CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6456 |
0.6465 |
0.0010 |
0.1% |
0.6587 |
| High |
0.6485 |
0.6514 |
0.0029 |
0.4% |
0.6602 |
| Low |
0.6448 |
0.6456 |
0.0008 |
0.1% |
0.6448 |
| Close |
0.6460 |
0.6509 |
0.0049 |
0.8% |
0.6460 |
| Range |
0.0037 |
0.0058 |
0.0021 |
56.8% |
0.0155 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
333 |
347 |
14 |
4.2% |
1,713 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6667 |
0.6646 |
0.6541 |
|
| R3 |
0.6609 |
0.6588 |
0.6525 |
|
| R2 |
0.6551 |
0.6551 |
0.6520 |
|
| R1 |
0.6530 |
0.6530 |
0.6514 |
0.6540 |
| PP |
0.6493 |
0.6493 |
0.6493 |
0.6498 |
| S1 |
0.6472 |
0.6472 |
0.6504 |
0.6482 |
| S2 |
0.6435 |
0.6435 |
0.6498 |
|
| S3 |
0.6377 |
0.6414 |
0.6493 |
|
| S4 |
0.6319 |
0.6356 |
0.6477 |
|
|
| 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 |
0.6579 |
0.6448 |
0.0132 |
2.0% |
0.0054 |
0.8% |
47% |
False |
False |
384 |
| 10 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0071 |
1.1% |
26% |
False |
False |
317 |
| 20 |
0.6697 |
0.6448 |
0.0249 |
3.8% |
0.0056 |
0.9% |
25% |
False |
False |
240 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0052 |
0.8% |
13% |
False |
False |
167 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0046 |
0.7% |
13% |
False |
False |
121 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0043 |
0.7% |
23% |
False |
False |
91 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0038 |
0.6% |
23% |
False |
False |
75 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0034 |
0.5% |
23% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6760 |
|
2.618 |
0.6665 |
|
1.618 |
0.6607 |
|
1.000 |
0.6572 |
|
0.618 |
0.6549 |
|
HIGH |
0.6514 |
|
0.618 |
0.6491 |
|
0.500 |
0.6485 |
|
0.382 |
0.6478 |
|
LOW |
0.6456 |
|
0.618 |
0.6420 |
|
1.000 |
0.6398 |
|
1.618 |
0.6362 |
|
2.618 |
0.6304 |
|
4.250 |
0.6209 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6501 |
0.6500 |
| PP |
0.6493 |
0.6490 |
| S1 |
0.6485 |
0.6481 |
|