CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6510 |
0.6481 |
-0.0029 |
-0.4% |
0.6465 |
| High |
0.6512 |
0.6503 |
-0.0009 |
-0.1% |
0.6549 |
| Low |
0.6440 |
0.6466 |
0.0026 |
0.4% |
0.6456 |
| Close |
0.6464 |
0.6500 |
0.0036 |
0.6% |
0.6502 |
| Range |
0.0072 |
0.0037 |
-0.0035 |
-48.3% |
0.0093 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,024 |
655 |
-369 |
-36.0% |
1,686 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6601 |
0.6587 |
0.6520 |
|
| R3 |
0.6564 |
0.6550 |
0.6510 |
|
| R2 |
0.6527 |
0.6527 |
0.6506 |
|
| R1 |
0.6513 |
0.6513 |
0.6503 |
0.6520 |
| PP |
0.6490 |
0.6490 |
0.6490 |
0.6493 |
| S1 |
0.6476 |
0.6476 |
0.6496 |
0.6483 |
| S2 |
0.6453 |
0.6453 |
0.6493 |
|
| S3 |
0.6416 |
0.6439 |
0.6489 |
|
| S4 |
0.6379 |
0.6402 |
0.6479 |
|
|
| 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 |
0.6440 |
0.0112 |
1.7% |
0.0050 |
0.8% |
53% |
False |
False |
590 |
| 10 |
0.6552 |
0.6440 |
0.0112 |
1.7% |
0.0050 |
0.8% |
53% |
False |
False |
466 |
| 20 |
0.6688 |
0.6440 |
0.0248 |
3.8% |
0.0059 |
0.9% |
24% |
False |
False |
353 |
| 40 |
0.6890 |
0.6440 |
0.0450 |
6.9% |
0.0051 |
0.8% |
13% |
False |
False |
243 |
| 60 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0050 |
0.8% |
12% |
False |
False |
177 |
| 80 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0043 |
0.7% |
12% |
False |
False |
135 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0041 |
0.6% |
21% |
False |
False |
110 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0036 |
0.5% |
21% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6660 |
|
2.618 |
0.6600 |
|
1.618 |
0.6563 |
|
1.000 |
0.6540 |
|
0.618 |
0.6526 |
|
HIGH |
0.6503 |
|
0.618 |
0.6489 |
|
0.500 |
0.6485 |
|
0.382 |
0.6480 |
|
LOW |
0.6466 |
|
0.618 |
0.6443 |
|
1.000 |
0.6429 |
|
1.618 |
0.6406 |
|
2.618 |
0.6369 |
|
4.250 |
0.6309 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6495 |
0.6498 |
| PP |
0.6490 |
0.6497 |
| S1 |
0.6485 |
0.6496 |
|