CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6533 |
0.6496 |
-0.0038 |
-0.6% |
0.6590 |
| High |
0.6550 |
0.6497 |
-0.0053 |
-0.8% |
0.6688 |
| Low |
0.6485 |
0.6449 |
-0.0036 |
-0.5% |
0.6520 |
| Close |
0.6489 |
0.6474 |
-0.0016 |
-0.2% |
0.6584 |
| Range |
0.0066 |
0.0048 |
-0.0018 |
-26.7% |
0.0168 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
519 |
452 |
-67 |
-12.9% |
1,255 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6617 |
0.6593 |
0.6500 |
|
| R3 |
0.6569 |
0.6545 |
0.6487 |
|
| R2 |
0.6521 |
0.6521 |
0.6482 |
|
| R1 |
0.6497 |
0.6497 |
0.6478 |
0.6485 |
| PP |
0.6473 |
0.6473 |
0.6473 |
0.6467 |
| S1 |
0.6449 |
0.6449 |
0.6469 |
0.6437 |
| S2 |
0.6425 |
0.6425 |
0.6465 |
|
| S3 |
0.6377 |
0.6401 |
0.6460 |
|
| S4 |
0.6329 |
0.6353 |
0.6447 |
|
|
| 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 |
0.6682 |
0.6449 |
0.0233 |
3.6% |
0.0065 |
1.0% |
11% |
False |
True |
345 |
| 10 |
0.6688 |
0.6449 |
0.0239 |
3.7% |
0.0068 |
1.1% |
10% |
False |
True |
275 |
| 20 |
0.6726 |
0.6449 |
0.0277 |
4.3% |
0.0055 |
0.9% |
9% |
False |
True |
215 |
| 40 |
0.6939 |
0.6449 |
0.0490 |
7.6% |
0.0052 |
0.8% |
5% |
False |
True |
152 |
| 60 |
0.6939 |
0.6449 |
0.0490 |
7.6% |
0.0045 |
0.7% |
5% |
False |
True |
109 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0043 |
0.7% |
16% |
False |
False |
84 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0037 |
0.6% |
16% |
False |
False |
68 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0033 |
0.5% |
16% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6701 |
|
2.618 |
0.6623 |
|
1.618 |
0.6575 |
|
1.000 |
0.6545 |
|
0.618 |
0.6527 |
|
HIGH |
0.6497 |
|
0.618 |
0.6479 |
|
0.500 |
0.6473 |
|
0.382 |
0.6467 |
|
LOW |
0.6449 |
|
0.618 |
0.6419 |
|
1.000 |
0.6401 |
|
1.618 |
0.6371 |
|
2.618 |
0.6323 |
|
4.250 |
0.6245 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6473 |
0.6514 |
| PP |
0.6473 |
0.6501 |
| S1 |
0.6473 |
0.6487 |
|