CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 0.6664 0.6700 0.0036 0.5% 0.6649
High 0.6697 0.6700 0.0003 0.0% 0.6717
Low 0.6664 0.6700 0.0036 0.5% 0.6639
Close 0.6697 0.6700 0.0003 0.0% 0.6655
Range 0.0033 0.0000 -0.0033 -100.0% 0.0079
ATR 0.0032 0.0030 -0.0002 -6.5% 0.0000
Volume 6 0 -6 -100.0% 26
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6700 0.6700 0.6700
R3 0.6700 0.6700 0.6700
R2 0.6700 0.6700 0.6700
R1 0.6700 0.6700 0.6700 0.6700
PP 0.6700 0.6700 0.6700 0.6700
S1 0.6700 0.6700 0.6700 0.6700
S2 0.6700 0.6700 0.6700
S3 0.6700 0.6700 0.6700
S4 0.6700 0.6700 0.6700
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6906 0.6859 0.6698
R3 0.6827 0.6780 0.6677
R2 0.6749 0.6749 0.6669
R1 0.6702 0.6702 0.6662 0.6725
PP 0.6670 0.6670 0.6670 0.6682
S1 0.6623 0.6623 0.6648 0.6647
S2 0.6592 0.6592 0.6641
S3 0.6513 0.6545 0.6633
S4 0.6435 0.6466 0.6612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6700 0.6639 0.0061 0.9% 0.0010 0.2% 100% True False 8
10 0.6721 0.6625 0.0096 1.4% 0.0016 0.2% 78% False False 5
20 0.6730 0.6625 0.0105 1.6% 0.0017 0.2% 71% False False 4
40 0.6743 0.6530 0.0213 3.2% 0.0015 0.2% 80% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6700
2.618 0.6700
1.618 0.6700
1.000 0.6700
0.618 0.6700
HIGH 0.6700
0.618 0.6700
0.500 0.6700
0.382 0.6700
LOW 0.6700
0.618 0.6700
1.000 0.6700
1.618 0.6700
2.618 0.6700
4.250 0.6700
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 0.6700 0.6692
PP 0.6700 0.6685
S1 0.6700 0.6678

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

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