CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6542 |
0.6512 |
-0.0031 |
-0.5% |
0.6587 |
| High |
0.6549 |
0.6537 |
-0.0012 |
-0.2% |
0.6602 |
| Low |
0.6492 |
0.6504 |
0.0012 |
0.2% |
0.6448 |
| Close |
0.6501 |
0.6520 |
0.0019 |
0.3% |
0.6460 |
| Range |
0.0057 |
0.0033 |
-0.0024 |
-42.1% |
0.0155 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
281 |
225 |
-56 |
-19.9% |
1,713 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6619 |
0.6603 |
0.6538 |
|
| R3 |
0.6586 |
0.6570 |
0.6529 |
|
| R2 |
0.6553 |
0.6553 |
0.6526 |
|
| R1 |
0.6537 |
0.6537 |
0.6523 |
0.6545 |
| PP |
0.6520 |
0.6520 |
0.6520 |
0.6524 |
| S1 |
0.6504 |
0.6504 |
0.6517 |
0.6512 |
| S2 |
0.6487 |
0.6487 |
0.6514 |
|
| S3 |
0.6454 |
0.6471 |
0.6511 |
|
| S4 |
0.6421 |
0.6438 |
0.6502 |
|
|
| 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 |
0.6549 |
0.6448 |
0.0101 |
1.5% |
0.0047 |
0.7% |
72% |
False |
False |
297 |
| 10 |
0.6682 |
0.6448 |
0.0234 |
3.6% |
0.0056 |
0.9% |
31% |
False |
False |
321 |
| 20 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0056 |
0.9% |
30% |
False |
False |
267 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.5% |
0.0051 |
0.8% |
15% |
False |
False |
182 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.5% |
0.0048 |
0.7% |
15% |
False |
False |
134 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0044 |
0.7% |
25% |
False |
False |
101 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0039 |
0.6% |
25% |
False |
False |
83 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0035 |
0.5% |
25% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6677 |
|
2.618 |
0.6623 |
|
1.618 |
0.6590 |
|
1.000 |
0.6570 |
|
0.618 |
0.6557 |
|
HIGH |
0.6537 |
|
0.618 |
0.6524 |
|
0.500 |
0.6520 |
|
0.382 |
0.6516 |
|
LOW |
0.6504 |
|
0.618 |
0.6483 |
|
1.000 |
0.6471 |
|
1.618 |
0.6450 |
|
2.618 |
0.6417 |
|
4.250 |
0.6363 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6520 |
0.6520 |
| PP |
0.6520 |
0.6519 |
| S1 |
0.6520 |
0.6519 |
|