CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6752 |
0.0052 |
0.8% |
0.6602 |
| High |
0.6751 |
0.6766 |
0.0015 |
0.2% |
0.6690 |
| Low |
0.6700 |
0.6752 |
0.0053 |
0.8% |
0.6602 |
| Close |
0.6751 |
0.6766 |
0.0015 |
0.2% |
0.6690 |
| Range |
0.0051 |
0.0014 |
-0.0038 |
-73.5% |
0.0088 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
5 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6802 |
0.6797 |
0.6773 |
|
| R3 |
0.6788 |
0.6784 |
0.6769 |
|
| R2 |
0.6775 |
0.6775 |
0.6768 |
|
| R1 |
0.6770 |
0.6770 |
0.6767 |
0.6772 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6762 |
| S1 |
0.6757 |
0.6757 |
0.6764 |
0.6759 |
| S2 |
0.6748 |
0.6748 |
0.6763 |
|
| S3 |
0.6734 |
0.6743 |
0.6762 |
|
| S4 |
0.6721 |
0.6730 |
0.6758 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6894 |
0.6738 |
|
| R3 |
0.6835 |
0.6806 |
0.6714 |
|
| R2 |
0.6748 |
0.6748 |
0.6706 |
|
| R1 |
0.6719 |
0.6719 |
0.6698 |
0.6733 |
| PP |
0.6660 |
0.6660 |
0.6660 |
0.6668 |
| S1 |
0.6631 |
0.6631 |
0.6681 |
0.6646 |
| S2 |
0.6573 |
0.6573 |
0.6673 |
|
| S3 |
0.6485 |
0.6544 |
0.6665 |
|
| S4 |
0.6398 |
0.6456 |
0.6641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6766 |
0.6624 |
0.0142 |
2.1% |
0.0027 |
0.4% |
100% |
True |
False |
3 |
| 10 |
0.6766 |
0.6533 |
0.0233 |
3.4% |
0.0027 |
0.4% |
100% |
True |
False |
3 |
| 20 |
0.6766 |
0.6384 |
0.0382 |
5.6% |
0.0039 |
0.6% |
100% |
True |
False |
9 |
| 40 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0025 |
0.4% |
89% |
False |
False |
6 |
| 60 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0022 |
0.3% |
89% |
False |
False |
5 |
| 80 |
0.6815 |
0.6384 |
0.0431 |
6.4% |
0.0020 |
0.3% |
89% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6823 |
|
2.618 |
0.6801 |
|
1.618 |
0.6787 |
|
1.000 |
0.6779 |
|
0.618 |
0.6774 |
|
HIGH |
0.6766 |
|
0.618 |
0.6760 |
|
0.500 |
0.6759 |
|
0.382 |
0.6757 |
|
LOW |
0.6752 |
|
0.618 |
0.6744 |
|
1.000 |
0.6739 |
|
1.618 |
0.6730 |
|
2.618 |
0.6717 |
|
4.250 |
0.6695 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6763 |
0.6743 |
| PP |
0.6761 |
0.6721 |
| S1 |
0.6759 |
0.6698 |
|