CME Australian Dollar Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6513 |
0.6542 |
0.0030 |
0.5% |
0.6587 |
| High |
0.6538 |
0.6549 |
0.0011 |
0.2% |
0.6602 |
| Low |
0.6490 |
0.6492 |
0.0002 |
0.0% |
0.6448 |
| Close |
0.6536 |
0.6501 |
-0.0035 |
-0.5% |
0.6460 |
| Range |
0.0049 |
0.0057 |
0.0009 |
17.5% |
0.0155 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
299 |
281 |
-18 |
-6.0% |
1,713 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6685 |
0.6650 |
0.6532 |
|
| R3 |
0.6628 |
0.6593 |
0.6517 |
|
| R2 |
0.6571 |
0.6571 |
0.6511 |
|
| R1 |
0.6536 |
0.6536 |
0.6506 |
0.6525 |
| PP |
0.6514 |
0.6514 |
0.6514 |
0.6508 |
| S1 |
0.6479 |
0.6479 |
0.6496 |
0.6468 |
| S2 |
0.6457 |
0.6457 |
0.6491 |
|
| S3 |
0.6400 |
0.6422 |
0.6485 |
|
| S4 |
0.6343 |
0.6365 |
0.6470 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6967 |
0.6868 |
0.6545 |
|
| R3 |
0.6812 |
0.6713 |
0.6502 |
|
| R2 |
0.6658 |
0.6658 |
0.6488 |
|
| R1 |
0.6559 |
0.6559 |
0.6474 |
0.6531 |
| PP |
0.6503 |
0.6503 |
0.6503 |
0.6489 |
| S1 |
0.6404 |
0.6404 |
0.6446 |
0.6377 |
| S2 |
0.6349 |
0.6349 |
0.6432 |
|
| S3 |
0.6194 |
0.6250 |
0.6418 |
|
| S4 |
0.6040 |
0.6095 |
0.6375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6549 |
0.6448 |
0.0101 |
1.6% |
0.0050 |
0.8% |
53% |
True |
False |
342 |
| 10 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0064 |
1.0% |
22% |
False |
False |
322 |
| 20 |
0.6688 |
0.6448 |
0.0240 |
3.7% |
0.0056 |
0.9% |
22% |
False |
False |
262 |
| 40 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0051 |
0.8% |
11% |
False |
False |
177 |
| 60 |
0.6939 |
0.6448 |
0.0492 |
7.6% |
0.0048 |
0.7% |
11% |
False |
False |
130 |
| 80 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0044 |
0.7% |
21% |
False |
False |
99 |
| 100 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0038 |
0.6% |
21% |
False |
False |
80 |
| 120 |
0.6939 |
0.6384 |
0.0555 |
8.5% |
0.0035 |
0.5% |
21% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6791 |
|
2.618 |
0.6698 |
|
1.618 |
0.6641 |
|
1.000 |
0.6606 |
|
0.618 |
0.6584 |
|
HIGH |
0.6549 |
|
0.618 |
0.6527 |
|
0.500 |
0.6520 |
|
0.382 |
0.6513 |
|
LOW |
0.6492 |
|
0.618 |
0.6456 |
|
1.000 |
0.6435 |
|
1.618 |
0.6399 |
|
2.618 |
0.6342 |
|
4.250 |
0.6249 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6520 |
0.6502 |
| PP |
0.6514 |
0.6502 |
| S1 |
0.6507 |
0.6501 |
|