CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6590 |
0.6592 |
0.0002 |
0.0% |
0.6615 |
| High |
0.6622 |
0.6643 |
0.0021 |
0.3% |
0.6615 |
| Low |
0.6589 |
0.6586 |
-0.0003 |
0.0% |
0.6545 |
| Close |
0.6591 |
0.6639 |
0.0048 |
0.7% |
0.6564 |
| Range |
0.0033 |
0.0057 |
0.0024 |
73.8% |
0.0070 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.8% |
0.0000 |
| Volume |
140 |
153 |
13 |
9.3% |
1,202 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6792 |
0.6772 |
0.6670 |
|
| R3 |
0.6735 |
0.6715 |
0.6654 |
|
| R2 |
0.6679 |
0.6679 |
0.6649 |
|
| R1 |
0.6659 |
0.6659 |
0.6644 |
0.6669 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6627 |
| S1 |
0.6602 |
0.6602 |
0.6633 |
0.6612 |
| S2 |
0.6566 |
0.6566 |
0.6628 |
|
| S3 |
0.6509 |
0.6546 |
0.6623 |
|
| S4 |
0.6453 |
0.6489 |
0.6607 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6785 |
0.6744 |
0.6603 |
|
| R3 |
0.6715 |
0.6674 |
0.6583 |
|
| R2 |
0.6645 |
0.6645 |
0.6577 |
|
| R1 |
0.6604 |
0.6604 |
0.6570 |
0.6590 |
| PP |
0.6575 |
0.6575 |
0.6575 |
0.6567 |
| S1 |
0.6534 |
0.6534 |
0.6558 |
0.6520 |
| S2 |
0.6505 |
0.6505 |
0.6551 |
|
| S3 |
0.6435 |
0.6464 |
0.6545 |
|
| S4 |
0.6365 |
0.6394 |
0.6526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6643 |
0.6545 |
0.0098 |
1.5% |
0.0043 |
0.6% |
96% |
True |
False |
201 |
| 10 |
0.6697 |
0.6545 |
0.0152 |
2.3% |
0.0043 |
0.6% |
62% |
False |
False |
174 |
| 20 |
0.6766 |
0.6545 |
0.0221 |
3.3% |
0.0041 |
0.6% |
42% |
False |
False |
137 |
| 40 |
0.6939 |
0.6545 |
0.0394 |
5.9% |
0.0046 |
0.7% |
24% |
False |
False |
102 |
| 60 |
0.6939 |
0.6545 |
0.0394 |
5.9% |
0.0039 |
0.6% |
24% |
False |
False |
71 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0038 |
0.6% |
46% |
False |
False |
55 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0032 |
0.5% |
46% |
False |
False |
45 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0030 |
0.5% |
46% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6883 |
|
2.618 |
0.6790 |
|
1.618 |
0.6734 |
|
1.000 |
0.6699 |
|
0.618 |
0.6677 |
|
HIGH |
0.6643 |
|
0.618 |
0.6621 |
|
0.500 |
0.6614 |
|
0.382 |
0.6608 |
|
LOW |
0.6586 |
|
0.618 |
0.6551 |
|
1.000 |
0.6530 |
|
1.618 |
0.6495 |
|
2.618 |
0.6438 |
|
4.250 |
0.6346 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6630 |
0.6626 |
| PP |
0.6622 |
0.6613 |
| S1 |
0.6614 |
0.6601 |
|