CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6738 |
0.6721 |
-0.0017 |
-0.3% |
0.6787 |
| High |
0.6747 |
0.6753 |
0.0006 |
0.1% |
0.6787 |
| Low |
0.6738 |
0.6671 |
-0.0067 |
-1.0% |
0.6671 |
| Close |
0.6747 |
0.6682 |
-0.0065 |
-1.0% |
0.6682 |
| Range |
0.0009 |
0.0082 |
0.0073 |
858.8% |
0.0116 |
| ATR |
0.0037 |
0.0040 |
0.0003 |
8.6% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
125 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6946 |
0.6896 |
0.6727 |
|
| R3 |
0.6865 |
0.6814 |
0.6704 |
|
| R2 |
0.6783 |
0.6783 |
0.6697 |
|
| R1 |
0.6733 |
0.6733 |
0.6689 |
0.6717 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6694 |
| S1 |
0.6651 |
0.6651 |
0.6675 |
0.6636 |
| S2 |
0.6620 |
0.6620 |
0.6667 |
|
| S3 |
0.6539 |
0.6570 |
0.6660 |
|
| S4 |
0.6457 |
0.6488 |
0.6637 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7060 |
0.6986 |
0.6746 |
|
| R3 |
0.6944 |
0.6871 |
0.6714 |
|
| R2 |
0.6829 |
0.6829 |
0.6703 |
|
| R1 |
0.6755 |
0.6755 |
0.6693 |
0.6734 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6703 |
| S1 |
0.6640 |
0.6640 |
0.6671 |
0.6619 |
| S2 |
0.6598 |
0.6598 |
0.6661 |
|
| S3 |
0.6482 |
0.6524 |
0.6650 |
|
| S4 |
0.6367 |
0.6409 |
0.6618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6826 |
0.6671 |
0.0155 |
2.3% |
0.0047 |
0.7% |
7% |
False |
True |
25 |
| 10 |
0.6826 |
0.6671 |
0.0155 |
2.3% |
0.0028 |
0.4% |
7% |
False |
True |
13 |
| 20 |
0.6826 |
0.6591 |
0.0235 |
3.5% |
0.0025 |
0.4% |
39% |
False |
False |
7 |
| 40 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0029 |
0.4% |
67% |
False |
False |
8 |
| 60 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0023 |
0.3% |
67% |
False |
False |
7 |
| 80 |
0.6826 |
0.6384 |
0.0442 |
6.6% |
0.0021 |
0.3% |
67% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7099 |
|
2.618 |
0.6966 |
|
1.618 |
0.6884 |
|
1.000 |
0.6834 |
|
0.618 |
0.6803 |
|
HIGH |
0.6753 |
|
0.618 |
0.6721 |
|
0.500 |
0.6712 |
|
0.382 |
0.6702 |
|
LOW |
0.6671 |
|
0.618 |
0.6621 |
|
1.000 |
0.6590 |
|
1.618 |
0.6539 |
|
2.618 |
0.6458 |
|
4.250 |
0.6325 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6712 |
0.6712 |
| PP |
0.6702 |
0.6702 |
| S1 |
0.6692 |
0.6692 |
|