CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6592 |
0.6637 |
0.0045 |
0.7% |
0.6615 |
| High |
0.6643 |
0.6637 |
-0.0006 |
-0.1% |
0.6615 |
| Low |
0.6586 |
0.6520 |
-0.0066 |
-1.0% |
0.6545 |
| Close |
0.6639 |
0.6586 |
-0.0053 |
-0.8% |
0.6564 |
| Range |
0.0057 |
0.0117 |
0.0061 |
107.1% |
0.0070 |
| ATR |
0.0046 |
0.0051 |
0.0005 |
11.2% |
0.0000 |
| Volume |
153 |
375 |
222 |
145.1% |
1,202 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6932 |
0.6876 |
0.6650 |
|
| R3 |
0.6815 |
0.6759 |
0.6618 |
|
| R2 |
0.6698 |
0.6698 |
0.6607 |
|
| R1 |
0.6642 |
0.6642 |
0.6597 |
0.6612 |
| PP |
0.6581 |
0.6581 |
0.6581 |
0.6566 |
| S1 |
0.6525 |
0.6525 |
0.6575 |
0.6495 |
| S2 |
0.6464 |
0.6464 |
0.6565 |
|
| S3 |
0.6347 |
0.6408 |
0.6554 |
|
| S4 |
0.6230 |
0.6291 |
0.6522 |
|
|
| 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 |
0.6643 |
0.6520 |
0.0123 |
1.9% |
0.0056 |
0.8% |
54% |
False |
True |
177 |
| 10 |
0.6665 |
0.6520 |
0.0145 |
2.2% |
0.0047 |
0.7% |
46% |
False |
True |
203 |
| 20 |
0.6766 |
0.6520 |
0.0246 |
3.7% |
0.0045 |
0.7% |
27% |
False |
True |
153 |
| 40 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0048 |
0.7% |
16% |
False |
True |
109 |
| 60 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0040 |
0.6% |
16% |
False |
True |
77 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0039 |
0.6% |
36% |
False |
False |
60 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0033 |
0.5% |
36% |
False |
False |
48 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0031 |
0.5% |
36% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7134 |
|
2.618 |
0.6943 |
|
1.618 |
0.6826 |
|
1.000 |
0.6754 |
|
0.618 |
0.6709 |
|
HIGH |
0.6637 |
|
0.618 |
0.6592 |
|
0.500 |
0.6579 |
|
0.382 |
0.6565 |
|
LOW |
0.6520 |
|
0.618 |
0.6448 |
|
1.000 |
0.6403 |
|
1.618 |
0.6331 |
|
2.618 |
0.6214 |
|
4.250 |
0.6023 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6584 |
0.6584 |
| PP |
0.6581 |
0.6583 |
| S1 |
0.6579 |
0.6581 |
|