CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6690 |
0.6649 |
-0.0041 |
-0.6% |
0.6740 |
| High |
0.6697 |
0.6665 |
-0.0032 |
-0.5% |
0.6752 |
| Low |
0.6623 |
0.6636 |
0.0014 |
0.2% |
0.6666 |
| Close |
0.6631 |
0.6644 |
0.0013 |
0.2% |
0.6710 |
| Range |
0.0074 |
0.0029 |
-0.0046 |
-61.5% |
0.0086 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
89 |
141 |
52 |
58.4% |
677 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6734 |
0.6717 |
0.6660 |
|
| R3 |
0.6705 |
0.6689 |
0.6652 |
|
| R2 |
0.6677 |
0.6677 |
0.6649 |
|
| R1 |
0.6660 |
0.6660 |
0.6647 |
0.6654 |
| PP |
0.6648 |
0.6648 |
0.6648 |
0.6645 |
| S1 |
0.6632 |
0.6632 |
0.6641 |
0.6626 |
| S2 |
0.6620 |
0.6620 |
0.6639 |
|
| S3 |
0.6591 |
0.6603 |
0.6636 |
|
| S4 |
0.6563 |
0.6575 |
0.6628 |
|
|
| 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% |
0.0045 |
0.7% |
21% |
False |
False |
88 |
| 10 |
0.6766 |
0.6623 |
0.0143 |
2.2% |
0.0040 |
0.6% |
15% |
False |
False |
114 |
| 20 |
0.6939 |
0.6623 |
0.0317 |
4.8% |
0.0046 |
0.7% |
7% |
False |
False |
97 |
| 40 |
0.6939 |
0.6623 |
0.0317 |
4.8% |
0.0045 |
0.7% |
7% |
False |
False |
68 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0040 |
0.6% |
47% |
False |
False |
46 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0034 |
0.5% |
47% |
False |
False |
37 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0030 |
0.5% |
47% |
False |
False |
30 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0027 |
0.4% |
47% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6786 |
|
2.618 |
0.6739 |
|
1.618 |
0.6711 |
|
1.000 |
0.6693 |
|
0.618 |
0.6682 |
|
HIGH |
0.6665 |
|
0.618 |
0.6654 |
|
0.500 |
0.6650 |
|
0.382 |
0.6647 |
|
LOW |
0.6636 |
|
0.618 |
0.6618 |
|
1.000 |
0.6608 |
|
1.618 |
0.6590 |
|
2.618 |
0.6561 |
|
4.250 |
0.6515 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6650 |
0.6660 |
| PP |
0.6648 |
0.6654 |
| S1 |
0.6646 |
0.6649 |
|