CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6578 |
0.6587 |
0.0009 |
0.1% |
0.6615 |
| High |
0.6583 |
0.6594 |
0.0011 |
0.2% |
0.6615 |
| Low |
0.6545 |
0.6559 |
0.0014 |
0.2% |
0.6545 |
| Close |
0.6580 |
0.6564 |
-0.0016 |
-0.2% |
0.6564 |
| Range |
0.0038 |
0.0036 |
-0.0003 |
-6.6% |
0.0070 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
96 |
121 |
25 |
26.0% |
1,202 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6679 |
0.6657 |
0.6584 |
|
| R3 |
0.6643 |
0.6621 |
0.6574 |
|
| R2 |
0.6608 |
0.6608 |
0.6571 |
|
| R1 |
0.6586 |
0.6586 |
0.6567 |
0.6579 |
| PP |
0.6572 |
0.6572 |
0.6572 |
0.6569 |
| S1 |
0.6550 |
0.6550 |
0.6561 |
0.6544 |
| S2 |
0.6537 |
0.6537 |
0.6557 |
|
| S3 |
0.6501 |
0.6515 |
0.6554 |
|
| S4 |
0.6466 |
0.6479 |
0.6544 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6785 |
0.6744 |
0.6603 |
|
| R3 |
0.6715 |
0.6674 |
0.6583 |
|
| R2 |
0.6645 |
0.6645 |
0.6577 |
|
| R1 |
0.6604 |
0.6604 |
0.6570 |
0.6590 |
| PP |
0.6575 |
0.6575 |
0.6575 |
0.6567 |
| S1 |
0.6534 |
0.6534 |
0.6558 |
0.6520 |
| S2 |
0.6505 |
0.6505 |
0.6551 |
|
| S3 |
0.6435 |
0.6464 |
0.6545 |
|
| S4 |
0.6365 |
0.6394 |
0.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6615 |
0.6545 |
0.0070 |
1.1% |
0.0039 |
0.6% |
27% |
False |
False |
240 |
| 10 |
0.6726 |
0.6545 |
0.0181 |
2.8% |
0.0044 |
0.7% |
10% |
False |
False |
156 |
| 20 |
0.6812 |
0.6545 |
0.0267 |
4.1% |
0.0042 |
0.6% |
7% |
False |
False |
132 |
| 40 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0045 |
0.7% |
5% |
False |
False |
95 |
| 60 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0038 |
0.6% |
5% |
False |
False |
66 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0037 |
0.6% |
32% |
False |
False |
52 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0032 |
0.5% |
32% |
False |
False |
42 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0029 |
0.4% |
32% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6745 |
|
2.618 |
0.6687 |
|
1.618 |
0.6651 |
|
1.000 |
0.6630 |
|
0.618 |
0.6616 |
|
HIGH |
0.6594 |
|
0.618 |
0.6580 |
|
0.500 |
0.6576 |
|
0.382 |
0.6572 |
|
LOW |
0.6559 |
|
0.618 |
0.6537 |
|
1.000 |
0.6523 |
|
1.618 |
0.6501 |
|
2.618 |
0.6466 |
|
4.250 |
0.6408 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6576 |
0.6573 |
| PP |
0.6572 |
0.6570 |
| S1 |
0.6568 |
0.6567 |
|