CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6515 |
0.6538 |
0.0023 |
0.4% |
0.6465 |
| High |
0.6525 |
0.6552 |
0.0027 |
0.4% |
0.6549 |
| Low |
0.6477 |
0.6493 |
0.0016 |
0.2% |
0.6456 |
| Close |
0.6502 |
0.6508 |
0.0006 |
0.1% |
0.6502 |
| Range |
0.0049 |
0.0060 |
0.0011 |
22.7% |
0.0093 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
326 |
441 |
115 |
35.3% |
1,478 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6696 |
0.6662 |
0.6541 |
|
| R3 |
0.6637 |
0.6602 |
0.6524 |
|
| R2 |
0.6577 |
0.6577 |
0.6519 |
|
| R1 |
0.6543 |
0.6543 |
0.6513 |
0.6530 |
| PP |
0.6518 |
0.6518 |
0.6518 |
0.6511 |
| S1 |
0.6483 |
0.6483 |
0.6503 |
0.6471 |
| S2 |
0.6458 |
0.6458 |
0.6497 |
|
| S3 |
0.6399 |
0.6424 |
0.6492 |
|
| S4 |
0.6339 |
0.6364 |
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 |
0.6552 |
0.6477 |
0.0076 |
1.2% |
0.0049 |
0.8% |
42% |
True |
False |
314 |
| 10 |
0.6579 |
0.6448 |
0.0132 |
2.0% |
0.0051 |
0.8% |
46% |
False |
False |
349 |
| 20 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0058 |
0.9% |
25% |
False |
False |
299 |
| 40 |
0.6936 |
0.6448 |
0.0489 |
7.5% |
0.0051 |
0.8% |
12% |
False |
False |
196 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0049 |
0.8% |
12% |
False |
False |
147 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0044 |
0.7% |
22% |
False |
False |
111 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0040 |
0.6% |
22% |
False |
False |
90 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0035 |
0.5% |
22% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6805 |
|
2.618 |
0.6708 |
|
1.618 |
0.6648 |
|
1.000 |
0.6612 |
|
0.618 |
0.6589 |
|
HIGH |
0.6552 |
|
0.618 |
0.6529 |
|
0.500 |
0.6522 |
|
0.382 |
0.6515 |
|
LOW |
0.6493 |
|
0.618 |
0.6456 |
|
1.000 |
0.6433 |
|
1.618 |
0.6396 |
|
2.618 |
0.6337 |
|
4.250 |
0.6240 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6522 |
0.6514 |
| PP |
0.6518 |
0.6512 |
| S1 |
0.6513 |
0.6510 |
|