CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 26-Jul-2024
Day Change Summary
Previous Current
25-Jul-2024 26-Jul-2024 Change Change % Previous Week
Open 0.6600 0.6572 -0.0028 -0.4% 0.6682
High 0.6600 0.6586 -0.0014 -0.2% 0.6682
Low 0.6541 0.6559 0.0019 0.3% 0.6541
Close 0.6566 0.6574 0.0009 0.1% 0.6574
Range 0.0060 0.0027 -0.0033 -54.6% 0.0141
ATR 0.0030 0.0029 0.0000 -0.6% 0.0000
Volume 63 3 -60 -95.2% 131
Daily Pivots for day following 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6654 0.6641 0.6589
R3 0.6627 0.6614 0.6581
R2 0.6600 0.6600 0.6579
R1 0.6587 0.6587 0.6576 0.6594
PP 0.6573 0.6573 0.6573 0.6576
S1 0.6560 0.6560 0.6572 0.6567
S2 0.6546 0.6546 0.6569
S3 0.6519 0.6533 0.6567
S4 0.6492 0.6506 0.6559
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7022 0.6939 0.6652
R3 0.6881 0.6798 0.6613
R2 0.6740 0.6740 0.6600
R1 0.6657 0.6657 0.6587 0.6628
PP 0.6599 0.6599 0.6599 0.6584
S1 0.6516 0.6516 0.6561 0.6487
S2 0.6458 0.6458 0.6548
S3 0.6317 0.6375 0.6535
S4 0.6176 0.6234 0.6496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6682 0.6541 0.0141 2.1% 0.0024 0.4% 24% False False 26
10 0.6791 0.6541 0.0251 3.8% 0.0019 0.3% 13% False False 14
20 0.6815 0.6541 0.0274 4.2% 0.0017 0.3% 12% False False 7
40 0.6815 0.6541 0.0274 4.2% 0.0015 0.2% 12% False False 6
60 0.6815 0.6531 0.0284 4.3% 0.0015 0.2% 15% False False 4
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6701
2.618 0.6657
1.618 0.6630
1.000 0.6613
0.618 0.6603
HIGH 0.6586
0.618 0.6576
0.500 0.6573
0.382 0.6569
LOW 0.6559
0.618 0.6542
1.000 0.6532
1.618 0.6515
2.618 0.6488
4.250 0.6444
Fisher Pivots for day following 26-Jul-2024
Pivot 1 day 3 day
R1 0.6574 0.6580
PP 0.6573 0.6578
S1 0.6573 0.6576

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

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