CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6685 |
0.6707 |
0.0022 |
0.3% |
0.6740 |
| High |
0.6714 |
0.6725 |
0.0011 |
0.2% |
0.6752 |
| Low |
0.6680 |
0.6705 |
0.0026 |
0.4% |
0.6666 |
| Close |
0.6702 |
0.6710 |
0.0009 |
0.1% |
0.6710 |
| Range |
0.0035 |
0.0020 |
-0.0015 |
-42.0% |
0.0086 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
265 |
102 |
-163 |
-61.5% |
677 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6773 |
0.6762 |
0.6721 |
|
| R3 |
0.6753 |
0.6742 |
0.6716 |
|
| R2 |
0.6733 |
0.6733 |
0.6714 |
|
| R1 |
0.6722 |
0.6722 |
0.6712 |
0.6728 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6716 |
| S1 |
0.6702 |
0.6702 |
0.6708 |
0.6708 |
| S2 |
0.6693 |
0.6693 |
0.6706 |
|
| S3 |
0.6673 |
0.6682 |
0.6705 |
|
| S4 |
0.6653 |
0.6662 |
0.6699 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6967 |
0.6925 |
0.6757 |
|
| R3 |
0.6881 |
0.6839 |
0.6734 |
|
| R2 |
0.6795 |
0.6795 |
0.6726 |
|
| R1 |
0.6753 |
0.6753 |
0.6718 |
0.6731 |
| PP |
0.6709 |
0.6709 |
0.6709 |
0.6699 |
| S1 |
0.6667 |
0.6667 |
0.6702 |
0.6645 |
| S2 |
0.6623 |
0.6623 |
0.6694 |
|
| S3 |
0.6537 |
0.6581 |
0.6686 |
|
| S4 |
0.6451 |
0.6495 |
0.6663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6752 |
0.6666 |
0.0086 |
1.3% |
0.0034 |
0.5% |
51% |
False |
False |
135 |
| 10 |
0.6812 |
0.6666 |
0.0146 |
2.2% |
0.0040 |
0.6% |
30% |
False |
False |
108 |
| 20 |
0.6939 |
0.6666 |
0.0273 |
4.1% |
0.0048 |
0.7% |
16% |
False |
False |
93 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0041 |
0.6% |
22% |
False |
False |
59 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0039 |
0.6% |
59% |
False |
False |
41 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0033 |
0.5% |
59% |
False |
False |
32 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0029 |
0.4% |
59% |
False |
False |
27 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0027 |
0.4% |
59% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6810 |
|
2.618 |
0.6777 |
|
1.618 |
0.6757 |
|
1.000 |
0.6745 |
|
0.618 |
0.6737 |
|
HIGH |
0.6725 |
|
0.618 |
0.6717 |
|
0.500 |
0.6715 |
|
0.382 |
0.6713 |
|
LOW |
0.6705 |
|
0.618 |
0.6693 |
|
1.000 |
0.6685 |
|
1.618 |
0.6673 |
|
2.618 |
0.6653 |
|
4.250 |
0.6620 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6705 |
| PP |
0.6713 |
0.6700 |
| S1 |
0.6712 |
0.6696 |
|