
| High |
0.6752 |
0.6738 |
-0.0014 |
-0.2% |
0.6812 |
| Low |
0.6709 |
0.6708 |
-0.0002 |
0.0% |
0.6703 |
| Close |
0.6726 |
0.6709 |
-0.0017 |
-0.2% |
0.6764 |
| Range |
0.0043 |
0.0031 |
-0.0013 |
-29.1% |
0.0109 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
74 |
169 |
95 |
128.4% |
412 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6810 |
0.6790 |
0.6726 |
|
| R3 |
0.6779 |
0.6759 |
0.6717 |
|
| R2 |
0.6749 |
0.6749 |
0.6715 |
|
| R1 |
0.6729 |
0.6729 |
0.6712 |
0.6724 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6716 |
| S1 |
0.6698 |
0.6698 |
0.6706 |
0.6693 |
| S2 |
0.6688 |
0.6688 |
0.6703 |
|
| S3 |
0.6657 |
0.6668 |
0.6701 |
|
| S4 |
0.6627 |
0.6637 |
0.6692 |
|
|
| 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 |
0.6766 |
0.6703 |
0.0063 |
0.9% |
0.0039 |
0.6% |
10% |
False |
False |
92 |
| 10 |
0.6913 |
0.6703 |
0.0210 |
3.1% |
0.0045 |
0.7% |
3% |
False |
False |
92 |
| 20 |
0.6939 |
0.6703 |
0.0236 |
3.5% |
0.0053 |
0.8% |
3% |
False |
False |
79 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0039 |
0.6% |
22% |
False |
False |
48 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0038 |
0.6% |
59% |
False |
False |
35 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0032 |
0.5% |
59% |
False |
False |
27 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0029 |
0.4% |
59% |
False |
False |
22 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0026 |
0.4% |
59% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6868 |
|
2.618 |
0.6818 |
|
1.618 |
0.6787 |
|
1.000 |
0.6769 |
|
0.618 |
0.6757 |
|
HIGH |
0.6738 |
|
0.618 |
0.6726 |
|
0.500 |
0.6723 |
|
0.382 |
0.6719 |
|
LOW |
0.6708 |
|
0.618 |
0.6689 |
|
1.000 |
0.6677 |
|
1.618 |
0.6658 |
|
2.618 |
0.6628 |
|
4.250 |
0.6578 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6723 |
0.6737 |
| PP |
0.6718 |
0.6727 |
| S1 |
0.6714 |
0.6718 |
|