CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6465 |
0.6513 |
0.0048 |
0.7% |
0.6587 |
| High |
0.6514 |
0.6538 |
0.0025 |
0.4% |
0.6602 |
| Low |
0.6456 |
0.6490 |
0.0034 |
0.5% |
0.6448 |
| Close |
0.6509 |
0.6536 |
0.0027 |
0.4% |
0.6460 |
| Range |
0.0058 |
0.0049 |
-0.0010 |
-16.4% |
0.0155 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
347 |
299 |
-48 |
-13.8% |
1,713 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6667 |
0.6650 |
0.6562 |
|
| R3 |
0.6618 |
0.6601 |
0.6549 |
|
| R2 |
0.6570 |
0.6570 |
0.6544 |
|
| R1 |
0.6553 |
0.6553 |
0.6540 |
0.6561 |
| PP |
0.6521 |
0.6521 |
0.6521 |
0.6525 |
| S1 |
0.6504 |
0.6504 |
0.6531 |
0.6513 |
| S2 |
0.6473 |
0.6473 |
0.6527 |
|
| S3 |
0.6424 |
0.6456 |
0.6522 |
|
| S4 |
0.6376 |
0.6407 |
0.6509 |
|
|
| 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 |
0.6550 |
0.6448 |
0.0103 |
1.6% |
0.0051 |
0.8% |
86% |
False |
False |
390 |
| 10 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0070 |
1.1% |
37% |
False |
False |
332 |
| 20 |
0.6697 |
0.6448 |
0.0249 |
3.8% |
0.0057 |
0.9% |
35% |
False |
False |
253 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.5% |
0.0052 |
0.8% |
18% |
False |
False |
171 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.5% |
0.0047 |
0.7% |
18% |
False |
False |
126 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0044 |
0.7% |
27% |
False |
False |
95 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0038 |
0.6% |
27% |
False |
False |
78 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0035 |
0.5% |
27% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6744 |
|
2.618 |
0.6665 |
|
1.618 |
0.6616 |
|
1.000 |
0.6587 |
|
0.618 |
0.6568 |
|
HIGH |
0.6538 |
|
0.618 |
0.6519 |
|
0.500 |
0.6514 |
|
0.382 |
0.6508 |
|
LOW |
0.6490 |
|
0.618 |
0.6460 |
|
1.000 |
0.6441 |
|
1.618 |
0.6411 |
|
2.618 |
0.6363 |
|
4.250 |
0.6283 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6528 |
0.6521 |
| PP |
0.6521 |
0.6507 |
| S1 |
0.6514 |
0.6493 |
|