CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6481 |
0.6506 |
0.0025 |
0.4% |
0.6538 |
| High |
0.6503 |
0.6531 |
0.0028 |
0.4% |
0.6552 |
| Low |
0.6466 |
0.6482 |
0.0016 |
0.2% |
0.6440 |
| Close |
0.6500 |
0.6525 |
0.0025 |
0.4% |
0.6525 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0112 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
655 |
668 |
13 |
2.0% |
2,863 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6659 |
0.6641 |
0.6551 |
|
| R3 |
0.6610 |
0.6592 |
0.6538 |
|
| R2 |
0.6561 |
0.6561 |
0.6533 |
|
| R1 |
0.6543 |
0.6543 |
0.6529 |
0.6552 |
| PP |
0.6512 |
0.6512 |
0.6512 |
0.6517 |
| S1 |
0.6494 |
0.6494 |
0.6520 |
0.6503 |
| S2 |
0.6463 |
0.6463 |
0.6516 |
|
| S3 |
0.6414 |
0.6445 |
0.6511 |
|
| S4 |
0.6365 |
0.6396 |
0.6498 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6842 |
0.6795 |
0.6586 |
|
| R3 |
0.6730 |
0.6683 |
0.6555 |
|
| R2 |
0.6618 |
0.6618 |
0.6545 |
|
| R1 |
0.6571 |
0.6571 |
0.6535 |
0.6538 |
| PP |
0.6506 |
0.6506 |
0.6506 |
0.6489 |
| S1 |
0.6459 |
0.6459 |
0.6514 |
0.6426 |
| S2 |
0.6394 |
0.6394 |
0.6504 |
|
| S3 |
0.6282 |
0.6347 |
0.6494 |
|
| S4 |
0.6170 |
0.6235 |
0.6463 |
|
|
| 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% |
0.0053 |
0.8% |
75% |
False |
False |
679 |
| 10 |
0.6552 |
0.6440 |
0.0112 |
1.7% |
0.0050 |
0.8% |
75% |
False |
False |
488 |
| 20 |
0.6688 |
0.6440 |
0.0248 |
3.8% |
0.0059 |
0.9% |
34% |
False |
False |
381 |
| 40 |
0.6852 |
0.6440 |
0.0412 |
6.3% |
0.0051 |
0.8% |
21% |
False |
False |
255 |
| 60 |
0.6939 |
0.6440 |
0.0499 |
7.6% |
0.0050 |
0.8% |
17% |
False |
False |
189 |
| 80 |
0.6939 |
0.6440 |
0.0499 |
7.6% |
0.0043 |
0.7% |
17% |
False |
False |
143 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0041 |
0.6% |
25% |
False |
False |
116 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0036 |
0.6% |
25% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6739 |
|
2.618 |
0.6659 |
|
1.618 |
0.6610 |
|
1.000 |
0.6580 |
|
0.618 |
0.6561 |
|
HIGH |
0.6531 |
|
0.618 |
0.6512 |
|
0.500 |
0.6506 |
|
0.382 |
0.6500 |
|
LOW |
0.6482 |
|
0.618 |
0.6451 |
|
1.000 |
0.6433 |
|
1.618 |
0.6402 |
|
2.618 |
0.6353 |
|
4.250 |
0.6273 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6518 |
0.6511 |
| PP |
0.6512 |
0.6498 |
| S1 |
0.6506 |
0.6485 |
|