CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 0.6701 0.6716 0.0016 0.2% 0.6698
High 0.6701 0.6716 0.0015 0.2% 0.6701
Low 0.6654 0.6681 0.0028 0.4% 0.6654
Close 0.6701 0.6681 -0.0020 -0.3% 0.6701
Range 0.0048 0.0035 -0.0013 -26.3% 0.0048
ATR 0.0026 0.0027 0.0001 2.4% 0.0000
Volume 0 3 3 7
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6798 0.6774 0.6700
R3 0.6763 0.6739 0.6691
R2 0.6728 0.6728 0.6687
R1 0.6704 0.6704 0.6684 0.6699
PP 0.6693 0.6693 0.6693 0.6690
S1 0.6669 0.6669 0.6678 0.6664
S2 0.6658 0.6658 0.6675
S3 0.6623 0.6634 0.6671
S4 0.6588 0.6599 0.6662
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6828 0.6812 0.6727
R3 0.6780 0.6764 0.6714
R2 0.6733 0.6733 0.6709
R1 0.6717 0.6717 0.6705 0.6725
PP 0.6685 0.6685 0.6685 0.6689
S1 0.6669 0.6669 0.6696 0.6677
S2 0.6638 0.6638 0.6692
S3 0.6590 0.6622 0.6687
S4 0.6543 0.6574 0.6674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6716 0.6654 0.0063 0.9% 0.0018 0.3% 44% True False 2
10 0.6716 0.6654 0.0063 0.9% 0.0015 0.2% 44% True False 3
20 0.6730 0.6625 0.0105 1.6% 0.0016 0.2% 53% False False 4
40 0.6743 0.6610 0.0133 2.0% 0.0014 0.2% 54% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6865
2.618 0.6808
1.618 0.6773
1.000 0.6751
0.618 0.6738
HIGH 0.6716
0.618 0.6703
0.500 0.6699
0.382 0.6694
LOW 0.6681
0.618 0.6659
1.000 0.6646
1.618 0.6624
2.618 0.6589
4.250 0.6532
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 0.6699 0.6685
PP 0.6693 0.6684
S1 0.6687 0.6682

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

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