CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6721 |
0.6659 |
-0.0062 |
-0.9% |
0.6740 |
| High |
0.6726 |
0.6695 |
-0.0031 |
-0.5% |
0.6752 |
| Low |
0.6661 |
0.6659 |
-0.0002 |
0.0% |
0.6666 |
| Close |
0.6661 |
0.6688 |
0.0027 |
0.4% |
0.6710 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0086 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
61 |
50 |
-11 |
-18.0% |
677 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6789 |
0.6774 |
0.6707 |
|
| R3 |
0.6753 |
0.6738 |
0.6697 |
|
| R2 |
0.6717 |
0.6717 |
0.6694 |
|
| R1 |
0.6702 |
0.6702 |
0.6691 |
0.6709 |
| PP |
0.6681 |
0.6681 |
0.6681 |
0.6684 |
| S1 |
0.6666 |
0.6666 |
0.6684 |
0.6673 |
| S2 |
0.6645 |
0.6645 |
0.6681 |
|
| S3 |
0.6609 |
0.6630 |
0.6678 |
|
| S4 |
0.6573 |
0.6594 |
0.6668 |
|
|
| 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 |
0.6726 |
0.6659 |
0.0067 |
1.0% |
0.0039 |
0.6% |
43% |
False |
True |
109 |
| 10 |
0.6766 |
0.6659 |
0.0107 |
1.6% |
0.0039 |
0.6% |
27% |
False |
True |
100 |
| 20 |
0.6939 |
0.6659 |
0.0280 |
4.2% |
0.0047 |
0.7% |
10% |
False |
True |
90 |
| 40 |
0.6939 |
0.6646 |
0.0293 |
4.4% |
0.0043 |
0.6% |
14% |
False |
False |
62 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0039 |
0.6% |
55% |
False |
False |
42 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0034 |
0.5% |
55% |
False |
False |
34 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0030 |
0.5% |
55% |
False |
False |
28 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0027 |
0.4% |
55% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6848 |
|
2.618 |
0.6789 |
|
1.618 |
0.6753 |
|
1.000 |
0.6731 |
|
0.618 |
0.6717 |
|
HIGH |
0.6695 |
|
0.618 |
0.6681 |
|
0.500 |
0.6677 |
|
0.382 |
0.6673 |
|
LOW |
0.6659 |
|
0.618 |
0.6637 |
|
1.000 |
0.6623 |
|
1.618 |
0.6601 |
|
2.618 |
0.6565 |
|
4.250 |
0.6506 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6684 |
0.6693 |
| PP |
0.6681 |
0.6691 |
| S1 |
0.6677 |
0.6689 |
|