CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6530 |
0.6555 |
0.0025 |
0.4% |
0.6682 |
| High |
0.6571 |
0.6581 |
0.0010 |
0.2% |
0.6682 |
| Low |
0.6507 |
0.6514 |
0.0007 |
0.1% |
0.6541 |
| Close |
0.6571 |
0.6514 |
-0.0058 |
-0.9% |
0.6574 |
| Range |
0.0065 |
0.0068 |
0.0003 |
4.7% |
0.0141 |
| ATR |
0.0031 |
0.0034 |
0.0003 |
8.2% |
0.0000 |
| Volume |
5 |
22 |
17 |
340.0% |
131 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6694 |
0.6551 |
|
| R3 |
0.6671 |
0.6626 |
0.6532 |
|
| R2 |
0.6604 |
0.6604 |
0.6526 |
|
| R1 |
0.6559 |
0.6559 |
0.6520 |
0.6547 |
| PP |
0.6536 |
0.6536 |
0.6536 |
0.6530 |
| S1 |
0.6491 |
0.6491 |
0.6507 |
0.6480 |
| S2 |
0.6469 |
0.6469 |
0.6501 |
|
| S3 |
0.6401 |
0.6424 |
0.6495 |
|
| S4 |
0.6334 |
0.6356 |
0.6476 |
|
|
| 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 |
0.6588 |
0.6507 |
0.0081 |
1.2% |
0.0042 |
0.6% |
9% |
False |
False |
6 |
| 10 |
0.6732 |
0.6507 |
0.0226 |
3.5% |
0.0033 |
0.5% |
3% |
False |
False |
15 |
| 20 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0022 |
0.3% |
2% |
False |
False |
9 |
| 40 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0018 |
0.3% |
2% |
False |
False |
6 |
| 60 |
0.6815 |
0.6507 |
0.0308 |
4.7% |
0.0016 |
0.2% |
2% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6868 |
|
2.618 |
0.6758 |
|
1.618 |
0.6690 |
|
1.000 |
0.6649 |
|
0.618 |
0.6623 |
|
HIGH |
0.6581 |
|
0.618 |
0.6555 |
|
0.500 |
0.6547 |
|
0.382 |
0.6539 |
|
LOW |
0.6514 |
|
0.618 |
0.6472 |
|
1.000 |
0.6446 |
|
1.618 |
0.6404 |
|
2.618 |
0.6337 |
|
4.250 |
0.6227 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6547 |
0.6544 |
| PP |
0.6536 |
0.6534 |
| S1 |
0.6525 |
0.6524 |
|