CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 0.6639 0.6682 0.0043 0.6% 0.6602
High 0.6647 0.6690 0.0043 0.6% 0.6690
Low 0.6636 0.6631 -0.0005 -0.1% 0.6602
Close 0.6636 0.6690 0.0054 0.8% 0.6690
Range 0.0011 0.0059 0.0048 436.4% 0.0088
ATR 0.0040 0.0041 0.0001 3.4% 0.0000
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6847 0.6827 0.6722
R3 0.6788 0.6768 0.6706
R2 0.6729 0.6729 0.6700
R1 0.6709 0.6709 0.6695 0.6719
PP 0.6670 0.6670 0.6670 0.6675
S1 0.6650 0.6650 0.6684 0.6660
S2 0.6611 0.6611 0.6679
S3 0.6552 0.6591 0.6673
S4 0.6493 0.6532 0.6657
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6923 0.6894 0.6738
R3 0.6835 0.6806 0.6714
R2 0.6748 0.6748 0.6706
R1 0.6719 0.6719 0.6698 0.6733
PP 0.6660 0.6660 0.6660 0.6668
S1 0.6631 0.6631 0.6681 0.6646
S2 0.6573 0.6573 0.6673
S3 0.6485 0.6544 0.6665
S4 0.6398 0.6456 0.6641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6690 0.6602 0.0088 1.3% 0.0024 0.4% 100% True False 1
10 0.6690 0.6384 0.0306 4.6% 0.0038 0.6% 100% True False 3
20 0.6690 0.6384 0.0306 4.6% 0.0036 0.5% 100% True False 9
40 0.6815 0.6384 0.0431 6.4% 0.0024 0.4% 71% False False 5
60 0.6815 0.6384 0.0431 6.4% 0.0022 0.3% 71% False False 5
80 0.6815 0.6384 0.0431 6.4% 0.0020 0.3% 71% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6940
2.618 0.6844
1.618 0.6785
1.000 0.6749
0.618 0.6726
HIGH 0.6690
0.618 0.6667
0.500 0.6660
0.382 0.6653
LOW 0.6631
0.618 0.6594
1.000 0.6572
1.618 0.6535
2.618 0.6476
4.250 0.6380
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 0.6680 0.6679
PP 0.6670 0.6668
S1 0.6660 0.6657

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

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