CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 0.6602 0.6607 0.0005 0.1% 0.6452
High 0.6606 0.6655 0.0049 0.7% 0.6620
Low 0.6602 0.6607 0.0005 0.1% 0.6384
Close 0.6606 0.6655 0.0049 0.7% 0.6592
Range 0.0004 0.0048 0.0044 1,087.5% 0.0236
ATR 0.0042 0.0042 0.0000 1.2% 0.0000
Volume 1 1 0 0.0% 28
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6781 0.6765 0.6681
R3 0.6734 0.6718 0.6668
R2 0.6686 0.6686 0.6663
R1 0.6670 0.6670 0.6659 0.6678
PP 0.6639 0.6639 0.6639 0.6643
S1 0.6623 0.6623 0.6650 0.6631
S2 0.6591 0.6591 0.6646
S3 0.6544 0.6575 0.6641
S4 0.6496 0.6528 0.6628
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 0.6655 0.6533 0.0122 1.8% 0.0027 0.4% 100% True False 3
10 0.6655 0.6384 0.0271 4.1% 0.0048 0.7% 100% True False 6
20 0.6775 0.6384 0.0391 5.9% 0.0035 0.5% 69% False False 10
40 0.6815 0.6384 0.0431 6.5% 0.0023 0.4% 63% False False 6
60 0.6815 0.6384 0.0431 6.5% 0.0021 0.3% 63% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6856
2.618 0.6779
1.618 0.6731
1.000 0.6702
0.618 0.6684
HIGH 0.6655
0.618 0.6636
0.500 0.6631
0.382 0.6625
LOW 0.6607
0.618 0.6578
1.000 0.6560
1.618 0.6530
2.618 0.6483
4.250 0.6405
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 0.6647 0.6644
PP 0.6639 0.6633
S1 0.6631 0.6623

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

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