CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 0.6555 0.6509 -0.0046 -0.7% 0.6568
High 0.6581 0.6546 -0.0035 -0.5% 0.6588
Low 0.6514 0.6509 -0.0005 -0.1% 0.6507
Close 0.6514 0.6531 0.0018 0.3% 0.6531
Range 0.0068 0.0038 -0.0030 -44.4% 0.0081
ATR 0.0034 0.0034 0.0000 0.7% 0.0000
Volume 22 4 -18 -81.8% 31
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6641 0.6624 0.6552
R3 0.6604 0.6586 0.6541
R2 0.6566 0.6566 0.6538
R1 0.6549 0.6549 0.6534 0.6557
PP 0.6529 0.6529 0.6529 0.6533
S1 0.6511 0.6511 0.6528 0.6520
S2 0.6491 0.6491 0.6524
S3 0.6454 0.6474 0.6521
S4 0.6416 0.6436 0.6510
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6785 0.6739 0.6576
R3 0.6704 0.6658 0.6553
R2 0.6623 0.6623 0.6546
R1 0.6577 0.6577 0.6538 0.6559
PP 0.6542 0.6542 0.6542 0.6533
S1 0.6496 0.6496 0.6524 0.6478
S2 0.6461 0.6461 0.6516
S3 0.6380 0.6415 0.6509
S4 0.6299 0.6334 0.6486
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% 0.0044 0.7% 30% False False 6
10 0.6682 0.6507 0.0175 2.7% 0.0034 0.5% 14% False False 16
20 0.6815 0.6507 0.0308 4.7% 0.0023 0.3% 8% False False 9
40 0.6815 0.6507 0.0308 4.7% 0.0019 0.3% 8% False False 6
60 0.6815 0.6507 0.0308 4.7% 0.0017 0.3% 8% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6705
2.618 0.6644
1.618 0.6607
1.000 0.6584
0.618 0.6569
HIGH 0.6546
0.618 0.6532
0.500 0.6527
0.382 0.6523
LOW 0.6509
0.618 0.6485
1.000 0.6471
1.618 0.6448
2.618 0.6410
4.250 0.6349
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 0.6530 0.6544
PP 0.6529 0.6540
S1 0.6527 0.6535

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

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