CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6587 |
0.6579 |
-0.0008 |
-0.1% |
0.6590 |
| High |
0.6602 |
0.6579 |
-0.0023 |
-0.3% |
0.6688 |
| Low |
0.6570 |
0.6520 |
-0.0050 |
-0.8% |
0.6520 |
| Close |
0.6573 |
0.6537 |
-0.0036 |
-0.5% |
0.6584 |
| Range |
0.0032 |
0.0059 |
0.0027 |
84.4% |
0.0168 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
| Volume |
138 |
271 |
133 |
96.4% |
1,255 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6722 |
0.6688 |
0.6569 |
|
| R3 |
0.6663 |
0.6629 |
0.6553 |
|
| R2 |
0.6604 |
0.6604 |
0.6547 |
|
| R1 |
0.6570 |
0.6570 |
0.6542 |
0.6558 |
| PP |
0.6545 |
0.6545 |
0.6545 |
0.6539 |
| S1 |
0.6511 |
0.6511 |
0.6531 |
0.6499 |
| S2 |
0.6486 |
0.6486 |
0.6526 |
|
| S3 |
0.6427 |
0.6452 |
0.6520 |
|
| S4 |
0.6368 |
0.6393 |
0.6504 |
|
|
| 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 |
2.6% |
0.0089 |
1.4% |
10% |
False |
True |
274 |
| 10 |
0.6688 |
0.6520 |
0.0168 |
2.6% |
0.0066 |
1.0% |
10% |
False |
True |
237 |
| 20 |
0.6726 |
0.6520 |
0.0206 |
3.2% |
0.0053 |
0.8% |
8% |
False |
True |
183 |
| 40 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0053 |
0.8% |
4% |
False |
True |
131 |
| 60 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0044 |
0.7% |
4% |
False |
True |
93 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0042 |
0.6% |
27% |
False |
False |
72 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0036 |
0.6% |
27% |
False |
False |
58 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0033 |
0.5% |
27% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6830 |
|
2.618 |
0.6733 |
|
1.618 |
0.6674 |
|
1.000 |
0.6638 |
|
0.618 |
0.6615 |
|
HIGH |
0.6579 |
|
0.618 |
0.6556 |
|
0.500 |
0.6550 |
|
0.382 |
0.6543 |
|
LOW |
0.6520 |
|
0.618 |
0.6484 |
|
1.000 |
0.6461 |
|
1.618 |
0.6425 |
|
2.618 |
0.6366 |
|
4.250 |
0.6269 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6550 |
0.6601 |
| PP |
0.6545 |
0.6579 |
| S1 |
0.6541 |
0.6558 |
|