CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6637 |
0.6615 |
-0.0022 |
-0.3% |
0.6721 |
| High |
0.6650 |
0.6615 |
-0.0035 |
-0.5% |
0.6726 |
| Low |
0.6607 |
0.6586 |
-0.0021 |
-0.3% |
0.6607 |
| Close |
0.6613 |
0.6588 |
-0.0025 |
-0.4% |
0.6613 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-32.6% |
0.0119 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
21 |
92 |
71 |
338.1% |
362 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6683 |
0.6664 |
0.6603 |
|
| R3 |
0.6654 |
0.6635 |
0.6595 |
|
| R2 |
0.6625 |
0.6625 |
0.6593 |
|
| R1 |
0.6606 |
0.6606 |
0.6590 |
0.6601 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6594 |
| S1 |
0.6577 |
0.6577 |
0.6585 |
0.6572 |
| S2 |
0.6567 |
0.6567 |
0.6582 |
|
| S3 |
0.6538 |
0.6548 |
0.6580 |
|
| S4 |
0.6509 |
0.6519 |
0.6572 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6928 |
0.6678 |
|
| R3 |
0.6887 |
0.6809 |
0.6645 |
|
| R2 |
0.6768 |
0.6768 |
0.6634 |
|
| R1 |
0.6690 |
0.6690 |
0.6623 |
0.6669 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6638 |
| S1 |
0.6571 |
0.6571 |
0.6602 |
0.6550 |
| S2 |
0.6530 |
0.6530 |
0.6591 |
|
| S3 |
0.6411 |
0.6452 |
0.6580 |
|
| S4 |
0.6292 |
0.6333 |
0.6547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6697 |
0.6586 |
0.0111 |
1.7% |
0.0042 |
0.6% |
1% |
False |
True |
78 |
| 10 |
0.6738 |
0.6586 |
0.0152 |
2.3% |
0.0040 |
0.6% |
1% |
False |
True |
105 |
| 20 |
0.6936 |
0.6586 |
0.0350 |
5.3% |
0.0045 |
0.7% |
0% |
False |
True |
93 |
| 40 |
0.6939 |
0.6586 |
0.0353 |
5.4% |
0.0045 |
0.7% |
0% |
False |
True |
70 |
| 60 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0039 |
0.6% |
37% |
False |
False |
48 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0035 |
0.5% |
37% |
False |
False |
38 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0031 |
0.5% |
37% |
False |
False |
31 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0028 |
0.4% |
37% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6738 |
|
2.618 |
0.6691 |
|
1.618 |
0.6662 |
|
1.000 |
0.6644 |
|
0.618 |
0.6633 |
|
HIGH |
0.6615 |
|
0.618 |
0.6604 |
|
0.500 |
0.6601 |
|
0.382 |
0.6597 |
|
LOW |
0.6586 |
|
0.618 |
0.6568 |
|
1.000 |
0.6557 |
|
1.618 |
0.6539 |
|
2.618 |
0.6510 |
|
4.250 |
0.6463 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6601 |
0.6625 |
| PP |
0.6596 |
0.6613 |
| S1 |
0.6592 |
0.6600 |
|