CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 0.6695 0.6695 0.0000 0.0% 0.6695
High 0.6695 0.6695 0.0000 0.0% 0.6711
Low 0.6695 0.6695 0.0000 0.0% 0.6661
Close 0.6695 0.6695 0.0000 0.0% 0.6686
Range
ATR 0.0031 0.0029 -0.0002 -7.1% 0.0000
Volume 0 5 5 16
Daily Pivots for day following 05-Jun-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 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 0.6672 0.0058 0.9% 0.0017 0.3% 39% False False 4
10 0.6730 0.6640 0.0090 1.3% 0.0017 0.3% 61% False False 3
20 0.6743 0.6621 0.0122 1.8% 0.0013 0.2% 61% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
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 05-Jun-2024
Pivot 1 day 3 day
R1 0.6695 0.6706
PP 0.6695 0.6702
S1 0.6695 0.6698

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

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