CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 0.6686 0.6691 0.0005 0.1% 0.6695
High 0.6711 0.6730 0.0020 0.3% 0.6711
Low 0.6672 0.6683 0.0011 0.2% 0.6661
Close 0.6686 0.6719 0.0033 0.5% 0.6686
Range 0.0039 0.0048 0.0009 23.4% 0.0050
ATR 0.0030 0.0032 0.0001 4.1% 0.0000
Volume 8 9 1 12.5% 16
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6853 0.6833 0.6745
R3 0.6805 0.6786 0.6732
R2 0.6758 0.6758 0.6727
R1 0.6738 0.6738 0.6723 0.6748
PP 0.6710 0.6710 0.6710 0.6715
S1 0.6691 0.6691 0.6714 0.6701
S2 0.6663 0.6663 0.6710
S3 0.6615 0.6643 0.6705
S4 0.6568 0.6596 0.6692
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.6836 0.6811 0.6714
R3 0.6786 0.6761 0.6700
R2 0.6736 0.6736 0.6695
R1 0.6711 0.6711 0.6691 0.6698
PP 0.6686 0.6686 0.6686 0.6679
S1 0.6661 0.6661 0.6681 0.6648
S2 0.6636 0.6636 0.6677
S3 0.6586 0.6611 0.6672
S4 0.6536 0.6561 0.6659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6730 0.6661 0.0070 1.0% 0.0020 0.3% 83% True False 5
10 0.6730 0.6640 0.0090 1.3% 0.0017 0.3% 87% True False 3
20 0.6743 0.6621 0.0122 1.8% 0.0013 0.2% 80% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.6932
2.618 0.6854
1.618 0.6807
1.000 0.6778
0.618 0.6759
HIGH 0.6730
0.618 0.6712
0.500 0.6706
0.382 0.6701
LOW 0.6683
0.618 0.6653
1.000 0.6635
1.618 0.6606
2.618 0.6558
4.250 0.6481
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 0.6714 0.6713
PP 0.6710 0.6707
S1 0.6706 0.6701

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

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