CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6567 |
0.6578 |
0.0011 |
0.2% |
0.6721 |
| High |
0.6600 |
0.6583 |
-0.0017 |
-0.3% |
0.6726 |
| Low |
0.6547 |
0.6545 |
-0.0002 |
0.0% |
0.6607 |
| Close |
0.6586 |
0.6580 |
-0.0007 |
-0.1% |
0.6613 |
| Range |
0.0053 |
0.0038 |
-0.0015 |
-28.3% |
0.0119 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
496 |
96 |
-400 |
-80.6% |
362 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6683 |
0.6669 |
0.6600 |
|
| R3 |
0.6645 |
0.6631 |
0.6590 |
|
| R2 |
0.6607 |
0.6607 |
0.6586 |
|
| R1 |
0.6593 |
0.6593 |
0.6583 |
0.6600 |
| PP |
0.6569 |
0.6569 |
0.6569 |
0.6573 |
| S1 |
0.6555 |
0.6555 |
0.6576 |
0.6562 |
| S2 |
0.6531 |
0.6531 |
0.6573 |
|
| S3 |
0.6493 |
0.6517 |
0.6569 |
|
| S4 |
0.6455 |
0.6479 |
0.6559 |
|
|
| 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 |
0.6650 |
0.6545 |
0.0105 |
1.6% |
0.0041 |
0.6% |
33% |
False |
True |
220 |
| 10 |
0.6726 |
0.6545 |
0.0181 |
2.8% |
0.0043 |
0.6% |
19% |
False |
True |
154 |
| 20 |
0.6852 |
0.6545 |
0.0307 |
4.7% |
0.0043 |
0.7% |
11% |
False |
True |
130 |
| 40 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0046 |
0.7% |
9% |
False |
True |
92 |
| 60 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0038 |
0.6% |
9% |
False |
True |
64 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0036 |
0.6% |
35% |
False |
False |
50 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0031 |
0.5% |
35% |
False |
False |
41 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0029 |
0.4% |
35% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6745 |
|
2.618 |
0.6682 |
|
1.618 |
0.6644 |
|
1.000 |
0.6621 |
|
0.618 |
0.6606 |
|
HIGH |
0.6583 |
|
0.618 |
0.6568 |
|
0.500 |
0.6564 |
|
0.382 |
0.6560 |
|
LOW |
0.6545 |
|
0.618 |
0.6522 |
|
1.000 |
0.6507 |
|
1.618 |
0.6484 |
|
2.618 |
0.6446 |
|
4.250 |
0.6384 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6574 |
0.6577 |
| PP |
0.6569 |
0.6575 |
| S1 |
0.6564 |
0.6573 |
|