CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6680 |
0.6587 |
-0.0094 |
-1.4% |
0.6590 |
| High |
0.6682 |
0.6602 |
-0.0080 |
-1.2% |
0.6688 |
| Low |
0.6564 |
0.6570 |
0.0007 |
0.1% |
0.6520 |
| Close |
0.6584 |
0.6573 |
-0.0012 |
-0.2% |
0.6584 |
| Range |
0.0118 |
0.0032 |
-0.0086 |
-72.9% |
0.0168 |
| ATR |
0.0061 |
0.0058 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
346 |
138 |
-208 |
-60.1% |
1,255 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6678 |
0.6657 |
0.6590 |
|
| R3 |
0.6646 |
0.6625 |
0.6581 |
|
| R2 |
0.6614 |
0.6614 |
0.6578 |
|
| R1 |
0.6593 |
0.6593 |
0.6575 |
0.6587 |
| PP |
0.6582 |
0.6582 |
0.6582 |
0.6579 |
| S1 |
0.6561 |
0.6561 |
0.6570 |
0.6555 |
| S2 |
0.6550 |
0.6550 |
0.6567 |
|
| S3 |
0.6518 |
0.6529 |
0.6564 |
|
| S4 |
0.6486 |
0.6497 |
0.6555 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7100 |
0.7009 |
0.6676 |
|
| R3 |
0.6932 |
0.6842 |
0.6630 |
|
| R2 |
0.6765 |
0.6765 |
0.6615 |
|
| R1 |
0.6674 |
0.6674 |
0.6599 |
0.6636 |
| PP |
0.6597 |
0.6597 |
0.6597 |
0.6578 |
| S1 |
0.6507 |
0.6507 |
0.6569 |
0.6468 |
| S2 |
0.6430 |
0.6430 |
0.6553 |
|
| S3 |
0.6262 |
0.6339 |
0.6538 |
|
| S4 |
0.6095 |
0.6172 |
0.6492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6688 |
0.6520 |
0.0168 |
2.5% |
0.0088 |
1.3% |
31% |
False |
False |
250 |
| 10 |
0.6688 |
0.6520 |
0.0168 |
2.5% |
0.0064 |
1.0% |
31% |
False |
False |
250 |
| 20 |
0.6738 |
0.6520 |
0.0218 |
3.3% |
0.0052 |
0.8% |
24% |
False |
False |
178 |
| 40 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0052 |
0.8% |
13% |
False |
False |
124 |
| 60 |
0.6939 |
0.6520 |
0.0419 |
6.4% |
0.0043 |
0.7% |
13% |
False |
False |
89 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0042 |
0.6% |
34% |
False |
False |
69 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0036 |
0.5% |
34% |
False |
False |
55 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.4% |
0.0033 |
0.5% |
34% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6738 |
|
2.618 |
0.6686 |
|
1.618 |
0.6654 |
|
1.000 |
0.6634 |
|
0.618 |
0.6622 |
|
HIGH |
0.6602 |
|
0.618 |
0.6590 |
|
0.500 |
0.6586 |
|
0.382 |
0.6582 |
|
LOW |
0.6570 |
|
0.618 |
0.6550 |
|
1.000 |
0.6538 |
|
1.618 |
0.6518 |
|
2.618 |
0.6486 |
|
4.250 |
0.6434 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6586 |
0.6626 |
| PP |
0.6582 |
0.6608 |
| S1 |
0.6577 |
0.6590 |
|