CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 0.6721 0.6674 -0.0047 -0.7% 0.6787
High 0.6753 0.6674 -0.0079 -1.2% 0.6787
Low 0.6671 0.6669 -0.0002 0.0% 0.6671
Close 0.6682 0.6669 -0.0013 -0.2% 0.6682
Range 0.0082 0.0005 -0.0077 -93.9% 0.0116
ATR 0.0040 0.0038 -0.0002 -4.8% 0.0000
Volume 7 14 7 100.0% 125
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6686 0.6682 0.6672
R3 0.6681 0.6677 0.6670
R2 0.6676 0.6676 0.6670
R1 0.6672 0.6672 0.6669 0.6672
PP 0.6671 0.6671 0.6671 0.6670
S1 0.6667 0.6667 0.6669 0.6667
S2 0.6666 0.6666 0.6668
S3 0.6661 0.6662 0.6668
S4 0.6656 0.6657 0.6666
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7060 0.6986 0.6746
R3 0.6944 0.6871 0.6714
R2 0.6829 0.6829 0.6703
R1 0.6755 0.6755 0.6693 0.6734
PP 0.6713 0.6713 0.6713 0.6703
S1 0.6640 0.6640 0.6671 0.6619
S2 0.6598 0.6598 0.6661
S3 0.6482 0.6524 0.6650
S4 0.6367 0.6409 0.6618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6787 0.6669 0.0118 1.8% 0.0039 0.6% 0% False True 27
10 0.6826 0.6669 0.0157 2.3% 0.0026 0.4% 0% False True 14
20 0.6826 0.6602 0.0224 3.4% 0.0023 0.4% 30% False False 8
40 0.6826 0.6384 0.0442 6.6% 0.0028 0.4% 65% False False 9
60 0.6826 0.6384 0.0442 6.6% 0.0023 0.3% 65% False False 7
80 0.6826 0.6384 0.0442 6.6% 0.0021 0.3% 65% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6695
2.618 0.6687
1.618 0.6682
1.000 0.6679
0.618 0.6677
HIGH 0.6674
0.618 0.6672
0.500 0.6672
0.382 0.6671
LOW 0.6669
0.618 0.6666
1.000 0.6664
1.618 0.6661
2.618 0.6656
4.250 0.6648
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 0.6672 0.6711
PP 0.6671 0.6697
S1 0.6670 0.6683

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

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