CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6704 |
-0.0027 |
-0.4% |
0.6811 |
| High |
0.6738 |
0.6706 |
-0.0033 |
-0.5% |
0.6812 |
| Low |
0.6708 |
0.6666 |
-0.0042 |
-0.6% |
0.6703 |
| Close |
0.6709 |
0.6673 |
-0.0037 |
-0.5% |
0.6764 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.5% |
0.0109 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
169 |
67 |
-102 |
-60.4% |
412 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6800 |
0.6776 |
0.6694 |
|
| R3 |
0.6760 |
0.6736 |
0.6683 |
|
| R2 |
0.6721 |
0.6721 |
0.6680 |
|
| R1 |
0.6697 |
0.6697 |
0.6676 |
0.6689 |
| PP |
0.6681 |
0.6681 |
0.6681 |
0.6678 |
| S1 |
0.6657 |
0.6657 |
0.6669 |
0.6650 |
| S2 |
0.6642 |
0.6642 |
0.6665 |
|
| S3 |
0.6602 |
0.6618 |
0.6662 |
|
| S4 |
0.6563 |
0.6578 |
0.6651 |
|
|
| 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 |
0.6666 |
0.0100 |
1.5% |
0.0038 |
0.6% |
7% |
False |
True |
94 |
| 10 |
0.6890 |
0.6666 |
0.0224 |
3.4% |
0.0046 |
0.7% |
3% |
False |
True |
94 |
| 20 |
0.6939 |
0.6666 |
0.0273 |
4.1% |
0.0051 |
0.8% |
2% |
False |
True |
78 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0039 |
0.6% |
9% |
False |
False |
50 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0039 |
0.6% |
52% |
False |
False |
37 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0032 |
0.5% |
52% |
False |
False |
28 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0029 |
0.4% |
52% |
False |
False |
23 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0027 |
0.4% |
52% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6873 |
|
2.618 |
0.6809 |
|
1.618 |
0.6769 |
|
1.000 |
0.6745 |
|
0.618 |
0.6730 |
|
HIGH |
0.6706 |
|
0.618 |
0.6690 |
|
0.500 |
0.6686 |
|
0.382 |
0.6681 |
|
LOW |
0.6666 |
|
0.618 |
0.6642 |
|
1.000 |
0.6627 |
|
1.618 |
0.6602 |
|
2.618 |
0.6563 |
|
4.250 |
0.6498 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6686 |
0.6709 |
| PP |
0.6681 |
0.6697 |
| S1 |
0.6677 |
0.6685 |
|