CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 0.6592 0.6619 0.0027 0.4% 0.6452
High 0.6610 0.6620 0.0010 0.2% 0.6620
Low 0.6587 0.6591 0.0004 0.1% 0.6384
Close 0.6610 0.6592 -0.0018 -0.3% 0.6592
Range 0.0024 0.0030 0.0006 25.5% 0.0236
ATR 0.0045 0.0044 -0.0001 -2.4% 0.0000
Volume 2 7 5 250.0% 28
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6689 0.6670 0.6608
R3 0.6660 0.6641 0.6600
R2 0.6630 0.6630 0.6597
R1 0.6611 0.6611 0.6595 0.6606
PP 0.6601 0.6601 0.6601 0.6598
S1 0.6582 0.6582 0.6589 0.6577
S2 0.6571 0.6571 0.6587
S3 0.6542 0.6552 0.6584
S4 0.6512 0.6523 0.6576
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7240 0.7152 0.6722
R3 0.7004 0.6916 0.6657
R2 0.6768 0.6768 0.6635
R1 0.6680 0.6680 0.6614 0.6724
PP 0.6532 0.6532 0.6532 0.6554
S1 0.6444 0.6444 0.6570 0.6488
S2 0.6296 0.6296 0.6549
S3 0.6060 0.6208 0.6527
S4 0.5824 0.5972 0.6462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6620 0.6384 0.0236 3.6% 0.0052 0.8% 88% True False 5
10 0.6620 0.6384 0.0236 3.6% 0.0048 0.7% 88% True False 5
20 0.6791 0.6384 0.0407 6.2% 0.0033 0.5% 51% False False 10
40 0.6815 0.6384 0.0431 6.5% 0.0023 0.3% 48% False False 6
60 0.6815 0.6384 0.0431 6.5% 0.0021 0.3% 48% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6745
2.618 0.6697
1.618 0.6668
1.000 0.6650
0.618 0.6638
HIGH 0.6620
0.618 0.6609
0.500 0.6605
0.382 0.6602
LOW 0.6591
0.618 0.6572
1.000 0.6561
1.618 0.6543
2.618 0.6513
4.250 0.6465
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 0.6605 0.6587
PP 0.6601 0.6582
S1 0.6596 0.6576

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

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