CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6704 |
0.6685 |
-0.0019 |
-0.3% |
0.6811 |
| High |
0.6706 |
0.6714 |
0.0009 |
0.1% |
0.6812 |
| Low |
0.6666 |
0.6680 |
0.0014 |
0.2% |
0.6703 |
| Close |
0.6673 |
0.6702 |
0.0029 |
0.4% |
0.6764 |
| Range |
0.0040 |
0.0035 |
-0.0005 |
-12.7% |
0.0109 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
67 |
265 |
198 |
295.5% |
412 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6802 |
0.6786 |
0.6720 |
|
| R3 |
0.6767 |
0.6752 |
0.6711 |
|
| R2 |
0.6733 |
0.6733 |
0.6708 |
|
| R1 |
0.6717 |
0.6717 |
0.6705 |
0.6725 |
| PP |
0.6698 |
0.6698 |
0.6698 |
0.6702 |
| S1 |
0.6683 |
0.6683 |
0.6698 |
0.6691 |
| S2 |
0.6664 |
0.6664 |
0.6695 |
|
| S3 |
0.6629 |
0.6648 |
0.6692 |
|
| S4 |
0.6595 |
0.6614 |
0.6683 |
|
|
| 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% |
0.0036 |
0.5% |
36% |
False |
False |
139 |
| 10 |
0.6852 |
0.6666 |
0.0186 |
2.8% |
0.0044 |
0.7% |
19% |
False |
False |
105 |
| 20 |
0.6939 |
0.6666 |
0.0273 |
4.1% |
0.0048 |
0.7% |
13% |
False |
False |
90 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0040 |
0.6% |
19% |
False |
False |
57 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0039 |
0.6% |
57% |
False |
False |
40 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0033 |
0.5% |
57% |
False |
False |
31 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0029 |
0.4% |
57% |
False |
False |
26 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0027 |
0.4% |
57% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6861 |
|
2.618 |
0.6804 |
|
1.618 |
0.6770 |
|
1.000 |
0.6749 |
|
0.618 |
0.6735 |
|
HIGH |
0.6714 |
|
0.618 |
0.6701 |
|
0.500 |
0.6697 |
|
0.382 |
0.6693 |
|
LOW |
0.6680 |
|
0.618 |
0.6658 |
|
1.000 |
0.6645 |
|
1.618 |
0.6624 |
|
2.618 |
0.6589 |
|
4.250 |
0.6533 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6700 |
0.6702 |
| PP |
0.6698 |
0.6702 |
| S1 |
0.6697 |
0.6702 |
|