CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 0.6644 0.6717 0.0073 1.1% 0.6691
High 0.6654 0.6717 0.0063 0.9% 0.6730
Low 0.6644 0.6717 0.0073 1.1% 0.6625
Close 0.6654 0.6717 0.0063 0.9% 0.6630
Range 0.0010 0.0001 -0.0010 -95.0% 0.0105
ATR 0.0030 0.0033 0.0002 7.7% 0.0000
Volume 1 4 3 300.0% 24
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6718 0.6718 0.6717
R3 0.6718 0.6717 0.6717
R2 0.6717 0.6717 0.6717
R1 0.6717 0.6717 0.6717 0.6717
PP 0.6717 0.6717 0.6717 0.6717
S1 0.6716 0.6716 0.6716 0.6716
S2 0.6716 0.6716 0.6716
S3 0.6716 0.6716 0.6716
S4 0.6715 0.6715 0.6716
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6977 0.6908 0.6688
R3 0.6872 0.6803 0.6659
R2 0.6767 0.6767 0.6649
R1 0.6698 0.6698 0.6640 0.6680
PP 0.6662 0.6662 0.6662 0.6653
S1 0.6593 0.6593 0.6620 0.6575
S2 0.6557 0.6557 0.6611
S3 0.6452 0.6488 0.6601
S4 0.6347 0.6383 0.6572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6721 0.6625 0.0096 1.4% 0.0021 0.3% 95% False False 3
10 0.6730 0.6625 0.0105 1.6% 0.0019 0.3% 87% False False 3
20 0.6743 0.6625 0.0118 1.7% 0.0017 0.3% 78% False False 3
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6719
2.618 0.6718
1.618 0.6718
1.000 0.6718
0.618 0.6717
HIGH 0.6717
0.618 0.6717
0.500 0.6717
0.382 0.6717
LOW 0.6717
0.618 0.6716
1.000 0.6716
1.618 0.6716
2.618 0.6715
4.250 0.6714
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 0.6717 0.6705
PP 0.6717 0.6693
S1 0.6717 0.6681

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

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