CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6637 |
0.6576 |
-0.0061 |
-0.9% |
0.6615 |
| High |
0.6637 |
0.6688 |
0.0051 |
0.8% |
0.6615 |
| Low |
0.6520 |
0.6570 |
0.0050 |
0.8% |
0.6545 |
| Close |
0.6586 |
0.6672 |
0.0086 |
1.3% |
0.6564 |
| Range |
0.0117 |
0.0118 |
0.0001 |
0.9% |
0.0070 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
9.3% |
0.0000 |
| Volume |
375 |
241 |
-134 |
-35.7% |
1,202 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6997 |
0.6953 |
0.6737 |
|
| R3 |
0.6879 |
0.6835 |
0.6704 |
|
| R2 |
0.6761 |
0.6761 |
0.6694 |
|
| R1 |
0.6717 |
0.6717 |
0.6683 |
0.6739 |
| PP |
0.6643 |
0.6643 |
0.6643 |
0.6654 |
| S1 |
0.6599 |
0.6599 |
0.6661 |
0.6621 |
| S2 |
0.6525 |
0.6525 |
0.6650 |
|
| S3 |
0.6407 |
0.6481 |
0.6640 |
|
| S4 |
0.6289 |
0.6363 |
0.6607 |
|
|
| 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 |
0.6688 |
0.6520 |
0.0168 |
2.5% |
0.0072 |
1.1% |
91% |
True |
False |
206 |
| 10 |
0.6688 |
0.6520 |
0.0168 |
2.5% |
0.0056 |
0.8% |
91% |
True |
False |
213 |
| 20 |
0.6766 |
0.6520 |
0.0246 |
3.7% |
0.0048 |
0.7% |
62% |
False |
False |
163 |
| 40 |
0.6939 |
0.6520 |
0.0419 |
6.3% |
0.0050 |
0.8% |
36% |
False |
False |
114 |
| 60 |
0.6939 |
0.6520 |
0.0419 |
6.3% |
0.0042 |
0.6% |
36% |
False |
False |
81 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0040 |
0.6% |
52% |
False |
False |
63 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0035 |
0.5% |
52% |
False |
False |
51 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.3% |
0.0031 |
0.5% |
52% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7189 |
|
2.618 |
0.6996 |
|
1.618 |
0.6878 |
|
1.000 |
0.6806 |
|
0.618 |
0.6760 |
|
HIGH |
0.6688 |
|
0.618 |
0.6642 |
|
0.500 |
0.6629 |
|
0.382 |
0.6615 |
|
LOW |
0.6570 |
|
0.618 |
0.6497 |
|
1.000 |
0.6452 |
|
1.618 |
0.6379 |
|
2.618 |
0.6261 |
|
4.250 |
0.6068 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6658 |
0.6649 |
| PP |
0.6643 |
0.6627 |
| S1 |
0.6629 |
0.6604 |
|