CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6659 |
0.6690 |
0.0031 |
0.5% |
0.6740 |
| High |
0.6695 |
0.6697 |
0.0002 |
0.0% |
0.6752 |
| Low |
0.6659 |
0.6623 |
-0.0037 |
-0.5% |
0.6666 |
| Close |
0.6688 |
0.6631 |
-0.0057 |
-0.8% |
0.6710 |
| Range |
0.0036 |
0.0074 |
0.0038 |
105.6% |
0.0086 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
| Volume |
50 |
89 |
39 |
78.0% |
677 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6872 |
0.6826 |
0.6672 |
|
| R3 |
0.6798 |
0.6752 |
0.6651 |
|
| R2 |
0.6724 |
0.6724 |
0.6645 |
|
| R1 |
0.6678 |
0.6678 |
0.6638 |
0.6664 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6643 |
| S1 |
0.6604 |
0.6604 |
0.6624 |
0.6590 |
| S2 |
0.6576 |
0.6576 |
0.6617 |
|
| S3 |
0.6502 |
0.6530 |
0.6611 |
|
| S4 |
0.6428 |
0.6456 |
0.6590 |
|
|
| 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 |
0.6623 |
0.0104 |
1.6% |
0.0046 |
0.7% |
8% |
False |
True |
113 |
| 10 |
0.6766 |
0.6623 |
0.0143 |
2.2% |
0.0042 |
0.6% |
6% |
False |
True |
103 |
| 20 |
0.6939 |
0.6623 |
0.0317 |
4.8% |
0.0047 |
0.7% |
3% |
False |
True |
92 |
| 40 |
0.6939 |
0.6623 |
0.0317 |
4.8% |
0.0044 |
0.7% |
3% |
False |
True |
64 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0040 |
0.6% |
45% |
False |
False |
44 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0034 |
0.5% |
45% |
False |
False |
35 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0030 |
0.5% |
45% |
False |
False |
29 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0027 |
0.4% |
45% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7011 |
|
2.618 |
0.6890 |
|
1.618 |
0.6816 |
|
1.000 |
0.6771 |
|
0.618 |
0.6742 |
|
HIGH |
0.6697 |
|
0.618 |
0.6668 |
|
0.500 |
0.6660 |
|
0.382 |
0.6651 |
|
LOW |
0.6623 |
|
0.618 |
0.6577 |
|
1.000 |
0.6549 |
|
1.618 |
0.6503 |
|
2.618 |
0.6429 |
|
4.250 |
0.6308 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6660 |
0.6674 |
| PP |
0.6650 |
0.6660 |
| S1 |
0.6641 |
0.6645 |
|