CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 0.6787 0.6710 -0.0077 -1.1% 0.6795
High 0.6787 0.6746 -0.0041 -0.6% 0.6826
Low 0.6723 0.6710 -0.0013 -0.2% 0.6780
Close 0.6729 0.6728 -0.0001 0.0% 0.6781
Range 0.0064 0.0036 -0.0028 -43.3% 0.0046
ATR 0.0039 0.0038 0.0000 -0.5% 0.0000
Volume 11 105 94 854.5% 4
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6836 0.6818 0.6748
R3 0.6800 0.6782 0.6738
R2 0.6764 0.6764 0.6735
R1 0.6746 0.6746 0.6731 0.6755
PP 0.6728 0.6728 0.6728 0.6733
S1 0.6710 0.6710 0.6725 0.6719
S2 0.6692 0.6692 0.6721
S3 0.6656 0.6674 0.6718
S4 0.6620 0.6638 0.6708
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 0.6710 0.0116 1.7% 0.0030 0.4% 16% False True 23
10 0.6826 0.6710 0.0116 1.7% 0.0019 0.3% 16% False True 12
20 0.6826 0.6533 0.0293 4.4% 0.0023 0.3% 67% False False 7
40 0.6826 0.6384 0.0442 6.6% 0.0027 0.4% 78% False False 8
60 0.6826 0.6384 0.0442 6.6% 0.0021 0.3% 78% False False 6
80 0.6826 0.6384 0.0442 6.6% 0.0020 0.3% 78% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6899
2.618 0.6840
1.618 0.6804
1.000 0.6782
0.618 0.6768
HIGH 0.6746
0.618 0.6732
0.500 0.6728
0.382 0.6724
LOW 0.6710
0.618 0.6688
1.000 0.6674
1.618 0.6652
2.618 0.6616
4.250 0.6557
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 0.6728 0.6768
PP 0.6728 0.6755
S1 0.6728 0.6741

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

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