CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 0.6677 0.6695 0.0018 0.3% 0.6721
High 0.6677 0.6695 0.0018 0.3% 0.6721
Low 0.6640 0.6695 0.0055 0.8% 0.6640
Close 0.6677 0.6695 0.0018 0.3% 0.6677
Range 0.0037 0.0000 -0.0037 -100.0% 0.0081
ATR 0.0031 0.0030 -0.0001 -3.0% 0.0000
Volume
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 0.6695 0.6695 0.6695
R3 0.6695 0.6695 0.6695
R2 0.6695 0.6695 0.6695
R1 0.6695 0.6695 0.6695 0.6695
PP 0.6695 0.6695 0.6695 0.6695
S1 0.6695 0.6695 0.6695 0.6695
S2 0.6695 0.6695 0.6695
S3 0.6695 0.6695 0.6695
S4 0.6695 0.6695 0.6695
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 0.6921 0.6879 0.6721
R3 0.6840 0.6799 0.6699
R2 0.6760 0.6760 0.6691
R1 0.6718 0.6718 0.6684 0.6699
PP 0.6679 0.6679 0.6679 0.6669
S1 0.6638 0.6638 0.6669 0.6618
S2 0.6599 0.6599 0.6662
S3 0.6518 0.6557 0.6654
S4 0.6438 0.6477 0.6632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6713 0.6640 0.0073 1.1% 0.0015 0.2% 75% False False 1
10 0.6743 0.6640 0.0103 1.5% 0.0013 0.2% 53% False False 2
20 0.6743 0.6530 0.0213 3.2% 0.0016 0.2% 77% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6695
2.618 0.6695
1.618 0.6695
1.000 0.6695
0.618 0.6695
HIGH 0.6695
0.618 0.6695
0.500 0.6695
0.382 0.6695
LOW 0.6695
0.618 0.6695
1.000 0.6695
1.618 0.6695
2.618 0.6695
4.250 0.6695
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 0.6695 0.6685
PP 0.6695 0.6676
S1 0.6695 0.6667

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

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