CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 0.6509 0.6452 -0.0057 -0.9% 0.6568
High 0.6546 0.6505 -0.0042 -0.6% 0.6588
Low 0.6509 0.6384 -0.0125 -1.9% 0.6507
Close 0.6531 0.6505 -0.0027 -0.4% 0.6531
Range 0.0038 0.0121 0.0083 221.3% 0.0081
ATR 0.0034 0.0042 0.0008 23.5% 0.0000
Volume 4 13 9 225.0% 31
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6826 0.6786 0.6571
R3 0.6705 0.6665 0.6538
R2 0.6585 0.6585 0.6527
R1 0.6545 0.6545 0.6516 0.6565
PP 0.6464 0.6464 0.6464 0.6474
S1 0.6424 0.6424 0.6493 0.6444
S2 0.6344 0.6344 0.6482
S3 0.6223 0.6304 0.6471
S4 0.6103 0.6183 0.6438
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 0.6581 0.6384 0.0197 3.0% 0.0063 1.0% 61% False True 8
10 0.6637 0.6384 0.0253 3.9% 0.0045 0.7% 48% False True 16
20 0.6815 0.6384 0.0431 6.6% 0.0029 0.4% 28% False True 9
40 0.6815 0.6384 0.0431 6.6% 0.0022 0.3% 28% False True 6
60 0.6815 0.6384 0.0431 6.6% 0.0019 0.3% 28% False True 5
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 0.0013
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 0.7017
2.618 0.6820
1.618 0.6699
1.000 0.6625
0.618 0.6579
HIGH 0.6505
0.618 0.6458
0.500 0.6444
0.382 0.6430
LOW 0.6384
0.618 0.6310
1.000 0.6264
1.618 0.6189
2.618 0.6069
4.250 0.5872
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 0.6484 0.6497
PP 0.6464 0.6490
S1 0.6444 0.6483

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

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