CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 0.6530 0.6555 0.0025 0.4% 0.6682
High 0.6571 0.6581 0.0010 0.2% 0.6682
Low 0.6507 0.6514 0.0007 0.1% 0.6541
Close 0.6571 0.6514 -0.0058 -0.9% 0.6574
Range 0.0065 0.0068 0.0003 4.7% 0.0141
ATR 0.0031 0.0034 0.0003 8.2% 0.0000
Volume 5 22 17 340.0% 131
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6739 0.6694 0.6551
R3 0.6671 0.6626 0.6532
R2 0.6604 0.6604 0.6526
R1 0.6559 0.6559 0.6520 0.6547
PP 0.6536 0.6536 0.6536 0.6530
S1 0.6491 0.6491 0.6507 0.6480
S2 0.6469 0.6469 0.6501
S3 0.6401 0.6424 0.6495
S4 0.6334 0.6356 0.6476
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 0.6588 0.6507 0.0081 1.2% 0.0042 0.6% 9% False False 6
10 0.6732 0.6507 0.0226 3.5% 0.0033 0.5% 3% False False 15
20 0.6815 0.6507 0.0308 4.7% 0.0022 0.3% 2% False False 9
40 0.6815 0.6507 0.0308 4.7% 0.0018 0.3% 2% False False 6
60 0.6815 0.6507 0.0308 4.7% 0.0016 0.2% 2% False False 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 0.0008
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.6868
2.618 0.6758
1.618 0.6690
1.000 0.6649
0.618 0.6623
HIGH 0.6581
0.618 0.6555
0.500 0.6547
0.382 0.6539
LOW 0.6514
0.618 0.6472
1.000 0.6446
1.618 0.6404
2.618 0.6337
4.250 0.6227
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 0.6547 0.6544
PP 0.6536 0.6534
S1 0.6525 0.6524

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

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