CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 0.6686 0.6679 -0.0007 -0.1% 0.6656
High 0.6686 0.6680 -0.0006 -0.1% 0.6706
Low 0.6680 0.6679 -0.0001 0.0% 0.6656
Close 0.6682 0.6680 -0.0002 0.0% 0.6682
Range 0.0006 0.0001 -0.0005 -90.9% 0.0050
ATR 0.0026 0.0024 -0.0002 -6.5% 0.0000
Volume 6 1 -5 -83.3% 23
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6681 0.6681 0.6680
R3 0.6680 0.6680 0.6680
R2 0.6680 0.6680 0.6680
R1 0.6680 0.6680 0.6680 0.6680
PP 0.6679 0.6679 0.6679 0.6679
S1 0.6679 0.6679 0.6679 0.6679
S2 0.6679 0.6679 0.6679
S3 0.6678 0.6679 0.6679
S4 0.6678 0.6678 0.6679
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 0.6675 0.0031 0.5% 0.0007 0.1% 15% False False 1
10 0.6706 0.6639 0.0067 1.0% 0.0009 0.1% 61% False False 5
20 0.6730 0.6625 0.0105 1.6% 0.0014 0.2% 52% False False 4
40 0.6743 0.6531 0.0212 3.2% 0.0014 0.2% 70% False False 2
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6682
2.618 0.6681
1.618 0.6680
1.000 0.6680
0.618 0.6680
HIGH 0.6680
0.618 0.6679
0.500 0.6679
0.382 0.6679
LOW 0.6679
0.618 0.6679
1.000 0.6679
1.618 0.6678
2.618 0.6678
4.250 0.6677
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 0.6679 0.6682
PP 0.6679 0.6681
S1 0.6679 0.6680

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

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