CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 17-Jul-2024
Day Change Summary
Previous Current
16-Jul-2024 17-Jul-2024 Change Change % Previous Week
Open 0.6748 0.6767 0.0019 0.3% 0.6767
High 0.6760 0.6775 0.0015 0.2% 0.6815
Low 0.6748 0.6753 0.0005 0.1% 0.6760
Close 0.6760 0.6753 -0.0008 -0.1% 0.6815
Range 0.0012 0.0022 0.0010 83.3% 0.0055
ATR 0.0026 0.0025 0.0000 -1.0% 0.0000
Volume 3 10 7 233.3% 6
Daily Pivots for day following 17-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6826 0.6811 0.6765
R3 0.6804 0.6789 0.6759
R2 0.6782 0.6782 0.6757
R1 0.6767 0.6767 0.6755 0.6764
PP 0.6760 0.6760 0.6760 0.6758
S1 0.6745 0.6745 0.6750 0.6742
S2 0.6738 0.6738 0.6748
S3 0.6716 0.6723 0.6746
S4 0.6694 0.6701 0.6740
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 0.6748 0.0067 1.0% 0.0014 0.2% 7% False False 2
10 0.6815 0.6734 0.0081 1.2% 0.0010 0.1% 23% False False 2
20 0.6815 0.6654 0.0161 2.4% 0.0013 0.2% 61% False False 1
40 0.6815 0.6625 0.0190 2.8% 0.0014 0.2% 67% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6868
2.618 0.6832
1.618 0.6810
1.000 0.6797
0.618 0.6788
HIGH 0.6775
0.618 0.6766
0.500 0.6764
0.382 0.6761
LOW 0.6753
0.618 0.6739
1.000 0.6731
1.618 0.6717
2.618 0.6695
4.250 0.6659
Fisher Pivots for day following 17-Jul-2024
Pivot 1 day 3 day
R1 0.6764 0.6770
PP 0.6760 0.6764
S1 0.6756 0.6758

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

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