CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6538 |
0.6510 |
-0.0029 |
-0.4% |
0.6465 |
| High |
0.6552 |
0.6512 |
-0.0041 |
-0.6% |
0.6549 |
| Low |
0.6493 |
0.6440 |
-0.0053 |
-0.8% |
0.6456 |
| Close |
0.6508 |
0.6464 |
-0.0045 |
-0.7% |
0.6502 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.2% |
0.0093 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.2% |
0.0000 |
| Volume |
516 |
1,024 |
508 |
98.4% |
1,686 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6686 |
0.6646 |
0.6503 |
|
| R3 |
0.6615 |
0.6575 |
0.6483 |
|
| R2 |
0.6543 |
0.6543 |
0.6477 |
|
| R1 |
0.6503 |
0.6503 |
0.6470 |
0.6488 |
| PP |
0.6472 |
0.6472 |
0.6472 |
0.6464 |
| S1 |
0.6432 |
0.6432 |
0.6457 |
0.6416 |
| S2 |
0.6400 |
0.6400 |
0.6450 |
|
| S3 |
0.6329 |
0.6360 |
0.6444 |
|
| S4 |
0.6257 |
0.6289 |
0.6424 |
|
|
| 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% |
0.0054 |
0.8% |
21% |
False |
True |
516 |
| 10 |
0.6552 |
0.6440 |
0.0112 |
1.7% |
0.0053 |
0.8% |
21% |
False |
True |
453 |
| 20 |
0.6688 |
0.6440 |
0.0248 |
3.8% |
0.0059 |
0.9% |
9% |
False |
True |
345 |
| 40 |
0.6913 |
0.6440 |
0.0473 |
7.3% |
0.0051 |
0.8% |
5% |
False |
True |
227 |
| 60 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0050 |
0.8% |
5% |
False |
True |
168 |
| 80 |
0.6939 |
0.6440 |
0.0499 |
7.7% |
0.0043 |
0.7% |
5% |
False |
True |
127 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0040 |
0.6% |
14% |
False |
False |
103 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.6% |
0.0036 |
0.6% |
14% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6815 |
|
2.618 |
0.6699 |
|
1.618 |
0.6627 |
|
1.000 |
0.6583 |
|
0.618 |
0.6556 |
|
HIGH |
0.6512 |
|
0.618 |
0.6484 |
|
0.500 |
0.6476 |
|
0.382 |
0.6467 |
|
LOW |
0.6440 |
|
0.618 |
0.6396 |
|
1.000 |
0.6369 |
|
1.618 |
0.6324 |
|
2.618 |
0.6253 |
|
4.250 |
0.6136 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6476 |
0.6496 |
| PP |
0.6472 |
0.6485 |
| S1 |
0.6468 |
0.6474 |
|