CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6771 |
0.6773 |
0.0002 |
0.0% |
0.6674 |
| High |
0.6819 |
0.6841 |
0.0022 |
0.3% |
0.6733 |
| Low |
0.6748 |
0.6750 |
0.0002 |
0.0% |
0.6646 |
| Close |
0.6794 |
0.6824 |
0.0030 |
0.4% |
0.6711 |
| Range |
0.0071 |
0.0091 |
0.0020 |
28.2% |
0.0087 |
| ATR |
0.0039 |
0.0043 |
0.0004 |
9.4% |
0.0000 |
| Volume |
84 |
24 |
-60 |
-71.4% |
200 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7078 |
0.7042 |
0.6874 |
|
| R3 |
0.6987 |
0.6951 |
0.6849 |
|
| R2 |
0.6896 |
0.6896 |
0.6840 |
|
| R1 |
0.6860 |
0.6860 |
0.6832 |
0.6878 |
| PP |
0.6805 |
0.6805 |
0.6805 |
0.6814 |
| S1 |
0.6769 |
0.6769 |
0.6815 |
0.6787 |
| S2 |
0.6714 |
0.6714 |
0.6807 |
|
| S3 |
0.6623 |
0.6678 |
0.6798 |
|
| S4 |
0.6532 |
0.6587 |
0.6773 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6958 |
0.6921 |
0.6759 |
|
| R3 |
0.6871 |
0.6834 |
0.6735 |
|
| R2 |
0.6784 |
0.6784 |
0.6727 |
|
| R1 |
0.6747 |
0.6747 |
0.6719 |
0.6766 |
| PP |
0.6697 |
0.6697 |
0.6697 |
0.6706 |
| S1 |
0.6660 |
0.6660 |
0.6703 |
0.6679 |
| S2 |
0.6610 |
0.6610 |
0.6695 |
|
| S3 |
0.6523 |
0.6573 |
0.6687 |
|
| S4 |
0.6436 |
0.6486 |
0.6663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6841 |
0.6709 |
0.0133 |
1.9% |
0.0050 |
0.7% |
87% |
True |
False |
36 |
| 10 |
0.6841 |
0.6646 |
0.0195 |
2.9% |
0.0044 |
0.6% |
91% |
True |
False |
35 |
| 20 |
0.6841 |
0.6646 |
0.0195 |
2.9% |
0.0032 |
0.5% |
91% |
True |
False |
24 |
| 40 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0035 |
0.5% |
96% |
True |
False |
15 |
| 60 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0027 |
0.4% |
96% |
True |
False |
12 |
| 80 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0024 |
0.4% |
96% |
True |
False |
10 |
| 100 |
0.6841 |
0.6384 |
0.0457 |
6.7% |
0.0023 |
0.3% |
96% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7228 |
|
2.618 |
0.7079 |
|
1.618 |
0.6988 |
|
1.000 |
0.6932 |
|
0.618 |
0.6897 |
|
HIGH |
0.6841 |
|
0.618 |
0.6806 |
|
0.500 |
0.6796 |
|
0.382 |
0.6785 |
|
LOW |
0.6750 |
|
0.618 |
0.6694 |
|
1.000 |
0.6659 |
|
1.618 |
0.6603 |
|
2.618 |
0.6512 |
|
4.250 |
0.6363 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6814 |
0.6814 |
| PP |
0.6805 |
0.6804 |
| S1 |
0.6796 |
0.6795 |
|