CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 0.6660 0.6675 0.0015 0.2% 0.6654
High 0.6660 0.6684 0.0024 0.4% 0.6743
Low 0.6660 0.6647 -0.0014 -0.2% 0.6654
Close 0.6660 0.6647 -0.0014 -0.2% 0.6746
Range 0.0000 0.0038 0.0038 0.0089
ATR 0.0030 0.0030 0.0001 1.8% 0.0000
Volume 0 6 6 14
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 0.6772 0.6747 0.6667
R3 0.6734 0.6709 0.6657
R2 0.6697 0.6697 0.6653
R1 0.6672 0.6672 0.6650 0.6665
PP 0.6659 0.6659 0.6659 0.6656
S1 0.6634 0.6634 0.6643 0.6628
S2 0.6622 0.6622 0.6640
S3 0.6584 0.6597 0.6636
S4 0.6547 0.6559 0.6626
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 0.6647 0.0096 1.4% 0.0017 0.2% 0% False True 2
10 0.6743 0.6644 0.0099 1.5% 0.0012 0.2% 3% False False 2
20 0.6743 0.6530 0.0213 3.2% 0.0015 0.2% 55% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6843
2.618 0.6782
1.618 0.6745
1.000 0.6722
0.618 0.6707
HIGH 0.6684
0.618 0.6670
0.500 0.6665
0.382 0.6661
LOW 0.6647
0.618 0.6623
1.000 0.6609
1.618 0.6586
2.618 0.6548
4.250 0.6487
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 0.6665 0.6680
PP 0.6659 0.6669
S1 0.6653 0.6658

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

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