CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6512 |
0.6515 |
0.0004 |
0.1% |
0.6465 |
| High |
0.6537 |
0.6525 |
-0.0012 |
-0.2% |
0.6549 |
| Low |
0.6504 |
0.6477 |
-0.0027 |
-0.4% |
0.6456 |
| Close |
0.6520 |
0.6502 |
-0.0018 |
-0.3% |
0.6502 |
| Range |
0.0033 |
0.0049 |
0.0016 |
47.0% |
0.0093 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
225 |
326 |
101 |
44.9% |
1,478 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6647 |
0.6623 |
0.6529 |
|
| R3 |
0.6598 |
0.6574 |
0.6515 |
|
| R2 |
0.6550 |
0.6550 |
0.6511 |
|
| R1 |
0.6526 |
0.6526 |
0.6506 |
0.6514 |
| PP |
0.6501 |
0.6501 |
0.6501 |
0.6495 |
| S1 |
0.6477 |
0.6477 |
0.6498 |
0.6465 |
| S2 |
0.6453 |
0.6453 |
0.6493 |
|
| S3 |
0.6404 |
0.6429 |
0.6489 |
|
| S4 |
0.6356 |
0.6380 |
0.6475 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6781 |
0.6735 |
0.6553 |
|
| R3 |
0.6688 |
0.6642 |
0.6528 |
|
| R2 |
0.6595 |
0.6595 |
0.6519 |
|
| R1 |
0.6549 |
0.6549 |
0.6511 |
0.6572 |
| PP |
0.6502 |
0.6502 |
0.6502 |
0.6514 |
| S1 |
0.6456 |
0.6456 |
0.6493 |
0.6479 |
| S2 |
0.6409 |
0.6409 |
0.6485 |
|
| S3 |
0.6316 |
0.6363 |
0.6476 |
|
| S4 |
0.6223 |
0.6270 |
0.6451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6549 |
0.6456 |
0.0093 |
1.4% |
0.0049 |
0.8% |
50% |
False |
False |
295 |
| 10 |
0.6602 |
0.6448 |
0.0155 |
2.4% |
0.0049 |
0.7% |
35% |
False |
False |
319 |
| 20 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0056 |
0.9% |
23% |
False |
False |
282 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0050 |
0.8% |
11% |
False |
False |
189 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0049 |
0.8% |
11% |
False |
False |
139 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0043 |
0.7% |
21% |
False |
False |
105 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0039 |
0.6% |
21% |
False |
False |
86 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0035 |
0.5% |
21% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6731 |
|
2.618 |
0.6652 |
|
1.618 |
0.6603 |
|
1.000 |
0.6574 |
|
0.618 |
0.6555 |
|
HIGH |
0.6525 |
|
0.618 |
0.6506 |
|
0.500 |
0.6501 |
|
0.382 |
0.6495 |
|
LOW |
0.6477 |
|
0.618 |
0.6447 |
|
1.000 |
0.6428 |
|
1.618 |
0.6398 |
|
2.618 |
0.6350 |
|
4.250 |
0.6270 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6502 |
0.6513 |
| PP |
0.6501 |
0.6509 |
| S1 |
0.6501 |
0.6506 |
|