CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6587 |
0.6590 |
0.0003 |
0.0% |
0.6615 |
| High |
0.6594 |
0.6622 |
0.0028 |
0.4% |
0.6615 |
| Low |
0.6559 |
0.6589 |
0.0031 |
0.5% |
0.6545 |
| Close |
0.6564 |
0.6591 |
0.0027 |
0.4% |
0.6564 |
| Range |
0.0036 |
0.0033 |
-0.0003 |
-8.5% |
0.0070 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.1% |
0.0000 |
| Volume |
121 |
140 |
19 |
15.7% |
1,202 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6698 |
0.6677 |
0.6608 |
|
| R3 |
0.6665 |
0.6644 |
0.6599 |
|
| R2 |
0.6633 |
0.6633 |
0.6596 |
|
| R1 |
0.6612 |
0.6612 |
0.6593 |
0.6622 |
| PP |
0.6600 |
0.6600 |
0.6600 |
0.6606 |
| S1 |
0.6579 |
0.6579 |
0.6588 |
0.6590 |
| S2 |
0.6568 |
0.6568 |
0.6585 |
|
| S3 |
0.6535 |
0.6547 |
0.6582 |
|
| S4 |
0.6503 |
0.6514 |
0.6573 |
|
|
| 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 |
0.6622 |
0.6545 |
0.0077 |
1.2% |
0.0040 |
0.6% |
59% |
True |
False |
250 |
| 10 |
0.6697 |
0.6545 |
0.0152 |
2.3% |
0.0041 |
0.6% |
30% |
False |
False |
164 |
| 20 |
0.6775 |
0.6545 |
0.0230 |
3.5% |
0.0041 |
0.6% |
20% |
False |
False |
135 |
| 40 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0045 |
0.7% |
12% |
False |
False |
98 |
| 60 |
0.6939 |
0.6545 |
0.0394 |
6.0% |
0.0038 |
0.6% |
12% |
False |
False |
68 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0037 |
0.6% |
37% |
False |
False |
53 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0032 |
0.5% |
37% |
False |
False |
43 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0029 |
0.4% |
37% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6760 |
|
2.618 |
0.6707 |
|
1.618 |
0.6674 |
|
1.000 |
0.6654 |
|
0.618 |
0.6642 |
|
HIGH |
0.6622 |
|
0.618 |
0.6609 |
|
0.500 |
0.6605 |
|
0.382 |
0.6601 |
|
LOW |
0.6589 |
|
0.618 |
0.6569 |
|
1.000 |
0.6557 |
|
1.618 |
0.6536 |
|
2.618 |
0.6504 |
|
4.250 |
0.6451 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6605 |
0.6588 |
| PP |
0.6600 |
0.6586 |
| S1 |
0.6595 |
0.6583 |
|