CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6576 |
0.6680 |
0.0104 |
1.6% |
0.6590 |
| High |
0.6688 |
0.6682 |
-0.0006 |
-0.1% |
0.6688 |
| Low |
0.6570 |
0.6564 |
-0.0006 |
-0.1% |
0.6520 |
| Close |
0.6672 |
0.6584 |
-0.0088 |
-1.3% |
0.6584 |
| Range |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0168 |
| ATR |
0.0056 |
0.0061 |
0.0004 |
7.9% |
0.0000 |
| Volume |
241 |
346 |
105 |
43.6% |
1,255 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6964 |
0.6892 |
0.6649 |
|
| R3 |
0.6846 |
0.6774 |
0.6616 |
|
| R2 |
0.6728 |
0.6728 |
0.6606 |
|
| R1 |
0.6656 |
0.6656 |
0.6595 |
0.6633 |
| PP |
0.6610 |
0.6610 |
0.6610 |
0.6598 |
| S1 |
0.6538 |
0.6538 |
0.6573 |
0.6515 |
| S2 |
0.6492 |
0.6492 |
0.6562 |
|
| S3 |
0.6374 |
0.6420 |
0.6552 |
|
| S4 |
0.6256 |
0.6302 |
0.6519 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7100 |
0.7009 |
0.6676 |
|
| R3 |
0.6932 |
0.6842 |
0.6630 |
|
| R2 |
0.6765 |
0.6765 |
0.6615 |
|
| R1 |
0.6674 |
0.6674 |
0.6599 |
0.6636 |
| PP |
0.6597 |
0.6597 |
0.6597 |
0.6578 |
| S1 |
0.6507 |
0.6507 |
0.6569 |
0.6468 |
| S2 |
0.6430 |
0.6430 |
0.6553 |
|
| S3 |
0.6262 |
0.6339 |
0.6538 |
|
| S4 |
0.6095 |
0.6172 |
0.6492 |
|
|
| 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% |
0.0088 |
1.3% |
38% |
False |
False |
251 |
| 10 |
0.6688 |
0.6520 |
0.0168 |
2.5% |
0.0064 |
1.0% |
38% |
False |
False |
245 |
| 20 |
0.6752 |
0.6520 |
0.0232 |
3.5% |
0.0053 |
0.8% |
28% |
False |
False |
174 |
| 40 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0052 |
0.8% |
15% |
False |
False |
121 |
| 60 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0044 |
0.7% |
15% |
False |
False |
87 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0042 |
0.6% |
36% |
False |
False |
67 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0035 |
0.5% |
36% |
False |
False |
54 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0032 |
0.5% |
36% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7183 |
|
2.618 |
0.6990 |
|
1.618 |
0.6872 |
|
1.000 |
0.6800 |
|
0.618 |
0.6754 |
|
HIGH |
0.6682 |
|
0.618 |
0.6636 |
|
0.500 |
0.6623 |
|
0.382 |
0.6609 |
|
LOW |
0.6564 |
|
0.618 |
0.6491 |
|
1.000 |
0.6446 |
|
1.618 |
0.6373 |
|
2.618 |
0.6255 |
|
4.250 |
0.6062 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6623 |
0.6604 |
| PP |
0.6610 |
0.6597 |
| S1 |
0.6597 |
0.6591 |
|