CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6579 |
0.6533 |
-0.0046 |
-0.7% |
0.6590 |
| High |
0.6579 |
0.6550 |
-0.0029 |
-0.4% |
0.6688 |
| Low |
0.6520 |
0.6485 |
-0.0036 |
-0.5% |
0.6520 |
| Close |
0.6537 |
0.6489 |
-0.0048 |
-0.7% |
0.6584 |
| Range |
0.0059 |
0.0066 |
0.0007 |
11.0% |
0.0168 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.9% |
0.0000 |
| Volume |
271 |
519 |
248 |
91.5% |
1,255 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6704 |
0.6662 |
0.6525 |
|
| R3 |
0.6639 |
0.6597 |
0.6507 |
|
| R2 |
0.6573 |
0.6573 |
0.6501 |
|
| R1 |
0.6531 |
0.6531 |
0.6495 |
0.6520 |
| PP |
0.6508 |
0.6508 |
0.6508 |
0.6502 |
| S1 |
0.6466 |
0.6466 |
0.6483 |
0.6454 |
| S2 |
0.6442 |
0.6442 |
0.6477 |
|
| S3 |
0.6377 |
0.6400 |
0.6471 |
|
| S4 |
0.6311 |
0.6335 |
0.6453 |
|
|
| 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 |
0.6485 |
0.0203 |
3.1% |
0.0079 |
1.2% |
2% |
False |
True |
303 |
| 10 |
0.6688 |
0.6485 |
0.0203 |
3.1% |
0.0067 |
1.0% |
2% |
False |
True |
240 |
| 20 |
0.6726 |
0.6485 |
0.0242 |
3.7% |
0.0055 |
0.8% |
2% |
False |
True |
205 |
| 40 |
0.6939 |
0.6485 |
0.0455 |
7.0% |
0.0053 |
0.8% |
1% |
False |
True |
141 |
| 60 |
0.6939 |
0.6485 |
0.0455 |
7.0% |
0.0044 |
0.7% |
1% |
False |
True |
102 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0043 |
0.7% |
19% |
False |
False |
79 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0037 |
0.6% |
19% |
False |
False |
63 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0033 |
0.5% |
19% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6828 |
|
2.618 |
0.6721 |
|
1.618 |
0.6656 |
|
1.000 |
0.6616 |
|
0.618 |
0.6590 |
|
HIGH |
0.6550 |
|
0.618 |
0.6525 |
|
0.500 |
0.6517 |
|
0.382 |
0.6510 |
|
LOW |
0.6485 |
|
0.618 |
0.6444 |
|
1.000 |
0.6419 |
|
1.618 |
0.6379 |
|
2.618 |
0.6313 |
|
4.250 |
0.6206 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6517 |
0.6543 |
| PP |
0.6508 |
0.6525 |
| S1 |
0.6498 |
0.6507 |
|