CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 0.6624 0.6639 0.0015 0.2% 0.6452
High 0.6624 0.6647 0.0023 0.3% 0.6620
Low 0.6624 0.6636 0.0012 0.2% 0.6384
Close 0.6624 0.6636 0.0012 0.2% 0.6592
Range 0.0000 0.0011 0.0011 0.0236
ATR 0.0041 0.0040 -0.0001 -3.3% 0.0000
Volume 0 2 2 28
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6672 0.6665 0.6642
R3 0.6661 0.6654 0.6639
R2 0.6650 0.6650 0.6638
R1 0.6643 0.6643 0.6637 0.6641
PP 0.6639 0.6639 0.6639 0.6638
S1 0.6632 0.6632 0.6634 0.6630
S2 0.6628 0.6628 0.6633
S3 0.6617 0.6621 0.6632
S4 0.6606 0.6610 0.6629
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 0.6591 0.0064 1.0% 0.0018 0.3% 70% False False 2
10 0.6655 0.6384 0.0271 4.1% 0.0036 0.5% 93% False False 3
20 0.6732 0.6384 0.0348 5.2% 0.0034 0.5% 72% False False 9
40 0.6815 0.6384 0.0431 6.5% 0.0023 0.3% 58% False False 5
60 0.6815 0.6384 0.0431 6.5% 0.0021 0.3% 58% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6693
2.618 0.6675
1.618 0.6664
1.000 0.6658
0.618 0.6653
HIGH 0.6647
0.618 0.6642
0.500 0.6641
0.382 0.6640
LOW 0.6636
0.618 0.6629
1.000 0.6625
1.618 0.6618
2.618 0.6607
4.250 0.6589
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 0.6641 0.6634
PP 0.6639 0.6632
S1 0.6637 0.6631

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

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