CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6496 |
0.6456 |
-0.0040 |
-0.6% |
0.6587 |
| High |
0.6497 |
0.6485 |
-0.0013 |
-0.2% |
0.6602 |
| Low |
0.6449 |
0.6448 |
-0.0002 |
0.0% |
0.6448 |
| Close |
0.6474 |
0.6460 |
-0.0014 |
-0.2% |
0.6460 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-22.9% |
0.0155 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
452 |
333 |
-119 |
-26.3% |
1,713 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6575 |
0.6555 |
0.6480 |
|
| R3 |
0.6538 |
0.6518 |
0.6470 |
|
| R2 |
0.6501 |
0.6501 |
0.6467 |
|
| R1 |
0.6481 |
0.6481 |
0.6463 |
0.6491 |
| PP |
0.6464 |
0.6464 |
0.6464 |
0.6469 |
| S1 |
0.6444 |
0.6444 |
0.6457 |
0.6454 |
| S2 |
0.6427 |
0.6427 |
0.6453 |
|
| S3 |
0.6390 |
0.6407 |
0.6450 |
|
| S4 |
0.6353 |
0.6370 |
0.6440 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6967 |
0.6868 |
0.6545 |
|
| R3 |
0.6812 |
0.6713 |
0.6502 |
|
| R2 |
0.6658 |
0.6658 |
0.6488 |
|
| R1 |
0.6559 |
0.6559 |
0.6474 |
0.6531 |
| PP |
0.6503 |
0.6503 |
0.6503 |
0.6489 |
| S1 |
0.6404 |
0.6404 |
0.6446 |
0.6377 |
| S2 |
0.6349 |
0.6349 |
0.6432 |
|
| S3 |
0.6194 |
0.6250 |
0.6418 |
|
| S4 |
0.6040 |
0.6095 |
0.6375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6602 |
0.6448 |
0.0155 |
2.4% |
0.0048 |
0.7% |
8% |
False |
True |
342 |
| 10 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0068 |
1.1% |
5% |
False |
True |
296 |
| 20 |
0.6726 |
0.6448 |
0.0279 |
4.3% |
0.0056 |
0.9% |
4% |
False |
True |
226 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0052 |
0.8% |
3% |
False |
True |
160 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0046 |
0.7% |
3% |
False |
True |
115 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0043 |
0.7% |
14% |
False |
False |
87 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0038 |
0.6% |
14% |
False |
False |
71 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0034 |
0.5% |
14% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6642 |
|
2.618 |
0.6581 |
|
1.618 |
0.6544 |
|
1.000 |
0.6522 |
|
0.618 |
0.6507 |
|
HIGH |
0.6485 |
|
0.618 |
0.6470 |
|
0.500 |
0.6466 |
|
0.382 |
0.6462 |
|
LOW |
0.6448 |
|
0.618 |
0.6425 |
|
1.000 |
0.6411 |
|
1.618 |
0.6388 |
|
2.618 |
0.6351 |
|
4.250 |
0.6290 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6466 |
0.6499 |
| PP |
0.6464 |
0.6486 |
| S1 |
0.6462 |
0.6473 |
|