CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 0.6740 0.6717 -0.0023 -0.3% 0.6654
High 0.6740 0.6743 0.0003 0.0% 0.6743
Low 0.6727 0.6698 -0.0029 -0.4% 0.6654
Close 0.6727 0.6746 0.0019 0.3% 0.6746
Range 0.0013 0.0045 0.0032 246.2% 0.0089
ATR 0.0029 0.0030 0.0001 4.0% 0.0000
Volume 10 4 -6 -60.0% 14
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.6864 0.6850 0.6770
R3 0.6819 0.6805 0.6758
R2 0.6774 0.6774 0.6754
R1 0.6760 0.6760 0.6750 0.6767
PP 0.6729 0.6729 0.6729 0.6732
S1 0.6715 0.6715 0.6741 0.6722
S2 0.6684 0.6684 0.6737
S3 0.6639 0.6670 0.6733
S4 0.6594 0.6625 0.6721
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.6981 0.6952 0.6794
R3 0.6892 0.6863 0.6770
R2 0.6803 0.6803 0.6762
R1 0.6774 0.6774 0.6754 0.6789
PP 0.6714 0.6714 0.6714 0.6721
S1 0.6685 0.6685 0.6737 0.6700
S2 0.6625 0.6625 0.6729
S3 0.6536 0.6596 0.6721
S4 0.6447 0.6507 0.6697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6743 0.6654 0.0089 1.3% 0.0012 0.2% 103% True False 2
10 0.6743 0.6621 0.0122 1.8% 0.0008 0.1% 102% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6934
2.618 0.6860
1.618 0.6815
1.000 0.6788
0.618 0.6770
HIGH 0.6743
0.618 0.6725
0.500 0.6720
0.382 0.6715
LOW 0.6698
0.618 0.6670
1.000 0.6653
1.618 0.6625
2.618 0.6580
4.250 0.6506
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 0.6737 0.6737
PP 0.6729 0.6729
S1 0.6720 0.6720

These figures are updated between 7pm and 10pm EST after a trading day.

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