CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6560 |
0.6530 |
-0.0030 |
-0.5% |
0.6682 |
| High |
0.6581 |
0.6571 |
-0.0010 |
-0.1% |
0.6682 |
| Low |
0.6555 |
0.6507 |
-0.0049 |
-0.7% |
0.6541 |
| Close |
0.6560 |
0.6571 |
0.0012 |
0.2% |
0.6574 |
| Range |
0.0026 |
0.0065 |
0.0039 |
152.9% |
0.0141 |
| ATR |
0.0029 |
0.0031 |
0.0003 |
8.8% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
131 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6743 |
0.6722 |
0.6606 |
|
| R3 |
0.6679 |
0.6657 |
0.6589 |
|
| R2 |
0.6614 |
0.6614 |
0.6583 |
|
| R1 |
0.6593 |
0.6593 |
0.6577 |
0.6603 |
| PP |
0.6550 |
0.6550 |
0.6550 |
0.6555 |
| S1 |
0.6528 |
0.6528 |
0.6565 |
0.6539 |
| S2 |
0.6485 |
0.6485 |
0.6559 |
|
| S3 |
0.6421 |
0.6464 |
0.6553 |
|
| S4 |
0.6356 |
0.6399 |
0.6536 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7022 |
0.6939 |
0.6652 |
|
| R3 |
0.6881 |
0.6798 |
0.6613 |
|
| R2 |
0.6740 |
0.6740 |
0.6600 |
|
| R1 |
0.6657 |
0.6657 |
0.6587 |
0.6628 |
| PP |
0.6599 |
0.6599 |
0.6599 |
0.6584 |
| S1 |
0.6516 |
0.6516 |
0.6561 |
0.6487 |
| S2 |
0.6458 |
0.6458 |
0.6548 |
|
| S3 |
0.6317 |
0.6375 |
0.6535 |
|
| S4 |
0.6176 |
0.6234 |
0.6496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6600 |
0.6507 |
0.0094 |
1.4% |
0.0040 |
0.6% |
69% |
False |
True |
14 |
| 10 |
0.6738 |
0.6507 |
0.0232 |
3.5% |
0.0027 |
0.4% |
28% |
False |
True |
13 |
| 20 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0018 |
0.3% |
21% |
False |
True |
7 |
| 40 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0016 |
0.2% |
21% |
False |
True |
5 |
| 60 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0015 |
0.2% |
21% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6845 |
|
2.618 |
0.6740 |
|
1.618 |
0.6675 |
|
1.000 |
0.6636 |
|
0.618 |
0.6611 |
|
HIGH |
0.6571 |
|
0.618 |
0.6546 |
|
0.500 |
0.6539 |
|
0.382 |
0.6531 |
|
LOW |
0.6507 |
|
0.618 |
0.6467 |
|
1.000 |
0.6442 |
|
1.618 |
0.6402 |
|
2.618 |
0.6338 |
|
4.250 |
0.6232 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6560 |
0.6563 |
| PP |
0.6550 |
0.6555 |
| S1 |
0.6539 |
0.6547 |
|