CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 0.6790 0.6815 0.0025 0.4% 0.6767
High 0.6790 0.6815 0.0025 0.4% 0.6815
Low 0.6789 0.6782 -0.0007 -0.1% 0.6760
Close 0.6789 0.6815 0.0026 0.4% 0.6815
Range 0.0001 0.0033 0.0032 3,150.0% 0.0055
ATR 0.0024 0.0024 0.0001 2.6% 0.0000
Volume 1 0 -1 -100.0% 6
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6901 0.6890 0.6832
R3 0.6869 0.6858 0.6823
R2 0.6836 0.6836 0.6820
R1 0.6825 0.6825 0.6817 0.6831
PP 0.6804 0.6804 0.6804 0.6806
S1 0.6793 0.6793 0.6812 0.6798
S2 0.6771 0.6771 0.6809
S3 0.6739 0.6760 0.6806
S4 0.6706 0.6728 0.6797
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6960 0.6942 0.6844
R3 0.6905 0.6887 0.6829
R2 0.6851 0.6851 0.6824
R1 0.6833 0.6833 0.6819 0.6842
PP 0.6796 0.6796 0.6796 0.6801
S1 0.6778 0.6778 0.6810 0.6787
S2 0.6742 0.6742 0.6805
S3 0.6687 0.6724 0.6800
S4 0.6633 0.6669 0.6785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6815 0.6760 0.0055 0.8% 0.0009 0.1% 100% True False 1
10 0.6815 0.6654 0.0161 2.4% 0.0015 0.2% 100% True False 1
20 0.6815 0.6639 0.0176 2.6% 0.0012 0.2% 100% True False 3
40 0.6815 0.6625 0.0190 2.8% 0.0014 0.2% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6953
2.618 0.6900
1.618 0.6867
1.000 0.6847
0.618 0.6835
HIGH 0.6815
0.618 0.6802
0.500 0.6798
0.382 0.6794
LOW 0.6782
0.618 0.6762
1.000 0.6750
1.618 0.6729
2.618 0.6697
4.250 0.6644
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 0.6809 0.6808
PP 0.6804 0.6801
S1 0.6798 0.6795

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

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