CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 0.6560 0.6530 -0.0030 -0.5% 0.6682
High 0.6581 0.6571 -0.0010 -0.1% 0.6682
Low 0.6555 0.6507 -0.0049 -0.7% 0.6541
Close 0.6560 0.6571 0.0012 0.2% 0.6574
Range 0.0026 0.0065 0.0039 152.9% 0.0141
ATR 0.0029 0.0031 0.0003 8.8% 0.0000
Volume 0 5 5 131
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6743 0.6722 0.6606
R3 0.6679 0.6657 0.6589
R2 0.6614 0.6614 0.6583
R1 0.6593 0.6593 0.6577 0.6603
PP 0.6550 0.6550 0.6550 0.6555
S1 0.6528 0.6528 0.6565 0.6539
S2 0.6485 0.6485 0.6559
S3 0.6421 0.6464 0.6553
S4 0.6356 0.6399 0.6536
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 0.6600 0.6507 0.0094 1.4% 0.0040 0.6% 69% False True 14
10 0.6738 0.6507 0.0232 3.5% 0.0027 0.4% 28% False True 13
20 0.6815 0.6507 0.0308 4.7% 0.0018 0.3% 21% False True 7
40 0.6815 0.6507 0.0308 4.7% 0.0016 0.2% 21% False True 5
60 0.6815 0.6507 0.0308 4.7% 0.0015 0.2% 21% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.6845
2.618 0.6740
1.618 0.6675
1.000 0.6636
0.618 0.6611
HIGH 0.6571
0.618 0.6546
0.500 0.6539
0.382 0.6531
LOW 0.6507
0.618 0.6467
1.000 0.6442
1.618 0.6402
2.618 0.6338
4.250 0.6232
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 0.6560 0.6563
PP 0.6550 0.6555
S1 0.6539 0.6547

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

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