CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 12-Aug-2024
Day Change Summary
Previous Current
09-Aug-2024 12-Aug-2024 Change Change % Previous Week
Open 0.6619 0.6602 -0.0017 -0.3% 0.6452
High 0.6620 0.6606 -0.0014 -0.2% 0.6620
Low 0.6591 0.6602 0.0012 0.2% 0.6384
Close 0.6592 0.6606 0.0014 0.2% 0.6592
Range 0.0030 0.0004 -0.0026 -86.4% 0.0236
ATR 0.0044 0.0042 -0.0002 -4.9% 0.0000
Volume 7 1 -6 -85.7% 28
Daily Pivots for day following 12-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6617 0.6615 0.6608
R3 0.6613 0.6611 0.6607
R2 0.6609 0.6609 0.6607
R1 0.6607 0.6607 0.6606 0.6608
PP 0.6605 0.6605 0.6605 0.6605
S1 0.6603 0.6603 0.6606 0.6604
S2 0.6601 0.6601 0.6605
S3 0.6597 0.6599 0.6605
S4 0.6593 0.6595 0.6604
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 0.6497 0.0124 1.9% 0.0029 0.4% 89% False False 3
10 0.6620 0.6384 0.0236 3.6% 0.0046 0.7% 94% False False 6
20 0.6775 0.6384 0.0391 5.9% 0.0034 0.5% 57% False False 10
40 0.6815 0.6384 0.0431 6.5% 0.0022 0.3% 52% False False 6
60 0.6815 0.6384 0.0431 6.5% 0.0021 0.3% 52% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6623
2.618 0.6616
1.618 0.6612
1.000 0.6610
0.618 0.6608
HIGH 0.6606
0.618 0.6604
0.500 0.6604
0.382 0.6604
LOW 0.6602
0.618 0.6600
1.000 0.6598
1.618 0.6596
2.618 0.6592
4.250 0.6585
Fisher Pivots for day following 12-Aug-2024
Pivot 1 day 3 day
R1 0.6605 0.6605
PP 0.6605 0.6604
S1 0.6604 0.6603

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

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