CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 0.6796 0.6787 -0.0009 -0.1% 0.6795
High 0.6826 0.6787 -0.0039 -0.6% 0.6826
Low 0.6780 0.6723 -0.0057 -0.8% 0.6780
Close 0.6781 0.6729 -0.0053 -0.8% 0.6781
Range 0.0046 0.0064 0.0018 39.6% 0.0046
ATR 0.0037 0.0039 0.0002 5.2% 0.0000
Volume 1 11 10 1,000.0% 4
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6937 0.6896 0.6763
R3 0.6873 0.6833 0.6746
R2 0.6810 0.6810 0.6740
R1 0.6769 0.6769 0.6734 0.6758
PP 0.6746 0.6746 0.6746 0.6740
S1 0.6706 0.6706 0.6723 0.6694
S2 0.6683 0.6683 0.6717
S3 0.6619 0.6642 0.6711
S4 0.6556 0.6579 0.6694
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6932 0.6902 0.6806
R3 0.6887 0.6857 0.6794
R2 0.6841 0.6841 0.6789
R1 0.6811 0.6811 0.6785 0.6803
PP 0.6796 0.6796 0.6796 0.6792
S1 0.6766 0.6766 0.6777 0.6758
S2 0.6750 0.6750 0.6773
S3 0.6705 0.6720 0.6768
S4 0.6659 0.6675 0.6756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6826 0.6723 0.0103 1.5% 0.0026 0.4% 5% False True 3
10 0.6826 0.6721 0.0105 1.6% 0.0017 0.2% 7% False False 2
20 0.6826 0.6497 0.0329 4.9% 0.0024 0.4% 71% False False 2
40 0.6826 0.6384 0.0442 6.6% 0.0026 0.4% 78% False False 6
60 0.6826 0.6384 0.0442 6.6% 0.0022 0.3% 78% False False 5
80 0.6826 0.6384 0.0442 6.6% 0.0020 0.3% 78% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7056
2.618 0.6953
1.618 0.6889
1.000 0.6850
0.618 0.6826
HIGH 0.6787
0.618 0.6762
0.500 0.6755
0.382 0.6747
LOW 0.6723
0.618 0.6684
1.000 0.6660
1.618 0.6620
2.618 0.6557
4.250 0.6453
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 0.6755 0.6774
PP 0.6746 0.6759
S1 0.6737 0.6744

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

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