CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 0.6680 0.6698 0.0018 0.3% 0.6656
High 0.6706 0.6698 -0.0008 -0.1% 0.6706
Low 0.6675 0.6698 0.0023 0.3% 0.6656
Close 0.6682 0.6698 0.0016 0.2% 0.6682
Range 0.0031 0.0000 -0.0031 -100.0% 0.0050
ATR 0.0030 0.0029 -0.0001 -3.3% 0.0000
Volume 2 0 -2 -100.0% 23
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6698 0.6698 0.6698
R3 0.6698 0.6698 0.6698
R2 0.6698 0.6698 0.6698
R1 0.6698 0.6698 0.6698 0.6698
PP 0.6698 0.6698 0.6698 0.6698
S1 0.6698 0.6698 0.6698 0.6698
S2 0.6698 0.6698 0.6698
S3 0.6698 0.6698 0.6698
S4 0.6698 0.6698 0.6698
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6830 0.6805 0.6709
R3 0.6780 0.6756 0.6695
R2 0.6731 0.6731 0.6691
R1 0.6706 0.6706 0.6686 0.6718
PP 0.6681 0.6681 0.6681 0.6687
S1 0.6657 0.6657 0.6677 0.6669
S2 0.6632 0.6632 0.6672
S3 0.6582 0.6607 0.6668
S4 0.6533 0.6558 0.6654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6706 0.6656 0.0050 0.7% 0.0013 0.2% 84% False False 4
10 0.6717 0.6639 0.0079 1.2% 0.0009 0.1% 75% False False 4
20 0.6730 0.6625 0.0105 1.6% 0.0016 0.2% 69% False False 4
40 0.6743 0.6530 0.0213 3.2% 0.0016 0.2% 79% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.6698
2.618 0.6698
1.618 0.6698
1.000 0.6698
0.618 0.6698
HIGH 0.6698
0.618 0.6698
0.500 0.6698
0.382 0.6698
LOW 0.6698
0.618 0.6698
1.000 0.6698
1.618 0.6698
2.618 0.6698
4.250 0.6698
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 0.6698 0.6695
PP 0.6698 0.6693
S1 0.6698 0.6690

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

View Archives - Comment on this page... - Back to Index of Symbols